NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 20-Jun-2023
Day Change Summary
Previous Current
16-Jun-2023 20-Jun-2023 Change Change % Previous Week
Open 70.85 71.65 0.80 1.1% 70.34
High 72.01 72.31 0.30 0.4% 72.01
Low 70.23 69.81 -0.42 -0.6% 66.98
Close 71.92 71.18 -0.74 -1.0% 71.92
Range 1.78 2.50 0.72 40.4% 5.03
ATR 2.54 2.54 0.00 -0.1% 0.00
Volume 115,694 116,610 916 0.8% 650,852
Daily Pivots for day following 20-Jun-2023
Classic Woodie Camarilla DeMark
R4 78.60 77.39 72.56
R3 76.10 74.89 71.87
R2 73.60 73.60 71.64
R1 72.39 72.39 71.41 71.75
PP 71.10 71.10 71.10 70.78
S1 69.89 69.89 70.95 69.25
S2 68.60 68.60 70.72
S3 66.10 67.39 70.49
S4 63.60 64.89 69.81
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 72.31 67.38 4.93 6.9% 2.43 3.4% 77% True False 122,998
10 73.16 66.98 6.18 8.7% 2.54 3.6% 68% False False 129,520
20 74.99 66.98 8.01 11.3% 2.56 3.6% 52% False False 110,170
40 78.10 64.21 13.89 19.5% 2.58 3.6% 50% False False 83,699
60 81.44 64.21 17.23 24.2% 2.37 3.3% 40% False False 69,961
80 81.44 64.21 17.23 24.2% 2.48 3.5% 40% False False 60,153
100 81.44 64.21 17.23 24.2% 2.43 3.4% 40% False False 52,709
120 81.75 64.21 17.54 24.6% 2.38 3.3% 40% False False 47,811
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.94
2.618 78.86
1.618 76.36
1.000 74.81
0.618 73.86
HIGH 72.31
0.618 71.36
0.500 71.06
0.382 70.77
LOW 69.81
0.618 68.27
1.000 67.31
1.618 65.77
2.618 63.27
4.250 59.19
Fisher Pivots for day following 20-Jun-2023
Pivot 1 day 3 day
R1 71.14 70.87
PP 71.10 70.56
S1 71.06 70.25

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

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