NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	77.01	77.80	0.79	1.0%	74.60
High	78.01	78.98	0.97	1.2%	78.01
Low	76.69	77.51	0.82	1.1%	74.34
Close	77.93	78.86	0.93	1.2%	77.93
Range	1.32	1.47	0.15	11.4%	3.67
ATR	1.56	1.56	-0.01	-0.4%	0.00
Volume	16,189	11,812	-4,377	-27.0%	87,189

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.86	82.33	79.67
R3	81.39	80.86	79.26
R2	79.92	79.92	79.13
R1	79.39	79.39	78.99	79.66
PP	78.45	78.45	78.45	78.58
S1	77.92	77.92	78.73	78.19
S2	76.98	76.98	78.59
S3	75.51	76.45	78.46
S4	74.04	74.98	78.05

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.77	86.52	79.95
R3	84.10	82.85	78.94
R2	80.43	80.43	78.60
R1	79.18	79.18	78.27	79.81
PP	76.76	76.76	76.76	77.07
S1	75.51	75.51	77.59	76.14
S2	73.09	73.09	77.26
S3	69.42	71.84	76.92
S4	65.75	68.17	75.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.98	75.80	3.18	4.0%	1.24	1.6%	96%	True	False	15,993
10	78.98	72.31	6.67	8.5%	1.38	1.8%	98%	True	False	15,627
20	78.98	68.61	10.37	13.1%	1.45	1.8%	99%	True	False	16,276
40	78.98	65.63	13.35	16.9%	1.66	2.1%	99%	True	False	16,233

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 5 trading days

Fibonacci Retracements and Extensions
4.250	85.23
2.618	82.83
1.618	81.36
1.000	80.45
0.618	79.89
HIGH	78.98
0.618	78.42
0.500	78.25
0.382	78.07
LOW	77.51
0.618	76.60
1.000	76.04
1.618	75.13
2.618	73.66
4.250	71.26

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	78.66	78.48
PP	78.45	78.09
S1	78.25	77.71

Download as Excel Spreadsheet

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

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