NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	74.66	72.75	-1.91	-2.6%	71.31
High	74.68	73.95	-0.73	-1.0%	74.69
Low	73.02	72.18	-0.84	-1.2%	70.84
Close	73.30	72.45	-0.85	-1.2%	73.30
Range	1.66	1.77	0.11	6.6%	3.85
ATR	1.73	1.74	0.00	0.1%	0.00
Volume	13,946	12,167	-1,779	-12.8%	89,280

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.17	77.08	73.42
R3	76.40	75.31	72.94
R2	74.63	74.63	72.77
R1	73.54	73.54	72.61	73.20
PP	72.86	72.86	72.86	72.69
S1	71.77	71.77	72.29	71.43
S2	71.09	71.09	72.13
S3	69.32	70.00	71.96
S4	67.55	68.23	71.48

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.49	82.75	75.42
R3	80.64	78.90	74.36
R2	76.79	76.79	74.01
R1	75.05	75.05	73.65	75.92
PP	72.94	72.94	72.94	73.38
S1	71.20	71.20	72.95	72.07
S2	69.09	69.09	72.59
S3	65.24	67.35	72.24
S4	61.39	63.50	71.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.69	71.22	3.47	4.8%	1.46	2.0%	35%	False	False	17,159
10	74.69	68.61	6.08	8.4%	1.52	2.1%	63%	False	False	16,926
20	74.69	66.88	7.81	10.8%	1.61	2.2%	71%	False	False	16,299

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	0.37
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	81.47
2.618	78.58
1.618	76.81
1.000	75.72
0.618	75.04
HIGH	73.95
0.618	73.27
0.500	73.07
0.382	72.86
LOW	72.18
0.618	71.09
1.000	70.41
1.618	69.32
2.618	67.55
4.250	64.66

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	73.07	73.44
PP	72.86	73.11
S1	72.66	72.78

Download as Excel Spreadsheet

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

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