NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 13-Jun-2023
Day Change Summary
Previous Current
12-Jun-2023 13-Jun-2023 Change Change % Previous Week
Open 70.34 67.49 -2.85 -4.1% 74.68
High 70.37 69.95 -0.42 -0.6% 74.99
Low 66.98 67.38 0.40 0.6% 69.14
Close 67.30 69.59 2.29 3.4% 70.27
Range 3.39 2.57 -0.82 -24.2% 5.85
ATR 2.59 2.59 0.00 0.2% 0.00
Volume 152,469 146,323 -6,146 -4.0% 644,449
Daily Pivots for day following 13-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.68 75.71 71.00
R3 74.11 73.14 70.30
R2 71.54 71.54 70.06
R1 70.57 70.57 69.83 71.06
PP 68.97 68.97 68.97 69.22
S1 68.00 68.00 69.35 68.49
S2 66.40 66.40 69.12
S3 63.83 65.43 68.88
S4 61.26 62.86 68.18
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 8.9% 2.75 3.9% 42% False False 146,586
10 74.99 66.98 8.01 11.5% 2.72 3.9% 33% False False 124,006
20 74.99 66.98 8.01 11.5% 2.49 3.6% 33% False False 96,470
40 80.05 64.21 15.84 22.8% 2.52 3.6% 34% False False 75,819
60 81.44 64.21 17.23 24.8% 2.38 3.4% 31% False False 64,534
80 81.44 64.21 17.23 24.8% 2.46 3.5% 31% False False 55,465
100 81.75 64.21 17.54 25.2% 2.40 3.4% 31% False False 49,091
120 81.75 64.21 17.54 25.2% 2.37 3.4% 31% False False 44,355
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.87
2.618 76.68
1.618 74.11
1.000 72.52
0.618 71.54
HIGH 69.95
0.618 68.97
0.500 68.67
0.382 68.36
LOW 67.38
0.618 65.79
1.000 64.81
1.618 63.22
2.618 60.65
4.250 56.46
Fisher Pivots for day following 13-Jun-2023
Pivot 1 day 3 day
R1 69.28 69.53
PP 68.97 69.47
S1 68.67 69.42

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

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