NYMEX Light Sweet Crude Oil Future June 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 76.00 76.70 0.70 0.9% 76.78
High 76.75 76.94 0.19 0.2% 77.89
Low 74.40 75.14 0.74 1.0% 74.17
Close 76.48 75.79 -0.69 -0.9% 76.48
Range 2.35 1.80 -0.55 -23.4% 3.72
ATR 2.42 2.37 -0.04 -1.8% 0.00
Volume 91,489 70,320 -21,169 -23.1% 379,628
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 81.36 80.37 76.78
R3 79.56 78.57 76.29
R2 77.76 77.76 76.12
R1 76.77 76.77 75.96 76.37
PP 75.96 75.96 75.96 75.75
S1 74.97 74.97 75.63 74.57
S2 74.16 74.16 75.46
S3 72.36 73.17 75.30
S4 70.56 71.37 74.80
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 87.34 85.63 78.53
R3 83.62 81.91 77.50
R2 79.90 79.90 77.16
R1 78.19 78.19 76.82 77.19
PP 76.18 76.18 76.18 75.68
S1 74.47 74.47 76.14 73.47
S2 72.46 72.46 75.80
S3 68.74 70.75 75.46
S4 65.02 67.03 74.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.89 74.17 3.72 4.9% 2.11 2.8% 44% False False 89,989
10 80.75 74.17 6.58 8.7% 2.11 2.8% 25% False False 83,605
20 80.86 73.03 7.83 10.3% 2.41 3.2% 35% False False 82,496
40 82.98 73.03 9.95 13.1% 2.48 3.3% 28% False False 81,884
60 82.98 71.24 11.74 15.5% 2.52 3.3% 39% False False 73,074
80 86.40 71.24 15.16 20.0% 2.63 3.5% 30% False False 67,793
100 86.40 71.24 15.16 20.0% 2.63 3.5% 30% False False 61,539
120 86.40 71.02 15.38 20.3% 2.71 3.6% 31% False False 57,622
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.59
2.618 81.65
1.618 79.85
1.000 78.74
0.618 78.05
HIGH 76.94
0.618 76.25
0.500 76.04
0.382 75.83
LOW 75.14
0.618 74.03
1.000 73.34
1.618 72.23
2.618 70.43
4.250 67.49
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 76.04 75.72
PP 75.96 75.64
S1 75.87 75.57

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

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