NYMEX Light Sweet Crude Oil Future January 2024


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 74.20 74.80 0.60 0.8% 73.60
High 75.08 75.85 0.77 1.0% 75.85
Low 73.64 74.65 1.01 1.4% 72.84
Close 74.52 75.67 1.15 1.5% 75.67
Range 1.44 1.20 -0.24 -16.7% 3.01
ATR 1.78 1.75 -0.03 -1.8% 0.00
Volume 24,888 23,171 -1,717 -6.9% 106,104
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 78.99 78.53 76.33
R3 77.79 77.33 76.00
R2 76.59 76.59 75.89
R1 76.13 76.13 75.78 76.36
PP 75.39 75.39 75.39 75.51
S1 74.93 74.93 75.56 75.16
S2 74.19 74.19 75.45
S3 72.99 73.73 75.34
S4 71.79 72.53 75.01
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 83.82 82.75 77.33
R3 80.81 79.74 76.50
R2 77.80 77.80 76.22
R1 76.73 76.73 75.95 77.27
PP 74.79 74.79 74.79 75.05
S1 73.72 73.72 75.39 74.26
S2 71.78 71.78 75.12
S3 68.77 70.71 74.84
S4 65.76 67.70 74.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.85 72.84 3.01 4.0% 1.54 2.0% 94% True False 21,220
10 75.85 71.43 4.42 5.8% 1.51 2.0% 96% True False 21,647
20 75.85 67.26 8.59 11.4% 1.64 2.2% 98% True False 20,582
40 75.85 66.22 9.63 12.7% 1.94 2.6% 98% True False 16,260
60 75.85 65.00 10.85 14.3% 1.96 2.6% 98% True False 12,502
80 78.41 65.00 13.41 17.7% 1.83 2.4% 80% False False 10,588
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 80.95
2.618 78.99
1.618 77.79
1.000 77.05
0.618 76.59
HIGH 75.85
0.618 75.39
0.500 75.25
0.382 75.11
LOW 74.65
0.618 73.91
1.000 73.45
1.618 72.71
2.618 71.51
4.250 69.55
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 75.53 75.36
PP 75.39 75.05
S1 75.25 74.75

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

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