NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 71.11 70.42 -0.69 -1.0% 75.10
High 71.93 70.49 -1.44 -2.0% 75.70
Low 70.26 66.96 -3.30 -4.7% 69.21
Close 70.33 67.29 -3.04 -4.3% 70.33
Range 1.67 3.53 1.86 111.4% 6.49
ATR 2.62 2.68 0.07 2.5% 0.00
Volume 160,294 223,623 63,329 39.5% 773,323
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 78.84 76.59 69.23
R3 75.31 73.06 68.26
R2 71.78 71.78 67.94
R1 69.53 69.53 67.61 68.89
PP 68.25 68.25 68.25 67.93
S1 66.00 66.00 66.97 65.36
S2 64.72 64.72 66.64
S3 61.19 62.47 66.32
S4 57.66 58.94 65.35
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 91.22 87.26 73.90
R3 84.73 80.77 72.11
R2 78.24 78.24 71.52
R1 74.28 74.28 70.92 73.02
PP 71.75 71.75 71.75 71.11
S1 67.79 67.79 69.74 66.53
S2 65.26 65.26 69.14
S3 58.77 61.30 68.55
S4 52.28 54.81 66.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.37 66.96 6.41 9.5% 2.73 4.1% 5% False True 169,594
10 75.70 66.96 8.74 13.0% 3.02 4.5% 4% False True 151,799
20 75.70 66.96 8.74 13.0% 2.55 3.8% 4% False True 118,886
40 81.64 63.71 17.93 26.6% 2.60 3.9% 20% False False 95,407
60 82.24 63.71 18.53 27.5% 2.46 3.7% 19% False False 76,203
80 82.24 63.71 18.53 27.5% 2.51 3.7% 19% False False 61,725
100 82.28 63.71 18.57 27.6% 2.46 3.6% 19% False False 52,604
120 82.28 63.71 18.57 27.6% 2.41 3.6% 19% False False 45,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.49
2.618 79.73
1.618 76.20
1.000 74.02
0.618 72.67
HIGH 70.49
0.618 69.14
0.500 68.73
0.382 68.31
LOW 66.96
0.618 64.78
1.000 63.43
1.618 61.25
2.618 57.72
4.250 51.96
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 68.73 70.17
PP 68.25 69.21
S1 67.77 68.25

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

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