NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 69.84 69.49 -0.35 -0.5% 71.69
High 70.11 70.15 0.04 0.1% 72.72
Low 68.71 67.50 -1.21 -1.8% 67.35
Close 69.37 67.70 -1.67 -2.4% 69.16
Range 1.40 2.65 1.25 89.3% 5.37
ATR 2.54 2.55 0.01 0.3% 0.00
Volume 280,116 384,752 104,636 37.4% 1,438,971
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.40 74.70 69.16
R3 73.75 72.05 68.43
R2 71.10 71.10 68.19
R1 69.40 69.40 67.94 68.93
PP 68.45 68.45 68.45 68.21
S1 66.75 66.75 67.46 66.28
S2 65.80 65.80 67.21
S3 63.15 64.10 66.97
S4 60.50 61.45 66.24
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 7.9% 2.40 3.5% 7% False False 334,669
10 72.72 67.31 5.41 8.0% 2.45 3.6% 7% False False 312,989
20 75.70 66.96 8.74 12.9% 2.73 4.0% 8% False False 232,394
40 76.12 63.71 12.41 18.3% 2.65 3.9% 32% False False 158,702
60 82.24 63.71 18.53 27.4% 2.43 3.6% 22% False False 122,642
80 82.24 63.71 18.53 27.4% 2.58 3.8% 22% False False 99,055
100 82.24 63.71 18.53 27.4% 2.47 3.7% 22% False False 82,292
120 82.28 63.71 18.57 27.4% 2.44 3.6% 21% False False 71,457
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.41
2.618 77.09
1.618 74.44
1.000 72.80
0.618 71.79
HIGH 70.15
0.618 69.14
0.500 68.83
0.382 68.51
LOW 67.50
0.618 65.86
1.000 64.85
1.618 63.21
2.618 60.56
4.250 56.24
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 68.83 68.75
PP 68.45 68.40
S1 68.08 68.05

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

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