NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	78.78	79.80	1.02	1.3%	75.30
High	80.01	80.19	0.18	0.2%	78.96
Low	78.43	78.87	0.44	0.6%	75.10
Close	79.85	79.49	-0.36	-0.5%	78.85
Range	1.58	1.32	-0.26	-16.5%	3.86
ATR	1.67	1.64	-0.02	-1.5%	0.00
Volume	16,457	26,834	10,377	63.1%	121,367

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.48	82.80	80.22
R3	82.16	81.48	79.85
R2	80.84	80.84	79.73
R1	80.16	80.16	79.61	79.84
PP	79.52	79.52	79.52	79.36
S1	78.84	78.84	79.37	78.52
S2	78.20	78.20	79.25
S3	76.88	77.52	79.13
S4	75.56	76.20	78.76

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.22	87.89	80.97
R3	85.36	84.03	79.91
R2	81.50	81.50	79.56
R1	80.17	80.17	79.20	80.84
PP	77.64	77.64	77.64	77.97
S1	76.31	76.31	78.50	76.98
S2	73.78	73.78	78.14
S3	69.92	72.45	77.79
S4	66.06	68.59	76.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.19	76.82	3.37	4.2%	1.34	1.7%	79%	True	False	24,583
10	80.19	73.64	6.55	8.2%	1.45	1.8%	89%	True	False	23,345
20	80.19	69.39	10.80	13.6%	1.57	2.0%	94%	True	False	22,598
40	80.19	66.22	13.97	17.6%	1.80	2.3%	95%	True	False	18,769
60	80.19	66.22	13.97	17.6%	1.86	2.3%	95%	True	False	14,518
80	80.19	65.00	15.19	19.1%	1.83	2.3%	95%	True	False	12,180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.80
2.618	83.65
1.618	82.33
1.000	81.51
0.618	81.01
HIGH	80.19
0.618	79.69
0.500	79.53
0.382	79.37
LOW	78.87
0.618	78.05
1.000	77.55
1.618	76.73
2.618	75.41
4.250	73.26

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	79.53	79.27
PP	79.52	79.06
S1	79.50	78.84

Download as Excel Spreadsheet

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

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