NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	71.86	73.41	1.55	2.2%	69.94
High	73.46	74.40	0.94	1.3%	72.30
Low	71.79	73.24	1.45	2.0%	69.09
Close	73.41	74.16	0.75	1.0%	72.26
Range	1.67	1.16	-0.51	-30.5%	3.21
ATR	1.92	1.87	-0.05	-2.8%	0.00
Volume	22,628	21,517	-1,111	-4.9%	82,692

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.41	76.95	74.80
R3	76.25	75.79	74.48
R2	75.09	75.09	74.37
R1	74.63	74.63	74.27	74.86
PP	73.93	73.93	73.93	74.05
S1	73.47	73.47	74.05	73.70
S2	72.77	72.77	73.95
S3	71.61	72.31	73.84
S4	70.45	71.15	73.52

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	74.40	69.39	5.01	6.8%	1.59	2.1%	95%	True	False	21,030
10	74.40	67.45	6.95	9.4%	1.66	2.2%	97%	True	False	19,713
20	74.40	66.73	7.67	10.3%	1.85	2.5%	97%	True	False	17,954
40	74.40	66.22	8.18	11.0%	1.98	2.7%	97%	True	False	13,139
60	78.00	65.00	13.00	17.5%	1.97	2.7%	70%	False	False	10,318

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	79.33
2.618	77.44
1.618	76.28
1.000	75.56
0.618	75.12
HIGH	74.40
0.618	73.96
0.500	73.82
0.382	73.68
LOW	73.24
0.618	72.52
1.000	72.08
1.618	71.36
2.618	70.20
4.250	68.31

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	74.05	73.75
PP	73.93	73.33
S1	73.82	72.92

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols