NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	71.50	72.58	1.08	1.5%	69.57
High	72.75	73.56	0.81	1.1%	71.53
Low	71.22	72.58	1.36	1.9%	68.61
Close	72.70	73.40	0.70	1.0%	71.50
Range	1.53	0.98	-0.55	-35.9%	2.92
ATR	1.83	1.77	-0.06	-3.3%	0.00
Volume	18,760	17,364	-1,396	-7.4%	67,815

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.12	75.74	73.94
R3	75.14	74.76	73.67
R2	74.16	74.16	73.58
R1	73.78	73.78	73.49	73.97
PP	73.18	73.18	73.18	73.28
S1	72.80	72.80	73.31	72.99
S2	72.20	72.20	73.22
S3	71.22	71.82	73.13
S4	70.24	70.84	72.86

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	73.56	68.87	4.69	6.4%	1.43	1.9%	97%	True	False	17,459
10	73.56	67.32	6.24	8.5%	1.48	2.0%	97%	True	False	16,640
20	73.56	66.25	7.31	10.0%	1.71	2.3%	98%	True	False	16,269

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	0.44
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	77.73
2.618	76.13
1.618	75.15
1.000	74.54
0.618	74.17
HIGH	73.56
0.618	73.19
0.500	73.07
0.382	72.95
LOW	72.58
0.618	71.97
1.000	71.60
1.618	70.99
2.618	70.01
4.250	68.42

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	73.29	73.00
PP	73.18	72.60
S1	73.07	72.20

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols