NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	68.73	67.88	-0.85	-1.2%	72.14
High	69.33	69.81	0.48	0.7%	72.14
Low	67.30	67.20	-0.10	-0.1%	67.80
Close	67.45	69.70	2.25	3.3%	68.72
Range	2.03	2.61	0.58	28.6%	4.34
ATR	2.06	2.10	0.04	1.9%	0.00
Volume	5,018	5,608	590	11.8%	22,356

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.73	75.83	71.14
R3	74.12	73.22	70.42
R2	71.51	71.51	70.18
R1	70.61	70.61	69.94	71.06
PP	68.90	68.90	68.90	69.13
S1	68.00	68.00	69.46	68.45
S2	66.29	66.29	69.22
S3	63.68	65.39	68.98
S4	61.07	62.78	68.26

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.57	79.99	71.11
R3	78.23	75.65	69.91
R2	73.89	73.89	69.52
R1	71.31	71.31	69.12	70.43
PP	69.55	69.55	69.55	69.12
S1	66.97	66.97	68.32	66.09
S2	65.21	65.21	67.92
S3	60.87	62.63	67.53
S4	56.53	58.29	66.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.08	65.90	4.18	6.0%	2.19	3.1%	91%	False	False	7,200
10	72.14	65.90	6.24	9.0%	2.20	3.2%	61%	False	False	5,728
20	72.14	65.90	6.24	9.0%	1.97	2.8%	61%	False	False	4,684
40	75.38	65.24	10.14	14.5%	1.92	2.8%	44%	False	False	3,610

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.90
2.618	76.64
1.618	74.03
1.000	72.42
0.618	71.42
HIGH	69.81
0.618	68.81
0.500	68.51
0.382	68.20
LOW	67.20
0.618	65.59
1.000	64.59
1.618	62.98
2.618	60.37
4.250	56.11

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	69.30	69.18
PP	68.90	68.65
S1	68.51	68.13

Download as Excel Spreadsheet

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

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