NYMEX Light Sweet Crude Oil Future September 2023

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	71.65	70.86	-0.79	-1.1%	70.34
High	72.31	72.69	0.38	0.5%	72.01
Low	69.81	70.80	0.99	1.4%	66.98
Close	71.18	72.52	1.34	1.9%	71.92
Range	2.50	1.89	-0.61	-24.4%	5.03
ATR	2.54	2.49	-0.05	-1.8%	0.00
Volume	116,610	97,506	-19,104	-16.4%	650,852

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.67	76.99	73.56
R3	75.78	75.10	73.04
R2	73.89	73.89	72.87
R1	73.21	73.21	72.69	73.55
PP	72.00	72.00	72.00	72.18
S1	71.32	71.32	72.35	71.66
S2	70.11	70.11	72.17
S3	68.22	69.43	72.00
S4	66.33	67.54	71.48

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	72.69	68.18	4.51	6.2%	2.30	3.2%	96%	True	False	113,235
10	73.16	66.98	6.18	8.5%	2.52	3.5%	90%	False	False	129,911
20	74.99	66.98	8.01	11.0%	2.57	3.5%	69%	False	False	112,692
40	78.02	64.21	13.81	19.0%	2.57	3.5%	60%	False	False	85,058
60	81.44	64.21	17.23	23.8%	2.34	3.2%	48%	False	False	70,945
80	81.44	64.21	17.23	23.8%	2.47	3.4%	48%	False	False	61,125
100	81.44	64.21	17.23	23.8%	2.43	3.3%	48%	False	False	53,488
120	81.75	64.21	17.54	24.2%	2.38	3.3%	47%	False	False	48,539

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	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.72
2.618	77.64
1.618	75.75
1.000	74.58
0.618	73.86
HIGH	72.69
0.618	71.97
0.500	71.75
0.382	71.52
LOW	70.80
0.618	69.63
1.000	68.91
1.618	67.74
2.618	65.85
4.250	62.77

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	72.26	72.10
PP	72.00	71.67
S1	71.75	71.25

Download as Excel Spreadsheet

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

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