NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	74.02	74.11	0.09	0.1%	72.55
High	74.63	76.16	1.53	2.1%	74.63
Low	73.76	74.01	0.25	0.3%	71.99
Close	74.53	75.87	1.34	1.8%	74.53
Range	0.87	2.15	1.28	147.1%	2.64
ATR	1.35	1.41	0.06	4.2%	0.00
Volume	2,680	3,606	926	34.6%	13,317

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.80	80.98	77.05
R3	79.65	78.83	76.46
R2	77.50	77.50	76.26
R1	76.68	76.68	76.07	77.09
PP	75.35	75.35	75.35	75.55
S1	74.53	74.53	75.67	74.94
S2	73.20	73.20	75.48
S3	71.05	72.38	75.28
S4	68.90	70.23	74.69

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.64	80.72	75.98
R3	79.00	78.08	75.26
R2	76.36	76.36	75.01
R1	75.44	75.44	74.77	75.90
PP	73.72	73.72	73.72	73.95
S1	72.80	72.80	74.29	73.26
S2	71.08	71.08	74.05
S3	68.44	70.16	73.80
S4	65.80	67.52	73.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.16	72.06	4.10	5.4%	1.29	1.7%	93%	True	False	2,956
10	76.16	71.01	5.15	6.8%	1.28	1.7%	94%	True	False	2,605
20	76.16	67.27	8.89	11.7%	1.28	1.7%	97%	True	False	2,755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	85.30
2.618	81.79
1.618	79.64
1.000	78.31
0.618	77.49
HIGH	76.16
0.618	75.34
0.500	75.09
0.382	74.83
LOW	74.01
0.618	72.68
1.000	71.86
1.618	70.53
2.618	68.38
4.250	64.87

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	75.61	75.48
PP	75.35	75.08
S1	75.09	74.69

Download as Excel Spreadsheet

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

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