NYMEX Light Sweet Crude Oil Future January 2024


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 72.06 71.86 -0.20 -0.3% 69.94
High 72.60 73.46 0.86 1.2% 72.30
Low 71.43 71.79 0.36 0.5% 69.09
Close 71.76 73.41 1.65 2.3% 72.26
Range 1.17 1.67 0.50 42.7% 3.21
ATR 1.94 1.92 -0.02 -0.9% 0.00
Volume 16,048 22,628 6,580 41.0% 82,692
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 77.90 77.32 74.33
R3 76.23 75.65 73.87
R2 74.56 74.56 73.72
R1 73.98 73.98 73.56 74.27
PP 72.89 72.89 72.89 73.03
S1 72.31 72.31 73.26 72.60
S2 71.22 71.22 73.10
S3 69.55 70.64 72.95
S4 67.88 68.97 72.49
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 73.46 69.39 4.07 5.5% 1.73 2.4% 99% True False 21,904
10 73.46 67.45 6.01 8.2% 1.75 2.4% 99% True False 21,035
20 73.46 66.22 7.24 9.9% 1.91 2.6% 99% True False 17,714
40 73.46 66.22 7.24 9.9% 1.99 2.7% 99% True False 12,640
60 78.35 65.00 13.35 18.2% 1.96 2.7% 63% False False 10,060
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.56
2.618 77.83
1.618 76.16
1.000 75.13
0.618 74.49
HIGH 73.46
0.618 72.82
0.500 72.63
0.382 72.43
LOW 71.79
0.618 70.76
1.000 70.12
1.618 69.09
2.618 67.42
4.250 64.69
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 73.15 72.89
PP 72.89 72.37
S1 72.63 71.85

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

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