NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 71.69 70.90 -0.79 -1.1% 70.42
High 72.38 72.72 0.34 0.5% 72.03
Low 69.76 70.80 1.04 1.5% 66.96
Close 71.19 72.53 1.34 1.9% 71.93
Range 2.62 1.92 -0.70 -26.7% 5.07
ATR 2.62 2.57 -0.05 -1.9% 0.00
Volume 430,492 264,656 -165,836 -38.5% 1,249,682
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 77.78 77.07 73.59
R3 75.86 75.15 73.06
R2 73.94 73.94 72.88
R1 73.23 73.23 72.71 73.59
PP 72.02 72.02 72.02 72.19
S1 71.31 71.31 72.35 71.67
S2 70.10 70.10 72.18
S3 68.18 69.39 72.00
S4 66.26 67.47 71.47
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 72.72 68.14 4.58 6.3% 2.36 3.2% 96% True False 293,609
10 73.37 66.96 6.41 8.8% 2.60 3.6% 87% False False 245,088
20 75.70 66.96 8.74 12.1% 2.66 3.7% 64% False False 184,284
40 78.52 63.71 14.81 20.4% 2.66 3.7% 60% False False 131,598
60 82.24 63.71 18.53 25.5% 2.41 3.3% 48% False False 101,107
80 82.24 63.71 18.53 25.5% 2.54 3.5% 48% False False 82,076
100 82.24 63.71 18.53 25.5% 2.49 3.4% 48% False False 68,710
120 82.28 63.71 18.57 25.6% 2.44 3.4% 47% False False 60,002
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.88
2.618 77.75
1.618 75.83
1.000 74.64
0.618 73.91
HIGH 72.72
0.618 71.99
0.500 71.76
0.382 71.53
LOW 70.80
0.618 69.61
1.000 68.88
1.618 67.69
2.618 65.77
4.250 62.64
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 72.27 72.10
PP 72.02 71.67
S1 71.76 71.24

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

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