NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 69.37 69.95 0.58 0.8% 69.93
High 70.73 71.17 0.44 0.6% 71.17
Low 69.11 69.69 0.58 0.8% 67.27
Close 70.02 70.78 0.76 1.1% 70.78
Range 1.62 1.48 -0.14 -8.6% 3.90
ATR 2.42 2.35 -0.07 -2.8% 0.00
Volume 106,169 136,640 30,471 28.7% 667,020
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 74.99 74.36 71.59
R3 73.51 72.88 71.19
R2 72.03 72.03 71.05
R1 71.40 71.40 70.92 71.72
PP 70.55 70.55 70.55 70.70
S1 69.92 69.92 70.64 70.24
S2 69.07 69.07 70.51
S3 67.59 68.44 70.37
S4 66.11 66.96 69.97
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 81.44 80.01 72.93
R3 77.54 76.11 71.85
R2 73.64 73.64 71.50
R1 72.21 72.21 71.14 72.93
PP 69.74 69.74 69.74 70.10
S1 68.31 68.31 70.42 69.03
S2 65.84 65.84 70.07
S3 61.94 64.41 69.71
S4 58.04 60.51 68.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.17 67.27 3.90 5.5% 1.93 2.7% 90% True False 133,404
10 72.69 67.27 5.42 7.7% 2.16 3.1% 65% False False 134,554
20 74.99 66.98 8.01 11.3% 2.41 3.4% 47% False False 131,033
40 74.99 64.21 10.78 15.2% 2.45 3.5% 61% False False 99,595
60 81.44 64.21 17.23 24.3% 2.33 3.3% 38% False False 82,254
80 81.44 64.21 17.23 24.3% 2.47 3.5% 38% False False 71,973
100 81.44 64.21 17.23 24.3% 2.39 3.4% 38% False False 62,110
120 81.75 64.21 17.54 24.8% 2.37 3.3% 37% False False 56,136
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.46
2.618 75.04
1.618 73.56
1.000 72.65
0.618 72.08
HIGH 71.17
0.618 70.60
0.500 70.43
0.382 70.26
LOW 69.69
0.618 68.78
1.000 68.21
1.618 67.30
2.618 65.82
4.250 63.40
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 70.66 70.26
PP 70.55 69.74
S1 70.43 69.22

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

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