NYMEX Light Sweet Crude Oil Future April 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	73.30	73.42	0.12	0.2%	70.72
High	74.27	74.06	-0.21	-0.3%	74.33
Low	73.05	73.22	0.17	0.2%	70.59
Close	73.32	73.53	0.21	0.3%	72.91
Range	1.22	0.84	-0.38	-31.1%	3.74
ATR	1.41	1.37	-0.04	-2.9%	0.00
Volume	4,182	2,352	-1,830	-43.8%	10,785

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.12	75.67	73.99
R3	75.28	74.83	73.76
R2	74.44	74.44	73.68
R1	73.99	73.99	73.61	74.22
PP	73.60	73.60	73.60	73.72
S1	73.15	73.15	73.45	73.38
S2	72.76	72.76	73.38
S3	71.92	72.31	73.30
S4	71.08	71.47	73.07

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	74.27	71.99	2.28	3.1%	1.24	1.7%	68%	False	False	2,493
10	74.33	69.68	4.65	6.3%	1.20	1.6%	83%	False	False	2,513
20	74.33	67.00	7.33	10.0%	1.31	1.8%	89%	False	False	2,768

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	77.63
2.618	76.26
1.618	75.42
1.000	74.90
0.618	74.58
HIGH	74.06
0.618	73.74
0.500	73.64
0.382	73.54
LOW	73.22
0.618	72.70
1.000	72.38
1.618	71.86
2.618	71.02
4.250	69.65

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	73.64	73.41
PP	73.60	73.29
S1	73.57	73.17

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