NYMEX Light Sweet Crude Oil Future March 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	69.23	69.87	0.64	0.9%	67.60
High	70.36	70.46	0.10	0.1%	70.36
Low	68.87	68.39	-0.48	-0.7%	65.63
Close	70.32	69.59	-0.73	-1.0%	70.32
Range	1.49	2.07	0.58	38.9%	4.73
ATR	2.16	2.16	-0.01	-0.3%	0.00
Volume	10,493	10,635	142	1.4%	84,074

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.69	74.71	70.73
R3	73.62	72.64	70.16
R2	71.55	71.55	69.97
R1	70.57	70.57	69.78	70.03
PP	69.48	69.48	69.48	69.21
S1	68.50	68.50	69.40	67.96
S2	67.41	67.41	69.21
S3	65.34	66.43	69.02
S4	63.27	64.36	68.45

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.96	81.37	72.92
R3	78.23	76.64	71.62
R2	73.50	73.50	71.19
R1	71.91	71.91	70.75	72.71
PP	68.77	68.77	68.77	69.17
S1	67.18	67.18	69.89	67.98
S2	64.04	64.04	69.45
S3	59.31	62.45	69.02
S4	54.58	57.72	67.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.46	66.25	4.21	6.0%	2.06	3.0%	79%	True	False	14,039
10	70.69	65.63	5.06	7.3%	2.05	2.9%	78%	False	False	16,182

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	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.26
2.618	75.88
1.618	73.81
1.000	72.53
0.618	71.74
HIGH	70.46
0.618	69.67
0.500	69.43
0.382	69.18
LOW	68.39
0.618	67.11
1.000	66.32
1.618	65.04
2.618	62.97
4.250	59.59

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	69.54	69.30
PP	69.48	69.00
S1	69.43	68.71

Download as Excel Spreadsheet

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

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