NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	78.20	79.70	1.50	1.9%	78.78
High	79.95	80.97	1.02	1.3%	80.97
Low	77.17	79.59	2.42	3.1%	77.17
Close	79.63	80.68	1.05	1.3%	80.68
Range	2.78	1.38	-1.40	-50.4%	3.80
ATR	1.81	1.78	-0.03	-1.7%	0.00
Volume	27,001	23,592	-3,409	-12.6%	117,464

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.55	84.00	81.44
R3	83.17	82.62	81.06
R2	81.79	81.79	80.93
R1	81.24	81.24	80.81	81.52
PP	80.41	80.41	80.41	80.55
S1	79.86	79.86	80.55	80.14
S2	79.03	79.03	80.43
S3	77.65	78.48	80.30
S4	76.27	77.10	79.92

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.01	89.64	82.77
R3	87.21	85.84	81.73
R2	83.41	83.41	81.38
R1	82.04	82.04	81.03	82.73
PP	79.61	79.61	79.61	79.95
S1	78.24	78.24	80.33	78.93
S2	75.81	75.81	79.98
S3	72.01	74.44	79.64
S4	68.21	70.64	78.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.97	77.17	3.80	4.7%	2.00	2.5%	92%	True	False	23,492
10	80.97	75.10	5.87	7.3%	1.75	2.2%	95%	True	False	23,883
20	80.97	71.43	9.54	11.8%	1.63	2.0%	97%	True	False	22,765
40	80.97	66.22	14.75	18.3%	1.82	2.3%	98%	True	False	19,834
60	80.97	66.22	14.75	18.3%	1.88	2.3%	98%	True	False	15,578
80	80.97	65.00	15.97	19.8%	1.87	2.3%	98%	True	False	12,886

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 3 trading days

Fibonacci Retracements and Extensions
4.250	86.84
2.618	84.58
1.618	83.20
1.000	82.35
0.618	81.82
HIGH	80.97
0.618	80.44
0.500	80.28
0.382	80.12
LOW	79.59
0.618	78.74
1.000	78.21
1.618	77.36
2.618	75.98
4.250	73.73

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	80.55	80.14
PP	80.41	79.61
S1	80.28	79.07

Download as Excel Spreadsheet

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

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