NYMEX Light Sweet Crude Oil Future January 2024

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	70.63	69.87	-0.76	-1.1%	68.51
High	71.11	71.52	0.41	0.6%	70.99
Low	68.94	69.87	0.93	1.3%	66.22
Close	70.19	71.47	1.28	1.8%	70.93
Range	2.17	1.65	-0.52	-24.0%	4.77
ATR	2.19	2.15	-0.04	-1.8%	0.00
Volume	11,702	11,403	-299	-2.6%	68,718

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.90	75.34	72.38
R3	74.25	73.69	71.92
R2	72.60	72.60	71.77
R1	72.04	72.04	71.62	72.32
PP	70.95	70.95	70.95	71.10
S1	70.39	70.39	71.32	70.67
S2	69.30	69.30	71.17
S3	67.65	68.74	71.02
S4	66.00	67.09	70.56

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.69	82.08	73.55
R3	78.92	77.31	72.24
R2	74.15	74.15	71.80
R1	72.54	72.54	71.37	73.35
PP	69.38	69.38	69.38	69.78
S1	67.77	67.77	70.49	68.58
S2	64.61	64.61	70.06
S3	59.84	63.00	69.62
S4	55.07	58.23	68.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.52	67.44	4.08	5.7%	2.04	2.8%	99%	True	False	12,018
10	71.57	66.22	5.35	7.5%	2.17	3.0%	98%	False	False	12,329
20	72.72	66.22	6.50	9.1%	2.18	3.0%	81%	False	False	10,876
40	75.60	65.00	10.60	14.8%	2.10	2.9%	61%	False	False	7,833
60	78.41	65.00	13.41	18.8%	1.90	2.7%	48%	False	False	6,837

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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.53
2.618	75.84
1.618	74.19
1.000	73.17
0.618	72.54
HIGH	71.52
0.618	70.89
0.500	70.70
0.382	70.50
LOW	69.87
0.618	68.85
1.000	68.22
1.618	67.20
2.618	65.55
4.250	62.86

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	71.21	71.06
PP	70.95	70.64
S1	70.70	70.23

Download as Excel Spreadsheet

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

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