NYMEX Light Sweet Crude Oil Future April 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	74.12	72.55	-1.57	-2.1%	70.72
High	74.23	73.27	-0.96	-1.3%	74.33
Low	72.76	71.99	-0.77	-1.1%	70.59
Close	72.91	72.11	-0.80	-1.1%	72.91
Range	1.47	1.28	-0.19	-12.9%	3.74
ATR	1.44	1.43	-0.01	-0.8%	0.00
Volume	1,830	2,141	311	17.0%	10,785

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.30	75.48	72.81
R3	75.02	74.20	72.46
R2	73.74	73.74	72.34
R1	72.92	72.92	72.23	72.69
PP	72.46	72.46	72.46	72.34
S1	71.64	71.64	71.99	71.41
S2	71.18	71.18	71.88
S3	69.90	70.36	71.76
S4	68.62	69.08	71.41

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.83	82.11	74.97
R3	80.09	78.37	73.94
R2	76.35	76.35	73.60
R1	74.63	74.63	73.25	75.49
PP	72.61	72.61	72.61	73.04
S1	70.89	70.89	72.57	71.75
S2	68.87	68.87	72.22
S3	65.13	67.15	71.88
S4	61.39	63.41	70.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.33	71.01	3.32	4.6%	1.26	1.8%	33%	False	False	2,254
10	74.33	68.44	5.89	8.2%	1.32	1.8%	62%	False	False	2,454
20	74.33	67.00	7.33	10.2%	1.36	1.9%	70%	False	False	2,548

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.71
2.618	76.62
1.618	75.34
1.000	74.55
0.618	74.06
HIGH	73.27
0.618	72.78
0.500	72.63
0.382	72.48
LOW	71.99
0.618	71.20
1.000	70.71
1.618	69.92
2.618	68.64
4.250	66.55

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	72.63	73.16
PP	72.46	72.81
S1	72.28	72.46

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