NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 29-Jun-2023
Day Change Summary
Previous Current
28-Jun-2023 29-Jun-2023 Change Change % Previous Week
Open 68.01 69.25 1.24 1.8% 71.69
High 69.73 70.60 0.87 1.2% 72.72
Low 67.05 68.93 1.88 2.8% 67.35
Close 69.56 69.86 0.30 0.4% 69.16
Range 2.68 1.67 -1.01 -37.7% 5.37
ATR 2.56 2.50 -0.06 -2.5% 0.00
Volume 368,295 292,865 -75,430 -20.5% 1,438,971
Daily Pivots for day following 29-Jun-2023
Classic Woodie Camarilla DeMark
R4 74.81 74.00 70.78
R3 73.14 72.33 70.32
R2 71.47 71.47 70.17
R1 70.66 70.66 70.01 71.07
PP 69.80 69.80 69.80 70.00
S1 68.99 68.99 69.71 69.40
S2 68.13 68.13 69.55
S3 66.46 67.32 69.40
S4 64.79 65.65 68.94
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 70.60 67.05 3.55 5.1% 2.14 3.1% 79% True False 329,700
10 72.72 67.05 5.67 8.1% 2.38 3.4% 50% False False 332,567
20 75.70 66.96 8.74 12.5% 2.60 3.7% 33% False False 251,710
40 75.70 63.71 11.99 17.2% 2.60 3.7% 51% False False 172,097
60 82.24 63.71 18.53 26.5% 2.42 3.5% 33% False False 131,537
80 82.24 63.71 18.53 26.5% 2.56 3.7% 33% False False 106,919
100 82.24 63.71 18.53 26.5% 2.45 3.5% 33% False False 88,508
120 82.28 63.71 18.57 26.6% 2.43 3.5% 33% False False 76,735
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.70
2.618 74.97
1.618 73.30
1.000 72.27
0.618 71.63
HIGH 70.60
0.618 69.96
0.500 69.77
0.382 69.57
LOW 68.93
0.618 67.90
1.000 67.26
1.618 66.23
2.618 64.56
4.250 61.83
Fisher Pivots for day following 29-Jun-2023
Pivot 1 day 3 day
R1 69.83 69.52
PP 69.80 69.17
S1 69.77 68.83

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

View Archives - Comment on this page... - Back to Index of Symbols