NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	69.57	69.74	0.17	0.2%	69.17
High	70.53	70.71	0.18	0.3%	69.98
Low	68.61	69.35	0.74	1.1%	67.32
Close	68.69	70.44	1.75	2.5%	69.76
Range	1.92	1.36	-0.56	-29.2%	2.66
ATR	1.92	1.93	0.01	0.4%	0.00
Volume	11,760	20,530	8,770	74.6%	83,453

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	74.25	73.70	71.19
R3	72.89	72.34	70.81
R2	71.53	71.53	70.69
R1	70.98	70.98	70.56	71.26
PP	70.17	70.17	70.17	70.30
S1	69.62	69.62	70.32	69.90
S2	68.81	68.81	70.19
S3	67.45	68.26	70.07
S4	66.09	66.90	69.69

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.00	76.04	71.22
R3	74.34	73.38	70.49
R2	71.68	71.68	70.25
R1	70.72	70.72	70.00	71.20
PP	69.02	69.02	69.02	69.26
S1	68.06	68.06	69.52	68.54
S2	66.36	66.36	69.27
S3	63.70	65.40	69.03
S4	61.04	62.74	68.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.71	67.32	3.39	4.8%	1.53	2.2%	92%	True	False	15,822
10	70.87	66.88	3.99	5.7%	1.67	2.4%	89%	False	False	16,788
20	70.87	65.63	5.24	7.4%	1.86	2.6%	92%	False	False	16,485

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.49
2.618	74.27
1.618	72.91
1.000	72.07
0.618	71.55
HIGH	70.71
0.618	70.19
0.500	70.03
0.382	69.87
LOW	69.35
0.618	68.51
1.000	67.99
1.618	67.15
2.618	65.79
4.250	63.57

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	70.30	70.18
PP	70.17	69.92
S1	70.03	69.66

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

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