NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 70.68 72.06 1.38 2.0% 69.94
High 72.30 72.60 0.30 0.4% 72.30
Low 70.23 71.43 1.20 1.7% 69.09
Close 72.26 71.76 -0.50 -0.7% 72.26
Range 2.07 1.17 -0.90 -43.5% 3.21
ATR 2.00 1.94 -0.06 -3.0% 0.00
Volume 21,111 16,048 -5,063 -24.0% 82,692
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 75.44 74.77 72.40
R3 74.27 73.60 72.08
R2 73.10 73.10 71.97
R1 72.43 72.43 71.87 72.18
PP 71.93 71.93 71.93 71.81
S1 71.26 71.26 71.65 71.01
S2 70.76 70.76 71.55
S3 69.59 70.09 71.44
S4 68.42 68.92 71.12
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 80.85 79.76 74.03
R3 77.64 76.55 73.14
R2 74.43 74.43 72.85
R1 73.34 73.34 72.55 73.89
PP 71.22 71.22 71.22 71.49
S1 70.13 70.13 71.97 70.68
S2 68.01 68.01 71.67
S3 64.80 66.92 71.38
S4 61.59 63.71 70.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.60 69.09 3.51 4.9% 1.80 2.5% 76% True False 19,748
10 72.60 67.45 5.15 7.2% 1.70 2.4% 84% True False 19,629
20 72.60 66.22 6.38 8.9% 1.90 2.6% 87% True False 17,147
40 72.72 66.22 6.50 9.1% 2.00 2.8% 85% False False 12,193
60 78.41 65.00 13.41 18.7% 1.95 2.7% 50% False False 9,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.57
2.618 75.66
1.618 74.49
1.000 73.77
0.618 73.32
HIGH 72.60
0.618 72.15
0.500 72.02
0.382 71.88
LOW 71.43
0.618 70.71
1.000 70.26
1.618 69.54
2.618 68.37
4.250 66.46
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 72.02 71.51
PP 71.93 71.25
S1 71.85 71.00

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

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