NYMEX Light Sweet Crude Oil Future July 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 68.70 70.55 1.85 2.7% 70.27
High 70.96 71.89 0.93 1.3% 71.89
Low 67.97 69.95 1.98 2.9% 66.80
Close 70.62 71.78 1.16 1.6% 71.78
Range 2.99 1.94 -1.05 -35.1% 5.09
ATR 2.70 2.65 -0.05 -2.0% 0.00
Volume 115,613 99,185 -16,428 -14.2% 1,290,370
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 77.03 76.34 72.85
R3 75.09 74.40 72.31
R2 73.15 73.15 72.14
R1 72.46 72.46 71.96 72.81
PP 71.21 71.21 71.21 71.38
S1 70.52 70.52 71.60 70.87
S2 69.27 69.27 71.42
S3 67.33 68.58 71.25
S4 65.39 66.64 70.71
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.43 83.69 74.58
R3 80.34 78.60 73.18
R2 75.25 75.25 72.71
R1 73.51 73.51 72.25 74.38
PP 70.16 70.16 70.16 70.59
S1 68.42 68.42 71.31 69.29
S2 65.07 65.07 70.85
S3 59.98 63.33 70.38
S4 54.89 58.24 68.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.89 66.80 5.09 7.1% 2.71 3.8% 98% True False 258,074
10 75.06 66.80 8.26 11.5% 2.72 3.8% 60% False False 307,452
20 75.06 66.80 8.26 11.5% 2.65 3.7% 60% False False 332,145
40 79.00 63.89 15.11 21.1% 2.68 3.7% 52% False False 239,472
60 82.91 63.89 19.02 26.5% 2.47 3.4% 41% False False 189,214
80 82.91 63.89 19.02 26.5% 2.59 3.6% 41% False False 154,189
100 82.91 63.89 19.02 26.5% 2.54 3.5% 41% False False 129,331
120 82.91 63.89 19.02 26.5% 2.51 3.5% 41% False False 112,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.14
2.618 76.97
1.618 75.03
1.000 73.83
0.618 73.09
HIGH 71.89
0.618 71.15
0.500 70.92
0.382 70.69
LOW 69.95
0.618 68.75
1.000 68.01
1.618 66.81
2.618 64.87
4.250 61.71
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 71.49 71.16
PP 71.21 70.55
S1 70.92 69.93

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

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