NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 20-Jun-2023
Day Change Summary
Previous Current
16-Jun-2023 20-Jun-2023 Change Change % Previous Week
Open 70.81 71.69 0.88 1.2% 70.42
High 72.03 72.38 0.35 0.5% 72.03
Low 70.18 69.76 -0.42 -0.6% 66.96
Close 71.93 71.19 -0.74 -1.0% 71.93
Range 1.85 2.62 0.77 41.6% 5.07
ATR 2.63 2.62 0.00 0.0% 0.00
Volume 297,844 430,492 132,648 44.5% 1,249,682
Daily Pivots for day following 20-Jun-2023
Classic Woodie Camarilla DeMark
R4 78.97 77.70 72.63
R3 76.35 75.08 71.91
R2 73.73 73.73 71.67
R1 72.46 72.46 71.43 71.79
PP 71.11 71.11 71.11 70.77
S1 69.84 69.84 70.95 69.17
S2 68.49 68.49 70.71
S3 65.87 67.22 70.47
S4 63.25 64.60 69.75
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.52 83.79 74.72
R3 80.45 78.72 73.32
R2 75.38 75.38 72.86
R1 73.65 73.65 72.39 74.52
PP 70.31 70.31 70.31 70.74
S1 68.58 68.58 71.47 69.45
S2 65.24 65.24 71.00
S3 60.17 63.51 70.54
S4 55.10 58.44 69.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.38 67.31 5.07 7.1% 2.50 3.5% 77% True False 291,310
10 73.37 66.96 6.41 9.0% 2.62 3.7% 66% False False 230,452
20 75.70 66.96 8.74 12.3% 2.65 3.7% 48% False False 174,080
40 78.62 63.71 14.91 20.9% 2.67 3.8% 50% False False 126,408
60 82.24 63.71 18.53 26.0% 2.43 3.4% 40% False False 97,238
80 82.24 63.71 18.53 26.0% 2.54 3.6% 40% False False 78,921
100 82.24 63.71 18.53 26.0% 2.49 3.5% 40% False False 66,198
120 82.28 63.71 18.57 26.1% 2.43 3.4% 40% False False 57,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.52
2.618 79.24
1.618 76.62
1.000 75.00
0.618 74.00
HIGH 72.38
0.618 71.38
0.500 71.07
0.382 70.76
LOW 69.76
0.618 68.14
1.000 67.14
1.618 65.52
2.618 62.90
4.250 58.63
Fisher Pivots for day following 20-Jun-2023
Pivot 1 day 3 day
R1 71.15 70.88
PP 71.11 70.57
S1 71.07 70.26

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

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