NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	69.27	68.00	-1.27	-1.8%	70.63
High	69.80	69.63	-0.17	-0.2%	71.52
Low	67.76	67.45	-0.31	-0.5%	67.26
Close	67.89	69.50	1.61	2.4%	68.91
Range	2.04	2.18	0.14	6.9%	4.26
ATR	2.10	2.11	0.01	0.3%	0.00
Volume	34,737	20,621	-14,116	-40.6%	66,642

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.40	74.63	70.70
R3	73.22	72.45	70.10
R2	71.04	71.04	69.90
R1	70.27	70.27	69.70	70.66
PP	68.86	68.86	68.86	69.05
S1	68.09	68.09	69.30	68.48
S2	66.68	66.68	69.10
S3	64.50	65.91	68.90
S4	62.32	63.73	68.30

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	71.49	67.26	4.23	6.1%	2.03	2.9%	53%	False	False	21,491
10	71.52	67.26	4.26	6.1%	2.03	2.9%	53%	False	False	16,754
20	72.72	66.22	6.50	9.4%	2.15	3.1%	50%	False	False	14,035
40	72.83	65.00	7.83	11.3%	2.12	3.0%	57%	False	False	9,916
60	78.41	65.00	13.41	19.3%	1.93	2.8%	34%	False	False	8,343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	78.90
2.618	75.34
1.618	73.16
1.000	71.81
0.618	70.98
HIGH	69.63
0.618	68.80
0.500	68.54
0.382	68.28
LOW	67.45
0.618	66.10
1.000	65.27
1.618	63.92
2.618	61.74
4.250	58.19

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	69.18	69.21
PP	68.86	68.92
S1	68.54	68.63

Download as Excel Spreadsheet

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

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