NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 29-Jun-2023
Day Change Summary
Previous Current
28-Jun-2023 29-Jun-2023 Change Change % Previous Week
Open 68.28 69.41 1.13 1.7% 71.48
High 69.91 70.72 0.81 1.2% 72.47
Low 67.42 69.15 1.73 2.6% 67.55
Close 69.77 70.04 0.27 0.4% 69.32
Range 2.49 1.57 -0.92 -36.9% 4.92
ATR 2.40 2.34 -0.06 -2.5% 0.00
Volume 96,777 64,946 -31,831 -32.9% 258,978
Daily Pivots for day following 29-Jun-2023
Classic Woodie Camarilla DeMark
R4 74.68 73.93 70.90
R3 73.11 72.36 70.47
R2 71.54 71.54 70.33
R1 70.79 70.79 70.18 71.17
PP 69.97 69.97 69.97 70.16
S1 69.22 69.22 69.90 69.60
S2 68.40 68.40 69.75
S3 66.83 67.65 69.61
S4 65.26 66.08 69.18
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 70.72 67.42 3.30 4.7% 2.01 2.9% 79% True False 77,023
10 72.47 67.42 5.05 7.2% 2.24 3.2% 52% False False 68,388
20 74.60 66.83 7.77 11.1% 2.43 3.5% 41% False False 59,503
40 74.60 64.58 10.02 14.3% 2.41 3.4% 54% False False 44,638
60 80.64 64.58 16.06 22.9% 2.24 3.2% 34% False False 36,965
80 80.64 64.42 16.22 23.2% 2.38 3.4% 35% False False 31,074
100 80.64 64.42 16.22 23.2% 2.27 3.2% 35% False False 26,330
120 81.03 64.42 16.61 23.7% 2.23 3.2% 34% False False 23,383
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.39
2.618 74.83
1.618 73.26
1.000 72.29
0.618 71.69
HIGH 70.72
0.618 70.12
0.500 69.94
0.382 69.75
LOW 69.15
0.618 68.18
1.000 67.58
1.618 66.61
2.618 65.04
4.250 62.48
Fisher Pivots for day following 29-Jun-2023
Pivot 1 day 3 day
R1 70.01 69.72
PP 69.97 69.39
S1 69.94 69.07

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

View Archives - Comment on this page... - Back to Index of Symbols