NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	80.20	78.20	-2.00	-2.5%	75.30
High	80.40	79.95	-0.45	-0.6%	78.96
Low	77.44	77.17	-0.27	-0.3%	75.10
Close	77.89	79.63	1.74	2.2%	78.85
Range	2.96	2.78	-0.18	-6.1%	3.86
ATR	1.74	1.81	0.07	4.3%	0.00
Volume	23,580	27,001	3,421	14.5%	121,367

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.26	86.22	81.16
R3	84.48	83.44	80.39
R2	81.70	81.70	80.14
R1	80.66	80.66	79.88	81.18
PP	78.92	78.92	78.92	79.18
S1	77.88	77.88	79.38	78.40
S2	76.14	76.14	79.12
S3	73.36	75.10	78.87
S4	70.58	72.32	78.10

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	77.17	3.23	4.1%	2.02	2.5%	76%	False	True	23,034
10	80.40	74.65	5.75	7.2%	1.74	2.2%	87%	False	False	23,841
20	80.40	70.23	10.17	12.8%	1.66	2.1%	92%	False	False	22,641
40	80.40	66.22	14.18	17.8%	1.84	2.3%	95%	False	False	19,469
60	80.40	66.22	14.18	17.8%	1.89	2.4%	95%	False	False	15,244
80	80.40	65.00	15.40	19.3%	1.87	2.4%	95%	False	False	12,684

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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.77
2.618	87.23
1.618	84.45
1.000	82.73
0.618	81.67
HIGH	79.95
0.618	78.89
0.500	78.56
0.382	78.23
LOW	77.17
0.618	75.45
1.000	74.39
1.618	72.67
2.618	69.89
4.250	65.36

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	79.27	79.35
PP	78.92	79.07
S1	78.56	78.79

Download as Excel Spreadsheet

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

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