NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 69.50 68.90 -0.60 -0.9% 74.68
High 70.63 71.18 0.55 0.8% 74.99
Low 68.31 68.18 -0.13 -0.2% 69.14
Close 68.49 70.85 2.36 3.4% 70.27
Range 2.32 3.00 0.68 29.3% 5.85
ATR 2.57 2.60 0.03 1.2% 0.00
Volume 125,854 110,512 -15,342 -12.2% 644,449
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 79.07 77.96 72.50
R3 76.07 74.96 71.68
R2 73.07 73.07 71.40
R1 71.96 71.96 71.13 72.52
PP 70.07 70.07 70.07 70.35
S1 68.96 68.96 70.58 69.52
S2 67.07 67.07 70.30
S3 64.07 65.96 70.03
S4 61.07 62.96 69.20
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 71.85 66.98 4.87 6.9% 2.59 3.6% 79% False False 132,573
10 74.99 66.98 8.01 11.3% 2.66 3.8% 48% False False 127,512
20 74.99 66.98 8.01 11.3% 2.53 3.6% 48% False False 103,493
40 78.10 64.21 13.89 19.6% 2.56 3.6% 48% False False 80,136
60 81.44 64.21 17.23 24.3% 2.37 3.3% 39% False False 67,083
80 81.44 64.21 17.23 24.3% 2.48 3.5% 39% False False 57,998
100 81.44 64.21 17.23 24.3% 2.42 3.4% 39% False False 50,800
120 81.75 64.21 17.54 24.8% 2.38 3.4% 38% False False 46,061
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.93
2.618 79.03
1.618 76.03
1.000 74.18
0.618 73.03
HIGH 71.18
0.618 70.03
0.500 69.68
0.382 69.33
LOW 68.18
0.618 66.33
1.000 65.18
1.618 63.33
2.618 60.33
4.250 55.43
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 70.46 70.33
PP 70.07 69.80
S1 69.68 69.28

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

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