NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	70.18	71.31	1.13	1.6%	69.57
High	71.53	71.84	0.31	0.4%	71.53
Low	69.72	70.84	1.12	1.6%	68.61
Close	71.50	71.15	-0.35	-0.5%	71.50
Range	1.81	1.00	-0.81	-44.8%	2.92
ATR	1.91	1.85	-0.07	-3.4%	0.00
Volume	19,791	15,649	-4,142	-20.9%	67,815

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	74.28	73.71	71.70
R3	73.28	72.71	71.43
R2	72.28	72.28	71.33
R1	71.71	71.71	71.24	71.50
PP	71.28	71.28	71.28	71.17
S1	70.71	70.71	71.06	70.50
S2	70.28	70.28	70.97
S3	69.28	69.71	70.88
S4	68.28	68.71	70.60

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.31	78.32	73.11
R3	76.39	75.40	72.30
R2	73.47	73.47	72.04
R1	72.48	72.48	71.77	72.98
PP	70.55	70.55	70.55	70.79
S1	69.56	69.56	71.23	70.06
S2	67.63	67.63	70.96
S3	64.71	66.64	70.70
S4	61.79	63.72	69.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.84	68.61	3.23	4.5%	1.58	2.2%	79%	True	False	16,692
10	71.84	67.32	4.52	6.4%	1.52	2.1%	85%	True	False	16,691
20	71.84	65.63	6.21	8.7%	1.76	2.5%	89%	True	False	16,388

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.42
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	76.09
2.618	74.46
1.618	73.46
1.000	72.84
0.618	72.46
HIGH	71.84
0.618	71.46
0.500	71.34
0.382	71.22
LOW	70.84
0.618	70.22
1.000	69.84
1.618	69.22
2.618	68.22
4.250	66.59

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	71.34	70.89
PP	71.28	70.62
S1	71.21	70.36

Download as Excel Spreadsheet

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

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