NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	70.69	70.13	-0.56	-0.8%	69.87
High	71.77	72.07	0.30	0.4%	71.10
Low	69.72	69.93	0.21	0.3%	67.42
Close	69.80	71.72	1.92	2.8%	70.72
Range	2.05	2.14	0.09	4.4%	3.68
ATR	2.26	2.26	0.00	0.0%	0.00
Volume	46,133	93,006	46,873	101.6%	417,093

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.66	76.83	72.90
R3	75.52	74.69	72.31
R2	73.38	73.38	72.11
R1	72.55	72.55	71.92	72.97
PP	71.24	71.24	71.24	71.45
S1	70.41	70.41	71.52	70.83
S2	69.10	69.10	71.33
S3	66.96	68.27	71.13
S4	64.82	66.13	70.54

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.79	79.43	72.74
R3	77.11	75.75	71.73
R2	73.43	73.43	71.39
R1	72.07	72.07	71.06	72.75
PP	69.75	69.75	69.75	70.09
S1	68.39	68.39	70.38	69.07
S2	66.07	66.07	70.05
S3	62.39	64.71	69.71
S4	58.71	61.03	68.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.07	67.42	4.65	6.5%	1.93	2.7%	92%	True	False	78,140
10	72.47	67.42	5.05	7.0%	2.08	2.9%	85%	False	False	76,635
20	72.79	66.83	5.96	8.3%	2.28	3.2%	82%	False	False	64,709
40	74.60	66.83	7.77	10.8%	2.29	3.2%	63%	False	False	47,617
60	80.64	64.58	16.06	22.4%	2.26	3.2%	44%	False	False	39,903
80	80.64	64.42	16.22	22.6%	2.36	3.3%	45%	False	False	33,575
100	80.64	64.42	16.22	22.6%	2.27	3.2%	45%	False	False	28,346
120	81.03	64.42	16.61	23.2%	2.23	3.1%	44%	False	False	25,123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.17
2.618	77.67
1.618	75.53
1.000	74.21
0.618	73.39
HIGH	72.07
0.618	71.25
0.500	71.00
0.382	70.75
LOW	69.93
0.618	68.61
1.000	67.79
1.618	66.47
2.618	64.33
4.250	60.84

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	71.48	71.44
PP	71.24	71.16
S1	71.00	70.89

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols