NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 71.00 70.34 -0.66 -0.9% 74.68
High 71.85 70.37 -1.48 -2.1% 74.99
Low 70.20 66.98 -3.22 -4.6% 69.14
Close 70.27 67.30 -2.97 -4.2% 70.27
Range 1.65 3.39 1.74 105.5% 5.85
ATR 2.53 2.59 0.06 2.4% 0.00
Volume 127,708 152,469 24,761 19.4% 644,449
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 78.39 76.23 69.16
R3 75.00 72.84 68.23
R2 71.61 71.61 67.92
R1 69.45 69.45 67.61 68.84
PP 68.22 68.22 68.22 67.91
S1 66.06 66.06 66.99 65.45
S2 64.83 64.83 66.68
S3 61.44 62.67 66.37
S4 58.05 59.28 65.44
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 89.02 85.49 73.49
R3 83.17 79.64 71.88
R2 77.32 77.32 71.34
R1 73.79 73.79 70.81 72.63
PP 71.47 71.47 71.47 70.89
S1 67.94 67.94 69.73 66.78
S2 65.62 65.62 69.20
S3 59.77 62.09 68.66
S4 53.92 56.24 67.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.16 66.98 6.18 9.2% 2.65 3.9% 5% False True 136,042
10 74.99 66.98 8.01 11.9% 2.89 4.3% 4% False True 118,992
20 74.99 66.98 8.01 11.9% 2.47 3.7% 4% False True 90,998
40 80.91 64.21 16.70 24.8% 2.51 3.7% 19% False False 73,053
60 81.44 64.21 17.23 25.6% 2.40 3.6% 18% False False 63,173
80 81.44 64.21 17.23 25.6% 2.45 3.6% 18% False False 53,848
100 81.75 64.21 17.54 26.1% 2.40 3.6% 18% False False 47,953
120 81.75 64.21 17.54 26.1% 2.36 3.5% 18% False False 43,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.78
2.618 79.25
1.618 75.86
1.000 73.76
0.618 72.47
HIGH 70.37
0.618 69.08
0.500 68.68
0.382 68.27
LOW 66.98
0.618 64.88
1.000 63.59
1.618 61.49
2.618 58.10
4.250 52.57
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 68.68 70.07
PP 68.22 69.15
S1 67.76 68.22

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

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