NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	77.38	78.27	0.89	1.2%	75.01
High	78.48	79.48	1.00	1.3%	78.48
Low	77.09	77.97	0.88	1.1%	74.70
Close	78.40	79.35	0.95	1.2%	78.40
Range	1.39	1.51	0.12	8.6%	3.78
ATR	1.57	1.56	0.00	-0.3%	0.00
Volume	11,756	7,260	-4,496	-38.2%	49,137

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.46	82.92	80.18
R3	81.95	81.41	79.77
R2	80.44	80.44	79.63
R1	79.90	79.90	79.49	80.17
PP	78.93	78.93	78.93	79.07
S1	78.39	78.39	79.21	78.66
S2	77.42	77.42	79.07
S3	75.91	76.88	78.93
S4	74.40	75.37	78.52

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	79.48	76.26	3.22	4.1%	1.27	1.6%	96%	True	False	9,135
10	79.48	72.61	6.87	8.7%	1.41	1.8%	98%	True	False	9,750
20	79.48	68.86	10.62	13.4%	1.50	1.9%	99%	True	False	9,376
40	79.48	65.90	13.58	17.1%	1.73	2.2%	99%	True	False	7,973
60	79.48	65.24	14.24	17.9%	1.75	2.2%	99%	True	False	6,322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	85.90
2.618	83.43
1.618	81.92
1.000	80.99
0.618	80.41
HIGH	79.48
0.618	78.90
0.500	78.73
0.382	78.55
LOW	77.97
0.618	77.04
1.000	76.46
1.618	75.53
2.618	74.02
4.250	71.55

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	79.14	78.94
PP	78.93	78.53
S1	78.73	78.12

Download as Excel Spreadsheet

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

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