NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	69.19	69.43	0.24	0.3%	69.44
High	70.29	70.47	0.18	0.3%	70.47
Low	68.84	69.33	0.49	0.7%	67.45
Close	69.68	70.20	0.52	0.7%	70.20
Range	1.45	1.14	-0.31	-21.4%	3.02
ATR	2.06	1.99	-0.07	-3.2%	0.00
Volume	10,554	23,079	12,525	118.7%	97,552

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	73.42	72.95	70.83
R3	72.28	71.81	70.51
R2	71.14	71.14	70.41
R1	70.67	70.67	70.30	70.91
PP	70.00	70.00	70.00	70.12
S1	69.53	69.53	70.10	69.77
S2	68.86	68.86	69.99
S3	67.72	68.39	69.89
S4	66.58	67.25	69.57

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.43	77.34	71.86
R3	75.41	74.32	71.03
R2	72.39	72.39	70.75
R1	71.30	71.30	70.48	71.85
PP	69.37	69.37	69.37	69.65
S1	68.28	68.28	69.92	68.83
S2	66.35	66.35	69.65
S3	63.33	65.26	69.37
S4	60.31	62.24	68.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.47	67.45	3.02	4.3%	1.60	2.3%	91%	True	False	19,510
10	71.52	67.26	4.26	6.1%	1.81	2.6%	69%	False	False	17,350
20	72.72	66.22	6.50	9.3%	2.03	2.9%	61%	False	False	14,853
40	72.72	65.00	7.72	11.0%	2.02	2.9%	67%	False	False	10,350
60	78.41	65.00	13.41	19.1%	1.90	2.7%	39%	False	False	8,597

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	75.32
2.618	73.45
1.618	72.31
1.000	71.61
0.618	71.17
HIGH	70.47
0.618	70.03
0.500	69.90
0.382	69.77
LOW	69.33
0.618	68.63
1.000	68.19
1.618	67.49
2.618	66.35
4.250	64.49

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	70.10	69.79
PP	70.00	69.37
S1	69.90	68.96

Download as Excel Spreadsheet

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

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