NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	74.80	75.30	0.50	0.7%	73.60
High	75.85	77.49	1.64	2.2%	75.85
Low	74.65	75.10	0.45	0.6%	72.84
Close	75.67	77.13	1.46	1.9%	75.67
Range	1.20	2.39	1.19	99.2%	3.01
ATR	1.75	1.80	0.05	2.6%	0.00
Volume	23,171	21,891	-1,280	-5.5%	106,104

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.74	82.83	78.44
R3	81.35	80.44	77.79
R2	78.96	78.96	77.57
R1	78.05	78.05	77.35	78.51
PP	76.57	76.57	76.57	76.80
S1	75.66	75.66	76.91	76.12
S2	74.18	74.18	76.69
S3	71.79	73.27	76.47
S4	69.40	70.88	75.82

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	77.49	72.92	4.57	5.9%	1.64	2.1%	92%	True	False	22,275
10	77.49	71.79	5.70	7.4%	1.63	2.1%	94%	True	False	22,231
20	77.49	67.45	10.04	13.0%	1.66	2.2%	96%	True	False	20,930
40	77.49	66.22	11.27	14.6%	1.97	2.5%	97%	True	False	16,543
60	77.49	65.00	12.49	16.2%	1.95	2.5%	97%	True	False	12,765
80	78.41	65.00	13.41	17.4%	1.85	2.4%	90%	False	False	10,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	87.65
2.618	83.75
1.618	81.36
1.000	79.88
0.618	78.97
HIGH	77.49
0.618	76.58
0.500	76.30
0.382	76.01
LOW	75.10
0.618	73.62
1.000	72.71
1.618	71.23
2.618	68.84
4.250	64.94

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	76.85	76.61
PP	76.57	76.09
S1	76.30	75.57

Download as Excel Spreadsheet

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

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