NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 23-Jun-2023
Day Change Summary
Previous Current
22-Jun-2023 23-Jun-2023 Change Change % Previous Week
Open 72.43 69.53 -2.90 -4.0% 71.69
High 72.65 69.65 -3.00 -4.1% 72.72
Low 68.93 67.35 -1.58 -2.3% 67.35
Close 69.51 69.16 -0.35 -0.5% 69.16
Range 3.72 2.30 -1.42 -38.2% 5.37
ATR 2.66 2.63 -0.03 -1.0% 0.00
Volume 421,348 322,475 -98,873 -23.5% 1,438,971
Daily Pivots for day following 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 75.62 74.69 70.43
R3 73.32 72.39 69.79
R2 71.02 71.02 69.58
R1 70.09 70.09 69.37 69.41
PP 68.72 68.72 68.72 68.38
S1 67.79 67.79 68.95 67.11
S2 66.42 66.42 68.74
S3 64.12 65.49 68.53
S4 61.82 63.19 67.90
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.85 82.88 72.11
R3 80.48 77.51 70.64
R2 75.11 75.11 70.14
R1 72.14 72.14 69.65 70.94
PP 69.74 69.74 69.74 69.15
S1 66.77 66.77 68.67 65.57
S2 64.37 64.37 68.18
S3 59.00 61.40 67.68
S4 53.63 56.03 66.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.72 67.35 5.37 7.8% 2.48 3.6% 34% False True 347,363
10 72.72 66.96 5.76 8.3% 2.57 3.7% 38% False False 284,894
20 75.70 66.96 8.74 12.6% 2.77 4.0% 25% False False 210,766
40 76.35 63.71 12.64 18.3% 2.66 3.8% 43% False False 145,560
60 82.24 63.71 18.53 26.8% 2.42 3.5% 29% False False 112,581
80 82.24 63.71 18.53 26.8% 2.57 3.7% 29% False False 91,059
100 82.24 63.71 18.53 26.8% 2.49 3.6% 29% False False 75,894
120 82.28 63.71 18.57 26.9% 2.45 3.5% 29% False False 66,121
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.43
2.618 75.67
1.618 73.37
1.000 71.95
0.618 71.07
HIGH 69.65
0.618 68.77
0.500 68.50
0.382 68.23
LOW 67.35
0.618 65.93
1.000 65.05
1.618 63.63
2.618 61.33
4.250 57.58
Fisher Pivots for day following 23-Jun-2023
Pivot 1 day 3 day
R1 68.94 70.04
PP 68.72 69.74
S1 68.50 69.45

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

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