NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 70.23 69.72 -0.51 -0.7% 69.65
High 71.40 71.57 0.17 0.2% 70.75
Low 69.32 69.50 0.18 0.3% 67.48
Close 69.41 71.25 1.84 2.7% 70.40
Range 2.08 2.07 -0.01 -0.5% 3.27
ATR 2.15 2.15 0.00 0.0% 0.00
Volume 70,659 92,304 21,645 30.6% 436,812
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 76.98 76.19 72.39
R3 74.91 74.12 71.82
R2 72.84 72.84 71.63
R1 72.05 72.05 71.44 72.45
PP 70.77 70.77 70.77 70.97
S1 69.98 69.98 71.06 70.38
S2 68.70 68.70 70.87
S3 66.63 67.91 70.68
S4 64.56 65.84 70.11
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 79.35 78.15 72.20
R3 76.08 74.88 71.30
R2 72.81 72.81 71.00
R1 71.61 71.61 70.70 72.21
PP 69.54 69.54 69.54 69.85
S1 68.34 68.34 70.10 68.94
S2 66.27 66.27 69.80
S3 63.00 65.07 69.50
S4 59.73 61.80 68.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.57 67.48 4.09 5.7% 1.85 2.6% 92% True False 85,043
10 71.88 67.40 4.48 6.3% 1.96 2.8% 86% False False 88,018
20 71.99 66.36 5.63 7.9% 2.16 3.0% 87% False False 84,510
40 73.40 66.36 7.04 9.9% 2.19 3.1% 69% False False 73,324
60 79.22 63.00 16.22 22.8% 2.19 3.1% 51% False False 69,576
80 79.22 63.00 16.22 22.8% 2.30 3.2% 51% False False 71,143
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.37
2.618 76.99
1.618 74.92
1.000 73.64
0.618 72.85
HIGH 71.57
0.618 70.78
0.500 70.54
0.382 70.29
LOW 69.50
0.618 68.22
1.000 67.43
1.618 66.15
2.618 64.08
4.250 60.70
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 71.01 70.98
PP 70.77 70.71
S1 70.54 70.45

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

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