NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	77.51	78.18	0.67	0.9%	74.11
High	78.40	78.29	-0.11	-0.1%	77.48
Low	77.07	77.68	0.61	0.8%	74.01
Close	78.37	78.04	-0.33	-0.4%	77.48
Range	1.33	0.61	-0.72	-54.1%	3.47
ATR	1.29	1.25	-0.04	-3.3%	0.00
Volume	2,549	5,527	2,978	116.8%	14,693

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.83	79.55	78.38
R3	79.22	78.94	78.21
R2	78.61	78.61	78.15
R1	78.33	78.33	78.10	78.17
PP	78.00	78.00	78.00	77.92
S1	77.72	77.72	77.98	77.56
S2	77.39	77.39	77.93
S3	76.78	77.11	77.87
S4	76.17	76.50	77.70

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.73	85.58	79.39
R3	83.26	82.11	78.43
R2	79.79	79.79	78.12
R1	78.64	78.64	77.80	79.22
PP	76.32	76.32	76.32	76.61
S1	75.17	75.17	77.16	75.75
S2	72.85	72.85	76.84
S3	69.38	71.70	76.53
S4	65.91	68.23	75.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.40	75.89	2.51	3.2%	0.80	1.0%	86%	False	False	3,310
10	78.40	73.05	5.35	6.9%	1.00	1.3%	93%	False	False	3,198
20	78.40	68.61	9.79	12.5%	1.15	1.5%	96%	False	False	2,867

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.88
2.618	79.89
1.618	79.28
1.000	78.90
0.618	78.67
HIGH	78.29
0.618	78.06
0.500	77.99
0.382	77.91
LOW	77.68
0.618	77.30
1.000	77.07
1.618	76.69
2.618	76.08
4.250	75.09

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	78.02	77.85
PP	78.00	77.66
S1	77.99	77.47

Download as Excel Spreadsheet

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

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