NYMEX Light Sweet Crude Oil Future December 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 70.12 71.67 1.55 2.2% 69.48
High 71.88 71.86 -0.02 0.0% 71.32
Low 70.11 68.85 -1.26 -1.8% 66.36
Close 71.80 69.29 -2.51 -3.5% 71.23
Range 1.77 3.01 1.24 70.1% 4.96
ATR 2.32 2.37 0.05 2.1% 0.00
Volume 59,247 135,014 75,767 127.9% 404,289
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 79.03 77.17 70.95
R3 76.02 74.16 70.12
R2 73.01 73.01 69.84
R1 71.15 71.15 69.57 70.58
PP 70.00 70.00 70.00 69.71
S1 68.14 68.14 69.01 67.57
S2 66.99 66.99 68.74
S3 63.98 65.13 68.46
S4 60.97 62.12 67.63
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 84.52 82.83 73.96
R3 79.56 77.87 72.59
R2 74.60 74.60 72.14
R1 72.91 72.91 71.68 73.76
PP 69.64 69.64 69.64 70.06
S1 67.95 67.95 70.78 68.80
S2 64.68 64.68 70.32
S3 59.72 62.99 69.87
S4 54.76 58.03 68.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.88 67.69 4.19 6.0% 2.31 3.3% 38% False False 79,799
10 71.99 66.36 5.63 8.1% 2.45 3.5% 52% False False 86,412
20 73.40 66.36 7.04 10.2% 2.43 3.5% 42% False False 79,821
40 74.99 63.00 11.99 17.3% 2.41 3.5% 52% False False 71,724
60 79.22 63.00 16.22 23.4% 2.17 3.1% 39% False False 68,181
80 79.22 63.00 16.22 23.4% 2.32 3.4% 39% False False 66,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.65
2.618 79.74
1.618 76.73
1.000 74.87
0.618 73.72
HIGH 71.86
0.618 70.71
0.500 70.36
0.382 70.00
LOW 68.85
0.618 66.99
1.000 65.84
1.618 63.98
2.618 60.97
4.250 56.06
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 70.36 70.37
PP 70.00 70.01
S1 69.65 69.65

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

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