NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	68.90	70.85	1.95	2.8%	70.34
High	71.18	72.01	0.83	1.2%	72.01
Low	68.18	70.23	2.05	3.0%	66.98
Close	70.85	71.92	1.07	1.5%	71.92
Range	3.00	1.78	-1.22	-40.7%	5.03
ATR	2.60	2.54	-0.06	-2.3%	0.00
Volume	110,512	115,694	5,182	4.7%	650,852

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.73	76.10	72.90
R3	74.95	74.32	72.41
R2	73.17	73.17	72.25
R1	72.54	72.54	72.08	72.86
PP	71.39	71.39	71.39	71.54
S1	70.76	70.76	71.76	71.08
S2	69.61	69.61	71.59
S3	67.83	68.98	71.43
S4	66.05	67.20	70.94

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.39	83.69	74.69
R3	80.36	78.66	73.30
R2	75.33	75.33	72.84
R1	73.63	73.63	72.38	74.48
PP	70.30	70.30	70.30	70.73
S1	68.60	68.60	71.46	69.45
S2	65.27	65.27	71.00
S3	60.24	63.57	70.54
S4	55.21	58.54	69.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.01	66.98	5.03	7.0%	2.61	3.6%	98%	True	False	130,170
10	74.99	66.98	8.01	11.1%	2.63	3.7%	62%	False	False	129,530
20	74.99	66.98	8.01	11.1%	2.55	3.5%	62%	False	False	106,923
40	78.10	64.21	13.89	19.3%	2.56	3.6%	56%	False	False	81,776
60	81.44	64.21	17.23	24.0%	2.36	3.3%	45%	False	False	68,566
80	81.44	64.21	17.23	24.0%	2.47	3.4%	45%	False	False	59,115
100	81.44	64.21	17.23	24.0%	2.42	3.4%	45%	False	False	51,733
120	81.75	64.21	17.54	24.4%	2.38	3.3%	44%	False	False	46,937

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	79.58
2.618	76.67
1.618	74.89
1.000	73.79
0.618	73.11
HIGH	72.01
0.618	71.33
0.500	71.12
0.382	70.91
LOW	70.23
0.618	69.13
1.000	68.45
1.618	67.35
2.618	65.57
4.250	62.67

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	71.65	71.31
PP	71.39	70.70
S1	71.12	70.10

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

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