NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 68.90 70.85 1.95 2.8% 70.34
High 71.18 72.01 0.83 1.2% 72.01
Low 68.18 70.23 2.05 3.0% 66.98
Close 70.85 71.92 1.07 1.5% 71.92
Range 3.00 1.78 -1.22 -40.7% 5.03
ATR 2.60 2.54 -0.06 -2.3% 0.00
Volume 110,512 115,694 5,182 4.7% 650,852
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.73 76.10 72.90
R3 74.95 74.32 72.41
R2 73.17 73.17 72.25
R1 72.54 72.54 72.08 72.86
PP 71.39 71.39 71.39 71.54
S1 70.76 70.76 71.76 71.08
S2 69.61 69.61 71.59
S3 67.83 68.98 71.43
S4 66.05 67.20 70.94
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.39 83.69 74.69
R3 80.36 78.66 73.30
R2 75.33 75.33 72.84
R1 73.63 73.63 72.38 74.48
PP 70.30 70.30 70.30 70.73
S1 68.60 68.60 71.46 69.45
S2 65.27 65.27 71.00
S3 60.24 63.57 70.54
S4 55.21 58.54 69.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.01 66.98 5.03 7.0% 2.61 3.6% 98% True False 130,170
10 74.99 66.98 8.01 11.1% 2.63 3.7% 62% False False 129,530
20 74.99 66.98 8.01 11.1% 2.55 3.5% 62% False False 106,923
40 78.10 64.21 13.89 19.3% 2.56 3.6% 56% False False 81,776
60 81.44 64.21 17.23 24.0% 2.36 3.3% 45% False False 68,566
80 81.44 64.21 17.23 24.0% 2.47 3.4% 45% False False 59,115
100 81.44 64.21 17.23 24.0% 2.42 3.4% 45% False False 51,733
120 81.75 64.21 17.54 24.4% 2.38 3.3% 44% False False 46,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.58
2.618 76.67
1.618 74.89
1.000 73.79
0.618 73.11
HIGH 72.01
0.618 71.33
0.500 71.12
0.382 70.91
LOW 70.23
0.618 69.13
1.000 68.45
1.618 67.35
2.618 65.57
4.250 62.67
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 71.65 71.31
PP 71.39 70.70
S1 71.12 70.10

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

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