NYMEX Light Sweet Crude Oil Future January 2024


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 70.63 69.87 -0.76 -1.1% 68.51
High 71.11 71.52 0.41 0.6% 70.99
Low 68.94 69.87 0.93 1.3% 66.22
Close 70.19 71.47 1.28 1.8% 70.93
Range 2.17 1.65 -0.52 -24.0% 4.77
ATR 2.19 2.15 -0.04 -1.8% 0.00
Volume 11,702 11,403 -299 -2.6% 68,718
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 75.90 75.34 72.38
R3 74.25 73.69 71.92
R2 72.60 72.60 71.77
R1 72.04 72.04 71.62 72.32
PP 70.95 70.95 70.95 71.10
S1 70.39 70.39 71.32 70.67
S2 69.30 69.30 71.17
S3 67.65 68.74 71.02
S4 66.00 67.09 70.56
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 83.69 82.08 73.55
R3 78.92 77.31 72.24
R2 74.15 74.15 71.80
R1 72.54 72.54 71.37 73.35
PP 69.38 69.38 69.38 69.78
S1 67.77 67.77 70.49 68.58
S2 64.61 64.61 70.06
S3 59.84 63.00 69.62
S4 55.07 58.23 68.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.52 67.44 4.08 5.7% 2.04 2.8% 99% True False 12,018
10 71.57 66.22 5.35 7.5% 2.17 3.0% 98% False False 12,329
20 72.72 66.22 6.50 9.1% 2.18 3.0% 81% False False 10,876
40 75.60 65.00 10.60 14.8% 2.10 2.9% 61% False False 7,833
60 78.41 65.00 13.41 18.8% 1.90 2.7% 48% False False 6,837
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.53
2.618 75.84
1.618 74.19
1.000 73.17
0.618 72.54
HIGH 71.52
0.618 70.89
0.500 70.70
0.382 70.50
LOW 69.87
0.618 68.85
1.000 68.22
1.618 67.20
2.618 65.55
4.250 62.86
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 71.21 71.06
PP 70.95 70.64
S1 70.70 70.23

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

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