NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	73.65	73.58	-0.07	-0.1%	71.31
High	74.68	74.39	-0.29	-0.4%	74.69
Low	73.38	73.05	-0.33	-0.4%	70.84
Close	73.64	73.86	0.22	0.3%	73.30
Range	1.30	1.34	0.04	3.1%	3.85
ATR	1.70	1.67	-0.03	-1.5%	0.00
Volume	15,980	12,986	-2,994	-18.7%	89,280

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.79	77.16	74.60
R3	76.45	75.82	74.23
R2	75.11	75.11	74.11
R1	74.48	74.48	73.98	74.80
PP	73.77	73.77	73.77	73.92
S1	73.14	73.14	73.74	73.46
S2	72.43	72.43	73.61
S3	71.09	71.80	73.49
S4	69.75	70.46	73.12

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	74.68	72.18	2.50	3.4%	1.53	2.1%	67%	False	False	13,644
10	74.69	69.72	4.97	6.7%	1.43	1.9%	83%	False	False	16,334
20	74.69	66.88	7.81	10.6%	1.56	2.1%	89%	False	False	16,792

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.09
2.618	77.90
1.618	76.56
1.000	75.73
0.618	75.22
HIGH	74.39
0.618	73.88
0.500	73.72
0.382	73.56
LOW	73.05
0.618	72.22
1.000	71.71
1.618	70.88
2.618	69.54
4.250	67.36

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	73.81	73.74
PP	73.77	73.62
S1	73.72	73.50

Download as Excel Spreadsheet

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

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