NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	70.45	70.15	-0.30	-0.4%	69.84
High	71.77	72.17	0.40	0.6%	71.04
Low	69.69	69.90	0.21	0.3%	67.05
Close	69.79	71.79	2.00	2.9%	70.64
Range	2.08	2.27	0.19	9.1%	3.99
ATR	2.40	2.40	0.00	-0.1%	0.00
Volume	303,479	456,809	153,330	50.5%	1,625,901

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.10	77.21	73.04
R3	75.83	74.94	72.41
R2	73.56	73.56	72.21
R1	72.67	72.67	72.00	73.12
PP	71.29	71.29	71.29	71.51
S1	70.40	70.40	71.58	70.85
S2	69.02	69.02	71.37
S3	66.75	68.13	71.17
S4	64.48	65.86	70.54

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.55	80.08	72.83
R3	77.56	76.09	71.74
R2	73.57	73.57	71.37
R1	72.10	72.10	71.01	72.84
PP	69.58	69.58	69.58	69.94
S1	68.11	68.11	70.27	68.85
S2	65.59	65.59	69.91
S3	61.60	64.12	69.54
S4	57.61	60.13	68.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.17	67.05	5.12	7.1%	2.04	2.8%	93%	True	False	344,264
10	72.72	67.05	5.67	7.9%	2.22	3.1%	84%	False	False	339,466
20	73.37	66.96	6.41	8.9%	2.42	3.4%	75%	False	False	284,959
40	75.70	66.96	8.74	12.2%	2.43	3.4%	55%	False	False	191,113
60	82.24	63.71	18.53	25.8%	2.44	3.4%	44%	False	False	147,412
80	82.24	63.71	18.53	25.8%	2.54	3.5%	44%	False	False	119,498
100	82.24	63.71	18.53	25.8%	2.45	3.4%	44%	False	False	98,662
120	82.28	63.71	18.57	25.9%	2.43	3.4%	44%	False	False	85,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.82
2.618	78.11
1.618	75.84
1.000	74.44
0.618	73.57
HIGH	72.17
0.618	71.30
0.500	71.04
0.382	70.77
LOW	69.90
0.618	68.50
1.000	67.63
1.618	66.23
2.618	63.96
4.250	60.25

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	71.54	71.48
PP	71.29	71.16
S1	71.04	70.85

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

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