NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	69.48	70.28	0.80	1.2%	68.59
High	70.69	70.75	0.06	0.1%	70.69
Low	69.16	68.71	-0.45	-0.7%	65.90
Close	70.62	69.89	-0.73	-1.0%	70.62
Range	1.53	2.04	0.51	33.3%	4.79
ATR	2.06	2.06	0.00	-0.1%	0.00
Volume	3,454	4,915	1,461	42.3%	34,971

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.90	74.94	71.01
R3	73.86	72.90	70.45
R2	71.82	71.82	70.26
R1	70.86	70.86	70.08	70.32
PP	69.78	69.78	69.78	69.52
S1	68.82	68.82	69.70	68.28
S2	67.74	67.74	69.52
S3	65.70	66.78	69.33
S4	63.66	64.74	68.77

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.44	81.82	73.25
R3	78.65	77.03	71.94
R2	73.86	73.86	71.50
R1	72.24	72.24	71.06	73.05
PP	69.07	69.07	69.07	69.48
S1	67.45	67.45	70.18	68.26
S2	64.28	64.28	69.74
S3	59.49	62.66	69.30
S4	54.70	57.87	67.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.75	66.45	4.30	6.2%	2.08	3.0%	80%	True	False	5,830
10	71.15	65.90	5.25	7.5%	2.13	3.0%	76%	False	False	5,780
20	72.14	65.90	6.24	8.9%	2.03	2.9%	64%	False	False	4,851
40	75.38	65.24	10.14	14.5%	1.95	2.8%	46%	False	False	3,708

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.42
2.618	76.09
1.618	74.05
1.000	72.79
0.618	72.01
HIGH	70.75
0.618	69.97
0.500	69.73
0.382	69.49
LOW	68.71
0.618	67.45
1.000	66.67
1.618	65.41
2.618	63.37
4.250	60.04

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	69.84	69.59
PP	69.78	69.28
S1	69.73	68.98

Download as Excel Spreadsheet

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

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