NYMEX Light Sweet Crude Oil Future October 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 69.68 68.28 -1.40 -2.0% 71.48
High 70.27 69.91 -0.36 -0.5% 72.47
Low 67.80 67.42 -0.38 -0.6% 67.55
Close 67.99 69.77 1.78 2.6% 69.32
Range 2.47 2.49 0.02 0.8% 4.92
ATR 2.39 2.40 0.01 0.3% 0.00
Volume 119,801 96,777 -23,024 -19.2% 258,978
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.50 75.63 71.14
R3 74.01 73.14 70.45
R2 71.52 71.52 70.23
R1 70.65 70.65 70.00 71.09
PP 69.03 69.03 69.03 69.25
S1 68.16 68.16 69.54 68.60
S2 66.54 66.54 69.31
S3 64.05 65.67 69.09
S4 61.56 63.18 68.40
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 84.54 81.85 72.03
R3 79.62 76.93 70.67
R2 74.70 74.70 70.22
R1 72.01 72.01 69.77 70.90
PP 69.78 69.78 69.78 69.22
S1 67.09 67.09 68.87 65.98
S2 64.86 64.86 68.42
S3 59.94 62.17 67.97
S4 55.02 57.25 66.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.43 67.42 5.01 7.2% 2.37 3.4% 47% False True 85,797
10 72.47 67.42 5.05 7.2% 2.31 3.3% 47% False True 66,679
20 74.60 66.83 7.77 11.1% 2.47 3.5% 38% False False 58,821
40 74.60 64.58 10.02 14.4% 2.47 3.5% 52% False False 44,240
60 80.64 64.58 16.06 23.0% 2.28 3.3% 32% False False 36,373
80 80.64 64.42 16.22 23.2% 2.39 3.4% 33% False False 30,342
100 80.64 64.42 16.22 23.2% 2.29 3.3% 33% False False 25,819
120 81.03 64.42 16.61 23.8% 2.23 3.2% 32% False False 22,901
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.49
2.618 76.43
1.618 73.94
1.000 72.40
0.618 71.45
HIGH 69.91
0.618 68.96
0.500 68.67
0.382 68.37
LOW 67.42
0.618 65.88
1.000 64.93
1.618 63.39
2.618 60.90
4.250 56.84
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 69.40 69.46
PP 69.03 69.15
S1 68.67 68.85

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

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