NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	69.50	68.90	-0.60	-0.9%	74.68
High	70.63	71.18	0.55	0.8%	74.99
Low	68.31	68.18	-0.13	-0.2%	69.14
Close	68.49	70.85	2.36	3.4%	70.27
Range	2.32	3.00	0.68	29.3%	5.85
ATR	2.57	2.60	0.03	1.2%	0.00
Volume	125,854	110,512	-15,342	-12.2%	644,449

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.07	77.96	72.50
R3	76.07	74.96	71.68
R2	73.07	73.07	71.40
R1	71.96	71.96	71.13	72.52
PP	70.07	70.07	70.07	70.35
S1	68.96	68.96	70.58	69.52
S2	67.07	67.07	70.30
S3	64.07	65.96	70.03
S4	61.07	62.96	69.20

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	71.85	66.98	4.87	6.9%	2.59	3.6%	79%	False	False	132,573
10	74.99	66.98	8.01	11.3%	2.66	3.8%	48%	False	False	127,512
20	74.99	66.98	8.01	11.3%	2.53	3.6%	48%	False	False	103,493
40	78.10	64.21	13.89	19.6%	2.56	3.6%	48%	False	False	80,136
60	81.44	64.21	17.23	24.3%	2.37	3.3%	39%	False	False	67,083
80	81.44	64.21	17.23	24.3%	2.48	3.5%	39%	False	False	57,998
100	81.44	64.21	17.23	24.3%	2.42	3.4%	39%	False	False	50,800
120	81.75	64.21	17.54	24.8%	2.38	3.4%	38%	False	False	46,061

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.93
2.618	79.03
1.618	76.03
1.000	74.18
0.618	73.03
HIGH	71.18
0.618	70.03
0.500	69.68
0.382	69.33
LOW	68.18
0.618	66.33
1.000	65.18
1.618	63.33
2.618	60.33
4.250	55.43

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	70.46	70.33
PP	70.07	69.80
S1	69.68	69.28

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