NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	73.44	72.86	-0.58	-0.8%	70.69
High	73.74	74.54	0.80	1.1%	73.49
Low	72.39	72.71	0.32	0.4%	69.72
Close	72.70	74.44	1.74	2.4%	73.44
Range	1.35	1.83	0.48	35.6%	3.77
ATR	2.19	2.17	-0.03	-1.1%	0.00
Volume	64,054	75,694	11,640	18.2%	352,939

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.39	78.74	75.45
R3	77.56	76.91	74.94
R2	75.73	75.73	74.78
R1	75.08	75.08	74.61	75.41
PP	73.90	73.90	73.90	74.06
S1	73.25	73.25	74.27	73.58
S2	72.07	72.07	74.10
S3	70.24	71.42	73.94
S4	68.41	69.59	73.43

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.53	82.25	75.51
R3	79.76	78.48	74.48
R2	75.99	75.99	74.13
R1	74.71	74.71	73.79	75.35
PP	72.22	72.22	72.22	72.54
S1	70.94	70.94	73.09	71.58
S2	68.45	68.45	72.75
S3	64.68	67.17	72.40
S4	60.91	63.40	71.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.54	69.93	4.61	6.2%	1.97	2.6%	98%	True	False	89,310
10	74.54	67.42	7.12	9.6%	1.98	2.7%	99%	True	False	86,405
20	74.54	66.83	7.71	10.4%	2.19	2.9%	99%	True	False	71,394
40	74.60	66.83	7.77	10.4%	2.25	3.0%	98%	False	False	54,005
60	80.48	64.58	15.90	21.4%	2.29	3.1%	62%	False	False	44,691
80	80.64	64.42	16.22	21.8%	2.26	3.0%	62%	False	False	37,306
100	80.64	64.42	16.22	21.8%	2.28	3.1%	62%	False	False	31,514
120	81.03	64.42	16.61	22.3%	2.23	3.0%	60%	False	False	27,729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.32
2.618	79.33
1.618	77.50
1.000	76.37
0.618	75.67
HIGH	74.54
0.618	73.84
0.500	73.63
0.382	73.41
LOW	72.71
0.618	71.58
1.000	70.88
1.618	69.75
2.618	67.92
4.250	64.93

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	74.17	73.89
PP	73.90	73.33
S1	73.63	72.78

Download as Excel Spreadsheet

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

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