NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	74.83	75.85	1.02	1.4%	70.45
High	76.15	77.33	1.18	1.5%	73.92
Low	74.67	75.32	0.65	0.9%	69.69
Close	75.75	76.89	1.14	1.5%	73.86
Range	1.48	2.01	0.53	35.8%	4.23
ATR	2.25	2.24	-0.02	-0.8%	0.00
Volume	352,887	379,728	26,841	7.6%	1,518,301

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.54	81.73	78.00
R3	80.53	79.72	77.44
R2	78.52	78.52	77.26
R1	77.71	77.71	77.07	78.12
PP	76.51	76.51	76.51	76.72
S1	75.70	75.70	76.71	76.11
S2	74.50	74.50	76.52
S3	72.49	73.69	76.34
S4	70.48	71.68	75.78

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.18	83.75	76.19
R3	80.95	79.52	75.02
R2	76.72	76.72	74.64
R1	75.29	75.29	74.25	76.01
PP	72.49	72.49	72.49	72.85
S1	71.06	71.06	73.47	71.78
S2	68.26	68.26	73.08
S3	64.03	66.83	72.70
S4	59.80	62.60	71.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.33	71.19	6.14	8.0%	1.94	2.5%	93%	True	False	344,628
10	77.33	68.93	8.40	10.9%	1.93	2.5%	95%	True	False	347,155
20	77.33	67.05	10.28	13.4%	2.19	2.9%	96%	True	False	335,829
40	77.33	66.96	10.37	13.5%	2.38	3.1%	96%	True	False	231,948
60	80.69	63.71	16.98	22.1%	2.47	3.2%	78%	False	False	179,155
80	82.24	63.71	18.53	24.1%	2.38	3.1%	71%	False	False	143,477
100	82.24	63.71	18.53	24.1%	2.46	3.2%	71%	False	False	119,007
120	82.28	63.71	18.57	24.2%	2.41	3.1%	71%	False	False	101,727

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.87
2.618	82.59
1.618	80.58
1.000	79.34
0.618	78.57
HIGH	77.33
0.618	76.56
0.500	76.33
0.382	76.09
LOW	75.32
0.618	74.08
1.000	73.31
1.618	72.07
2.618	70.06
4.250	66.78

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	76.70	76.31
PP	76.51	75.73
S1	76.33	75.16

Download as Excel Spreadsheet

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

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