NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 69.17 69.37 0.20 0.3% 69.87
High 69.21 69.37 0.16 0.2% 70.87
Low 68.12 67.53 -0.59 -0.9% 66.88
Close 68.75 67.65 -1.10 -1.6% 68.45
Range 1.09 1.84 0.75 68.8% 3.99
ATR 2.06 2.04 -0.02 -0.8% 0.00
Volume 13,067 23,566 10,499 80.3% 62,778
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 73.70 72.52 68.66
R3 71.86 70.68 68.16
R2 70.02 70.02 67.99
R1 68.84 68.84 67.82 68.51
PP 68.18 68.18 68.18 68.02
S1 67.00 67.00 67.48 66.67
S2 66.34 66.34 67.31
S3 64.50 65.16 67.14
S4 62.66 63.32 66.64
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 80.70 78.57 70.64
R3 76.71 74.58 69.55
R2 72.72 72.72 69.18
R1 70.59 70.59 68.82 69.66
PP 68.73 68.73 68.73 68.27
S1 66.60 66.60 68.08 65.67
S2 64.74 64.74 67.72
S3 60.75 62.61 67.35
S4 56.76 58.62 66.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.87 66.88 3.99 5.9% 1.81 2.7% 19% False False 17,755
10 70.87 66.25 4.62 6.8% 1.94 2.9% 30% False False 15,897
20 71.54 65.63 5.91 8.7% 2.07 3.1% 34% False False 15,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.19
2.618 74.19
1.618 72.35
1.000 71.21
0.618 70.51
HIGH 69.37
0.618 68.67
0.500 68.45
0.382 68.23
LOW 67.53
0.618 66.39
1.000 65.69
1.618 64.55
2.618 62.71
4.250 59.71
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 68.45 68.13
PP 68.18 67.97
S1 67.92 67.81

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

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