NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	70.34	67.49	-2.85	-4.1%	74.68
High	70.37	69.95	-0.42	-0.6%	74.99
Low	66.98	67.38	0.40	0.6%	69.14
Close	67.30	69.59	2.29	3.4%	70.27
Range	3.39	2.57	-0.82	-24.2%	5.85
ATR	2.59	2.59	0.00	0.2%	0.00
Volume	152,469	146,323	-6,146	-4.0%	644,449

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.68	75.71	71.00
R3	74.11	73.14	70.30
R2	71.54	71.54	70.06
R1	70.57	70.57	69.83	71.06
PP	68.97	68.97	68.97	69.22
S1	68.00	68.00	69.35	68.49
S2	66.40	66.40	69.12
S3	63.83	65.43	68.88
S4	61.26	62.86	68.18

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.02	85.49	73.49
R3	83.17	79.64	71.88
R2	77.32	77.32	71.34
R1	73.79	73.79	70.81	72.63
PP	71.47	71.47	71.47	70.89
S1	67.94	67.94	69.73	66.78
S2	65.62	65.62	69.20
S3	59.77	62.09	68.66
S4	53.92	56.24	67.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.16	66.98	6.18	8.9%	2.75	3.9%	42%	False	False	146,586
10	74.99	66.98	8.01	11.5%	2.72	3.9%	33%	False	False	124,006
20	74.99	66.98	8.01	11.5%	2.49	3.6%	33%	False	False	96,470
40	80.05	64.21	15.84	22.8%	2.52	3.6%	34%	False	False	75,819
60	81.44	64.21	17.23	24.8%	2.38	3.4%	31%	False	False	64,534
80	81.44	64.21	17.23	24.8%	2.46	3.5%	31%	False	False	55,465
100	81.75	64.21	17.54	25.2%	2.40	3.4%	31%	False	False	49,091
120	81.75	64.21	17.54	25.2%	2.37	3.4%	31%	False	False	44,355

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.87
2.618	76.68
1.618	74.11
1.000	72.52
0.618	71.54
HIGH	69.95
0.618	68.97
0.500	68.67
0.382	68.36
LOW	67.38
0.618	65.79
1.000	64.81
1.618	63.22
2.618	60.65
4.250	56.46

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	69.28	69.53
PP	68.97	69.47
S1	68.67	69.42

Download as Excel Spreadsheet

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

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