NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	71.70	71.52	-0.18	-0.3%	69.72
High	72.22	73.09	0.87	1.2%	71.90
Low	71.18	71.52	0.34	0.5%	68.86
Close	71.45	73.05	1.60	2.2%	71.87
Range	1.04	1.57	0.53	51.0%	3.04
ATR	1.84	1.82	-0.01	-0.8%	0.00
Volume	6,437	7,800	1,363	21.2%	39,591

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.26	76.73	73.91
R3	75.69	75.16	73.48
R2	74.12	74.12	73.34
R1	73.59	73.59	73.19	73.86
PP	72.55	72.55	72.55	72.69
S1	72.02	72.02	72.91	72.29
S2	70.98	70.98	72.76
S3	69.41	70.45	72.62
S4	67.84	68.88	72.19

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.00	78.97	73.54
R3	76.96	75.93	72.71
R2	73.92	73.92	72.43
R1	72.89	72.89	72.15	73.41
PP	70.88	70.88	70.88	71.13
S1	69.85	69.85	71.59	70.37
S2	67.84	67.84	71.31
S3	64.80	66.81	71.03
S4	61.76	63.77	70.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.09	69.05	4.04	5.5%	1.64	2.2%	99%	True	False	9,561
10	73.09	67.38	5.71	7.8%	1.68	2.3%	99%	True	False	8,728
20	73.09	65.90	7.19	9.8%	1.86	2.5%	99%	True	False	7,973
40	73.09	65.90	7.19	9.8%	1.85	2.5%	99%	True	False	5,712

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.76
2.618	77.20
1.618	75.63
1.000	74.66
0.618	74.06
HIGH	73.09
0.618	72.49
0.500	72.31
0.382	72.12
LOW	71.52
0.618	70.55
1.000	69.95
1.618	68.98
2.618	67.41
4.250	64.85

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	72.80	72.57
PP	72.55	72.09
S1	72.31	71.61

Download as Excel Spreadsheet

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

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