NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 70.80 70.08 -0.72 -1.0% 73.74
High 71.56 70.11 -1.45 -2.0% 74.60
Low 69.96 66.83 -3.13 -4.5% 68.93
Close 70.02 67.16 -2.86 -4.1% 70.02
Range 1.60 3.28 1.68 105.0% 5.67
ATR 2.44 2.50 0.06 2.5% 0.00
Volume 51,739 65,798 14,059 27.2% 257,921
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 77.87 75.80 68.96
R3 74.59 72.52 68.06
R2 71.31 71.31 67.76
R1 69.24 69.24 67.46 68.64
PP 68.03 68.03 68.03 67.73
S1 65.96 65.96 66.86 65.36
S2 64.75 64.75 66.56
S3 61.47 62.68 66.26
S4 58.19 59.40 65.36
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 88.19 84.78 73.14
R3 82.52 79.11 71.58
R2 76.85 76.85 71.06
R1 73.44 73.44 70.54 72.31
PP 71.18 71.18 71.18 70.62
S1 67.77 67.77 69.50 66.64
S2 65.51 65.51 68.98
S3 59.84 62.10 68.46
S4 54.17 56.43 66.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.79 66.83 5.96 8.9% 2.56 3.8% 6% False True 57,130
10 74.60 66.83 7.77 11.6% 2.81 4.2% 4% False True 50,179
20 74.60 66.83 7.77 11.6% 2.40 3.6% 4% False True 38,749
40 80.11 64.58 15.53 23.1% 2.40 3.6% 17% False False 32,518
60 80.64 64.42 16.22 24.2% 2.29 3.4% 17% False False 26,819
80 80.64 64.42 16.22 24.2% 2.32 3.5% 17% False False 22,270
100 81.03 64.42 16.61 24.7% 2.25 3.4% 16% False False 19,534
120 81.03 64.42 16.61 24.7% 2.19 3.3% 16% False False 17,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.05
2.618 78.70
1.618 75.42
1.000 73.39
0.618 72.14
HIGH 70.11
0.618 68.86
0.500 68.47
0.382 68.08
LOW 66.83
0.618 64.80
1.000 63.55
1.618 61.52
2.618 58.24
4.250 52.89
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 68.47 69.81
PP 68.03 68.93
S1 67.60 68.04

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

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