NYMEX Light Sweet Crude Oil Future March 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	71.31	71.50	0.19	0.3%	69.57
High	71.84	72.75	0.91	1.3%	71.53
Low	70.84	71.22	0.38	0.5%	68.61
Close	71.15	72.70	1.55	2.2%	71.50
Range	1.00	1.53	0.53	53.0%	2.92
ATR	1.85	1.83	-0.02	-1.0%	0.00
Volume	15,649	18,760	3,111	19.9%	67,815

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.81	76.29	73.54
R3	75.28	74.76	73.12
R2	73.75	73.75	72.98
R1	73.23	73.23	72.84	73.49
PP	72.22	72.22	72.22	72.36
S1	71.70	71.70	72.56	71.96
S2	70.69	70.69	72.42
S3	69.16	70.17	72.28
S4	67.63	68.64	71.86

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	72.75	68.87	3.88	5.3%	1.50	2.1%	99%	True	False	18,092
10	72.75	67.32	5.43	7.5%	1.57	2.2%	99%	True	False	17,261
20	72.75	65.63	7.12	9.8%	1.77	2.4%	99%	True	False	16,626

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	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.25
2.618	76.76
1.618	75.23
1.000	74.28
0.618	73.70
HIGH	72.75
0.618	72.17
0.500	71.99
0.382	71.80
LOW	71.22
0.618	70.27
1.000	69.69
1.618	68.74
2.618	67.21
4.250	64.72

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	72.46	72.21
PP	72.22	71.72
S1	71.99	71.24

Download as Excel Spreadsheet

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

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