NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	78.37	79.36	0.99	1.3%	75.75
High	79.43	80.51	1.08	1.4%	79.43
Low	77.89	78.88	0.99	1.3%	75.47
Close	79.32	80.35	1.03	1.3%	79.32
Range	1.54	1.63	0.09	5.8%	3.96
ATR	1.77	1.76	-0.01	-0.6%	0.00
Volume	84,496	76,377	-8,119	-9.6%	500,973

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.80	84.21	81.25
R3	83.17	82.58	80.80
R2	81.54	81.54	80.65
R1	80.95	80.95	80.50	81.25
PP	79.91	79.91	79.91	80.06
S1	79.32	79.32	80.20	79.62
S2	78.28	78.28	80.05
S3	76.65	77.69	79.90
S4	75.02	76.06	79.45

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.95	88.60	81.50
R3	85.99	84.64	80.41
R2	82.03	82.03	80.05
R1	80.68	80.68	79.68	81.36
PP	78.07	78.07	78.07	78.41
S1	76.72	76.72	78.96	77.40
S2	74.11	74.11	78.59
S3	70.15	72.76	78.23
S4	66.19	68.80	77.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.51	77.09	3.42	4.3%	1.42	1.8%	95%	True	False	94,684
10	80.51	73.17	7.34	9.1%	1.59	2.0%	98%	True	False	98,305
20	80.51	69.32	11.19	13.9%	1.70	2.1%	99%	True	False	93,086
40	80.51	66.36	14.15	17.6%	1.95	2.4%	99%	True	False	88,383
60	80.51	63.00	17.51	21.8%	2.08	2.6%	99%	True	False	80,235
80	80.51	63.00	17.51	21.8%	2.04	2.5%	99%	True	False	75,001
100	80.51	63.00	17.51	21.8%	2.17	2.7%	99%	True	False	74,704

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.44
2.618	84.78
1.618	83.15
1.000	82.14
0.618	81.52
HIGH	80.51
0.618	79.89
0.500	79.70
0.382	79.50
LOW	78.88
0.618	77.87
1.000	77.25
1.618	76.24
2.618	74.61
4.250	71.95

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	80.13	79.92
PP	79.91	79.50
S1	79.70	79.07

Download as Excel Spreadsheet

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

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