NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	79.80	80.20	0.40	0.5%	75.30
High	80.19	80.40	0.21	0.3%	78.96
Low	78.87	77.44	-1.43	-1.8%	75.10
Close	79.49	77.89	-1.60	-2.0%	78.85
Range	1.32	2.96	1.64	124.2%	3.86
ATR	1.64	1.74	0.09	5.7%	0.00
Volume	26,834	23,580	-3,254	-12.1%	121,367

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.46	85.63	79.52
R3	84.50	82.67	78.70
R2	81.54	81.54	78.43
R1	79.71	79.71	78.16	79.15
PP	78.58	78.58	78.58	78.29
S1	76.75	76.75	77.62	76.19
S2	75.62	75.62	77.35
S3	72.66	73.79	77.08
S4	69.70	70.83	76.26

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	80.40	77.27	3.13	4.0%	1.73	2.2%	20%	True	False	24,443
10	80.40	73.64	6.76	8.7%	1.60	2.1%	63%	True	False	23,629
20	80.40	69.39	11.01	14.1%	1.62	2.1%	77%	True	False	22,483
40	80.40	66.22	14.18	18.2%	1.81	2.3%	82%	True	False	19,137
60	80.40	66.22	14.18	18.2%	1.87	2.4%	82%	True	False	14,847
80	80.40	65.00	15.40	19.8%	1.85	2.4%	84%	True	False	12,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	92.98
2.618	88.15
1.618	85.19
1.000	83.36
0.618	82.23
HIGH	80.40
0.618	79.27
0.500	78.92
0.382	78.57
LOW	77.44
0.618	75.61
1.000	74.48
1.618	72.65
2.618	69.69
4.250	64.86

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	78.92	78.92
PP	78.58	78.58
S1	78.23	78.23

Download as Excel Spreadsheet

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

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