NYMEX Light Sweet Crude Oil Future November 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 71.25 70.40 -0.85 -1.2% 69.61
High 71.76 72.19 0.43 0.6% 71.59
Low 69.46 70.40 0.94 1.4% 66.67
Close 70.75 72.09 1.34 1.9% 71.51
Range 2.30 1.79 -0.51 -22.2% 4.92
ATR 2.34 2.30 -0.04 -1.7% 0.00
Volume 22,948 25,208 2,260 9.8% 152,294
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.93 76.30 73.07
R3 75.14 74.51 72.58
R2 73.35 73.35 72.42
R1 72.72 72.72 72.25 73.04
PP 71.56 71.56 71.56 71.72
S1 70.93 70.93 71.93 71.25
S2 69.77 69.77 71.76
S3 67.98 69.14 71.60
S4 66.19 67.35 71.11
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 84.68 83.02 74.22
R3 79.76 78.10 72.86
R2 74.84 74.84 72.41
R1 73.18 73.18 71.96 74.01
PP 69.92 69.92 69.92 70.34
S1 68.26 68.26 71.06 69.09
S2 65.00 65.00 70.61
S3 60.08 63.34 70.16
S4 55.16 58.42 68.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.19 67.88 4.31 6.0% 2.16 3.0% 98% True False 26,034
10 72.37 66.67 5.70 7.9% 2.35 3.3% 95% False False 29,430
20 73.32 66.67 6.65 9.2% 2.34 3.2% 82% False False 26,499
40 76.85 63.50 13.35 18.5% 2.35 3.3% 64% False False 20,635
60 79.85 63.50 16.35 22.7% 2.13 3.0% 53% False False 17,294
80 79.85 63.50 16.35 22.7% 2.23 3.1% 53% False False 14,490
100 79.96 63.50 16.46 22.8% 2.17 3.0% 52% False False 12,556
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.80
2.618 76.88
1.618 75.09
1.000 73.98
0.618 73.30
HIGH 72.19
0.618 71.51
0.500 71.30
0.382 71.08
LOW 70.40
0.618 69.29
1.000 68.61
1.618 67.50
2.618 65.71
4.250 62.79
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 71.83 71.67
PP 71.56 71.25
S1 71.30 70.83

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

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