NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	74.49	74.20	-0.29	-0.4%	72.06
High	75.47	75.08	-0.39	-0.5%	75.63
Low	73.99	73.64	-0.35	-0.5%	71.43
Close	74.27	74.52	0.25	0.3%	74.06
Range	1.48	1.44	-0.04	-2.7%	4.20
ATR	1.81	1.78	-0.03	-1.5%	0.00
Volume	20,741	24,888	4,147	20.0%	110,366

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.73	78.07	75.31
R3	77.29	76.63	74.92
R2	75.85	75.85	74.78
R1	75.19	75.19	74.65	75.52
PP	74.41	74.41	74.41	74.58
S1	73.75	73.75	74.39	74.08
S2	72.97	72.97	74.26
S3	71.53	72.31	74.12
S4	70.09	70.87	73.73

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	75.57	72.84	2.73	3.7%	1.66	2.2%	62%	False	False	20,767
10	75.63	70.23	5.40	7.2%	1.59	2.1%	79%	False	False	21,441
20	75.63	67.26	8.37	11.2%	1.72	2.3%	87%	False	False	20,854
40	75.63	66.22	9.41	12.6%	1.95	2.6%	88%	False	False	15,865
60	75.63	65.00	10.63	14.3%	1.98	2.7%	90%	False	False	12,173
80	78.41	65.00	13.41	18.0%	1.86	2.5%	71%	False	False	10,341

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	0.33
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	81.20
2.618	78.85
1.618	77.41
1.000	76.52
0.618	75.97
HIGH	75.08
0.618	74.53
0.500	74.36
0.382	74.19
LOW	73.64
0.618	72.75
1.000	72.20
1.618	71.31
2.618	69.87
4.250	67.52

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	74.47	74.41
PP	74.41	74.30
S1	74.36	74.20

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

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