NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	76.75	77.38	0.63	0.8%	75.01
High	78.08	78.48	0.40	0.5%	78.48
Low	76.75	77.09	0.34	0.4%	74.70
Close	77.77	78.40	0.63	0.8%	78.40
Range	1.33	1.39	0.06	4.5%	3.78
ATR	1.58	1.57	-0.01	-0.9%	0.00
Volume	9,733	11,756	2,023	20.8%	49,137

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.16	81.67	79.16
R3	80.77	80.28	78.78
R2	79.38	79.38	78.65
R1	78.89	78.89	78.53	79.14
PP	77.99	77.99	77.99	78.11
S1	77.50	77.50	78.27	77.75
S2	76.60	76.60	78.15
S3	75.21	76.11	78.02
S4	73.82	74.72	77.64

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.53	87.25	80.48
R3	84.75	83.47	79.44
R2	80.97	80.97	79.09
R1	79.69	79.69	78.75	80.33
PP	77.19	77.19	77.19	77.52
S1	75.91	75.91	78.05	76.55
S2	73.41	73.41	77.71
S3	69.63	72.13	77.36
S4	65.85	68.35	76.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.48	74.70	3.78	4.8%	1.43	1.8%	98%	True	False	9,827
10	78.48	72.60	5.88	7.5%	1.41	1.8%	99%	True	False	9,879
20	78.48	68.86	9.62	12.3%	1.48	1.9%	99%	True	False	9,521
40	78.48	65.90	12.58	16.0%	1.76	2.3%	99%	True	False	7,847
60	78.48	65.24	13.24	16.9%	1.77	2.3%	99%	True	False	6,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.39
2.618	82.12
1.618	80.73
1.000	79.87
0.618	79.34
HIGH	78.48
0.618	77.95
0.500	77.79
0.382	77.62
LOW	77.09
0.618	76.23
1.000	75.70
1.618	74.84
2.618	73.45
4.250	71.18

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	78.20	78.09
PP	77.99	77.77
S1	77.79	77.46

Download as Excel Spreadsheet

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

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