NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	69.41	71.07	1.66	2.4%	69.44
High	71.28	71.28	0.00	0.0%	70.47
Low	69.41	69.39	-0.02	0.0%	67.45
Close	70.98	70.69	-0.29	-0.4%	70.20
Range	1.87	1.89	0.02	1.1%	3.02
ATR	2.00	2.00	-0.01	-0.4%	0.00
Volume	25,888	23,848	-2,040	-7.9%	97,552

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.12	75.30	71.73
R3	74.23	73.41	71.21
R2	72.34	72.34	71.04
R1	71.52	71.52	70.86	70.99
PP	70.45	70.45	70.45	70.19
S1	69.63	69.63	70.52	69.10
S2	68.56	68.56	70.34
S3	66.67	67.74	70.17
S4	64.78	65.85	69.65

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.43	77.34	71.86
R3	75.41	74.32	71.03
R2	72.39	72.39	70.75
R1	71.30	71.30	70.48	71.85
PP	69.37	69.37	69.37	69.65
S1	68.28	68.28	69.92	68.83
S2	66.35	66.35	69.65
S3	63.33	65.26	69.37
S4	60.31	62.24	68.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.28	68.84	2.44	3.5%	1.67	2.4%	76%	True	False	19,042
10	71.49	67.26	4.23	6.0%	1.85	2.6%	81%	False	False	20,267
20	71.57	66.22	5.35	7.6%	2.01	2.8%	84%	False	False	16,298
40	72.72	66.22	6.50	9.2%	2.01	2.8%	69%	False	False	11,546
60	78.41	65.00	13.41	19.0%	1.94	2.7%	42%	False	False	9,366

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.31
2.618	76.23
1.618	74.34
1.000	73.17
0.618	72.45
HIGH	71.28
0.618	70.56
0.500	70.34
0.382	70.11
LOW	69.39
0.618	68.22
1.000	67.50
1.618	66.33
2.618	64.44
4.250	61.36

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	70.57	70.52
PP	70.45	70.35
S1	70.34	70.19

Download as Excel Spreadsheet

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

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