NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 70.86 72.40 1.54 2.2% 70.34
High 72.69 72.62 -0.07 -0.1% 72.01
Low 70.80 69.07 -1.73 -2.4% 66.98
Close 72.52 69.63 -2.89 -4.0% 71.92
Range 1.89 3.55 1.66 87.8% 5.03
ATR 2.49 2.57 0.08 3.0% 0.00
Volume 97,506 234,791 137,285 140.8% 650,852
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 81.09 78.91 71.58
R3 77.54 75.36 70.61
R2 73.99 73.99 70.28
R1 71.81 71.81 69.96 71.13
PP 70.44 70.44 70.44 70.10
S1 68.26 68.26 69.30 67.58
S2 66.89 66.89 68.98
S3 63.34 64.71 68.65
S4 59.79 61.16 67.68
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 72.69 68.18 4.51 6.5% 2.54 3.7% 32% False False 135,022
10 73.16 66.98 6.18 8.9% 2.67 3.8% 43% False False 143,736
20 74.99 66.98 8.01 11.5% 2.64 3.8% 33% False False 120,151
40 76.72 64.21 12.51 18.0% 2.59 3.7% 43% False False 89,519
60 81.44 64.21 17.23 24.7% 2.34 3.4% 31% False False 74,072
80 81.44 64.21 17.23 24.7% 2.50 3.6% 31% False False 63,870
100 81.44 64.21 17.23 24.7% 2.43 3.5% 31% False False 55,615
120 81.75 64.21 17.54 25.2% 2.39 3.4% 31% False False 50,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 87.71
2.618 81.91
1.618 78.36
1.000 76.17
0.618 74.81
HIGH 72.62
0.618 71.26
0.500 70.85
0.382 70.43
LOW 69.07
0.618 66.88
1.000 65.52
1.618 63.33
2.618 59.78
4.250 53.98
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 70.85 70.88
PP 70.44 70.46
S1 70.04 70.05

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

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