NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	69.44	69.27	-0.17	-0.2%	70.63
High	69.77	69.80	0.03	0.0%	71.52
Low	68.59	67.76	-0.83	-1.2%	67.26
Close	69.18	67.89	-1.29	-1.9%	68.91
Range	1.18	2.04	0.86	72.9%	4.26
ATR	2.11	2.10	0.00	-0.2%	0.00
Volume	8,561	34,737	26,176	305.8%	66,642

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	74.60	73.29	69.01
R3	72.56	71.25	68.45
R2	70.52	70.52	68.26
R1	69.21	69.21	68.08	68.85
PP	68.48	68.48	68.48	68.30
S1	67.17	67.17	67.70	66.81
S2	66.44	66.44	67.52
S3	64.40	65.13	67.33
S4	62.36	63.09	66.77

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.01	79.72	71.25
R3	77.75	75.46	70.08
R2	73.49	73.49	69.69
R1	71.20	71.20	69.30	70.22
PP	69.23	69.23	69.23	68.74
S1	66.94	66.94	68.52	65.96
S2	64.97	64.97	68.13
S3	60.71	62.68	67.74
S4	56.45	58.42	66.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.52	67.26	4.26	6.3%	1.93	2.8%	15%	False	False	19,647
10	71.52	66.73	4.79	7.1%	2.04	3.0%	24%	False	False	16,195
20	72.72	66.22	6.50	9.6%	2.23	3.3%	26%	False	False	13,399
40	73.36	65.00	8.36	12.3%	2.10	3.1%	35%	False	False	9,456
60	78.41	65.00	13.41	19.8%	1.92	2.8%	22%	False	False	8,058

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.47
2.618	75.14
1.618	73.10
1.000	71.84
0.618	71.06
HIGH	69.80
0.618	69.02
0.500	68.78
0.382	68.54
LOW	67.76
0.618	66.50
1.000	65.72
1.618	64.46
2.618	62.42
4.250	59.09

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	68.78	68.53
PP	68.48	68.32
S1	68.19	68.10

Download as Excel Spreadsheet

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

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