NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 69.63 68.20 -1.43 -2.1% 71.65
High 70.29 69.90 -0.39 -0.6% 72.69
Low 67.71 67.27 -0.44 -0.6% 67.52
Close 67.90 69.73 1.83 2.7% 69.32
Range 2.58 2.63 0.05 1.9% 5.17
ATR 2.47 2.48 0.01 0.5% 0.00
Volume 170,464 159,535 -10,929 -6.4% 562,829
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.86 75.92 71.18
R3 74.23 73.29 70.45
R2 71.60 71.60 70.21
R1 70.66 70.66 69.97 71.13
PP 68.97 68.97 68.97 69.20
S1 68.03 68.03 69.49 68.50
S2 66.34 66.34 69.25
S3 63.71 65.40 69.01
S4 61.08 62.77 68.28
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.35 82.51 72.16
R3 80.18 77.34 70.74
R2 75.01 75.01 70.27
R1 72.17 72.17 69.79 71.01
PP 69.84 69.84 69.84 69.26
S1 67.00 67.00 68.85 65.84
S2 64.67 64.67 68.37
S3 59.50 61.83 67.90
S4 54.33 56.66 66.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.62 67.27 5.35 7.7% 2.47 3.5% 46% False True 154,584
10 72.69 67.27 5.42 7.8% 2.39 3.4% 45% False True 133,910
20 74.99 66.98 8.01 11.5% 2.55 3.7% 34% False False 128,958
40 75.06 64.21 10.85 15.6% 2.58 3.7% 51% False False 97,702
60 81.44 64.21 17.23 24.7% 2.38 3.4% 32% False False 80,595
80 81.44 64.21 17.23 24.7% 2.50 3.6% 32% False False 69,506
100 81.44 64.21 17.23 24.7% 2.42 3.5% 32% False False 60,211
120 81.75 64.21 17.54 25.2% 2.38 3.4% 31% False False 54,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.08
2.618 76.79
1.618 74.16
1.000 72.53
0.618 71.53
HIGH 69.90
0.618 68.90
0.500 68.59
0.382 68.27
LOW 67.27
0.618 65.64
1.000 64.64
1.618 63.01
2.618 60.38
4.250 56.09
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 69.35 69.41
PP 68.97 69.10
S1 68.59 68.78

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

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