NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	77.40	77.28	-0.12	-0.2%	73.60
High	77.84	78.57	0.73	0.9%	75.85
Low	76.82	77.27	0.45	0.6%	72.84
Close	77.15	78.23	1.08	1.4%	75.67
Range	1.02	1.30	0.28	27.5%	3.01
ATR	1.71	1.69	-0.02	-1.2%	0.00
Volume	24,280	34,045	9,765	40.2%	106,104

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.92	81.38	78.95
R3	80.62	80.08	78.59
R2	79.32	79.32	78.47
R1	78.78	78.78	78.35	79.05
PP	78.02	78.02	78.02	78.16
S1	77.48	77.48	78.11	77.75
S2	76.72	76.72	77.99
S3	75.42	76.18	77.87
S4	74.12	74.88	77.52

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	78.57	74.65	3.92	5.0%	1.45	1.9%	91%	True	False	24,647
10	78.57	72.84	5.73	7.3%	1.55	2.0%	94%	True	False	22,707
20	78.57	68.84	9.73	12.4%	1.58	2.0%	97%	True	False	21,643
40	78.57	66.22	12.35	15.8%	1.86	2.4%	97%	True	False	17,839
60	78.57	65.00	13.57	17.3%	1.94	2.5%	97%	True	False	13,825
80	78.57	65.00	13.57	17.3%	1.84	2.4%	97%	True	False	11,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.10
2.618	81.97
1.618	80.67
1.000	79.87
0.618	79.37
HIGH	78.57
0.618	78.07
0.500	77.92
0.382	77.77
LOW	77.27
0.618	76.47
1.000	75.97
1.618	75.17
2.618	73.87
4.250	71.75

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	78.13	78.03
PP	78.02	77.82
S1	77.92	77.62

Download as Excel Spreadsheet

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

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