NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	75.52	73.60	-1.92	-2.5%	72.06
High	75.57	74.75	-0.82	-1.1%	75.63
Low	73.80	72.84	-0.96	-1.3%	71.43
Close	74.06	73.11	-0.95	-1.3%	74.06
Range	1.77	1.91	0.14	7.9%	4.20
ATR	1.84	1.85	0.00	0.3%	0.00
Volume	20,906	16,617	-4,289	-20.5%	110,366

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.30	78.11	74.16
R3	77.39	76.20	73.64
R2	75.48	75.48	73.46
R1	74.29	74.29	73.29	73.93
PP	73.57	73.57	73.57	73.39
S1	72.38	72.38	72.93	72.02
S2	71.66	71.66	72.76
S3	69.75	70.47	72.58
S4	67.84	68.56	72.06

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.31	84.38	76.37
R3	82.11	80.18	75.22
R2	77.91	77.91	74.83
R1	75.98	75.98	74.45	76.95
PP	73.71	73.71	73.71	74.19
S1	71.78	71.78	73.68	72.75
S2	69.51	69.51	73.29
S3	65.31	67.58	72.91
S4	61.11	63.38	71.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.63	71.79	3.84	5.3%	1.62	2.2%	34%	False	False	22,187
10	75.63	69.09	6.54	8.9%	1.71	2.3%	61%	False	False	20,967
20	75.63	67.26	8.37	11.4%	1.76	2.4%	70%	False	False	19,158
40	75.63	66.22	9.41	12.9%	1.96	2.7%	73%	False	False	14,497
60	75.99	65.00	10.99	15.0%	1.98	2.7%	74%	False	False	11,250
80	78.41	65.00	13.41	18.3%	1.88	2.6%	60%	False	False	9,619

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	0.33
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	82.87
2.618	79.75
1.618	77.84
1.000	76.66
0.618	75.93
HIGH	74.75
0.618	74.02
0.500	73.80
0.382	73.57
LOW	72.84
0.618	71.66
1.000	70.93
1.618	69.75
2.618	67.84
4.250	64.72

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	73.80	74.24
PP	73.57	73.86
S1	73.34	73.49

Download as Excel Spreadsheet

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

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