NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 71.48 70.72 -0.76 -1.1% 70.08
High 72.08 72.47 0.39 0.5% 71.85
Low 69.66 70.64 0.98 1.4% 66.83
Close 71.00 72.34 1.34 1.9% 71.75
Range 2.42 1.83 -0.59 -24.4% 5.02
ATR 2.47 2.42 -0.05 -1.8% 0.00
Volume 48,858 43,440 -5,418 -11.1% 259,126
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 77.31 76.65 73.35
R3 75.48 74.82 72.84
R2 73.65 73.65 72.68
R1 72.99 72.99 72.51 73.32
PP 71.82 71.82 71.82 71.98
S1 71.16 71.16 72.17 71.49
S2 69.99 69.99 72.00
S3 68.16 69.33 71.84
S4 66.33 67.50 71.33
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.20 83.50 74.51
R3 80.18 78.48 73.13
R2 75.16 75.16 72.67
R1 73.46 73.46 72.21 74.31
PP 70.14 70.14 70.14 70.57
S1 68.44 68.44 71.29 69.29
S2 65.12 65.12 70.83
S3 60.10 63.42 70.37
S4 55.08 58.40 68.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.47 68.06 4.41 6.1% 2.24 3.1% 97% True False 47,562
10 72.79 66.83 5.96 8.2% 2.46 3.4% 92% False False 52,691
20 74.60 66.83 7.77 10.7% 2.50 3.5% 71% False False 46,424
40 77.46 64.58 12.88 17.8% 2.47 3.4% 60% False False 36,744
60 80.64 64.58 16.06 22.2% 2.24 3.1% 48% False False 30,237
80 80.64 64.42 16.22 22.4% 2.35 3.3% 49% False False 25,320
100 80.64 64.42 16.22 22.4% 2.30 3.2% 49% False False 21,881
120 81.03 64.42 16.61 23.0% 2.23 3.1% 48% False False 19,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.25
2.618 77.26
1.618 75.43
1.000 74.30
0.618 73.60
HIGH 72.47
0.618 71.77
0.500 71.56
0.382 71.34
LOW 70.64
0.618 69.51
1.000 68.81
1.618 67.68
2.618 65.85
4.250 62.86
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 72.08 71.92
PP 71.82 71.49
S1 71.56 71.07

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

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