NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 69.49 68.01 -1.48 -2.1% 71.69
High 70.15 69.73 -0.42 -0.6% 72.72
Low 67.50 67.05 -0.45 -0.7% 67.35
Close 67.70 69.56 1.86 2.7% 69.16
Range 2.65 2.68 0.03 1.1% 5.37
ATR 2.55 2.56 0.01 0.4% 0.00
Volume 384,752 368,295 -16,457 -4.3% 1,438,971
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.82 75.87 71.03
R3 74.14 73.19 70.30
R2 71.46 71.46 70.05
R1 70.51 70.51 69.81 70.99
PP 68.78 68.78 68.78 69.02
S1 67.83 67.83 69.31 68.31
S2 66.10 66.10 69.07
S3 63.42 65.15 68.82
S4 60.74 62.47 68.09
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 72.65 67.05 5.60 8.1% 2.55 3.7% 45% False True 355,397
10 72.72 67.05 5.67 8.2% 2.45 3.5% 44% False True 324,503
20 75.70 66.96 8.74 12.6% 2.64 3.8% 30% False False 244,934
40 75.70 63.71 11.99 17.2% 2.67 3.8% 49% False False 167,023
60 82.24 63.71 18.53 26.6% 2.44 3.5% 32% False False 128,043
80 82.24 63.71 18.53 26.6% 2.57 3.7% 32% False False 103,442
100 82.24 63.71 18.53 26.6% 2.48 3.6% 32% False False 85,834
120 82.28 63.71 18.57 26.7% 2.43 3.5% 32% False False 74,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.12
2.618 76.75
1.618 74.07
1.000 72.41
0.618 71.39
HIGH 69.73
0.618 68.71
0.500 68.39
0.382 68.07
LOW 67.05
0.618 65.39
1.000 64.37
1.618 62.71
2.618 60.03
4.250 55.66
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 69.17 69.24
PP 68.78 68.92
S1 68.39 68.60

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

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