NYMEX Light Sweet Crude Oil Future July 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	71.56	72.47	0.91	1.3%	73.23
High	73.19	73.28	0.09	0.1%	73.55
Low	71.01	69.03	-1.98	-2.8%	67.03
Close	72.53	71.29	-1.24	-1.7%	71.74
Range	2.18	4.25	2.07	95.0%	6.52
ATR	2.59	2.71	0.12	4.6%	0.00
Volume	299,127	485,396	186,269	62.3%	1,603,638

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.95	81.87	73.63
R3	79.70	77.62	72.46
R2	75.45	75.45	72.07
R1	73.37	73.37	71.68	72.29
PP	71.20	71.20	71.20	70.66
S1	69.12	69.12	70.90	68.04
S2	66.95	66.95	70.51
S3	62.70	64.87	70.12
S4	58.45	60.62	68.95

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.33	87.56	75.33
R3	83.81	81.04	73.53
R2	77.29	77.29	72.94
R1	74.52	74.52	72.34	72.65
PP	70.77	70.77	70.77	69.84
S1	68.00	68.00	71.14	66.13
S2	64.25	64.25	70.54
S3	57.73	61.48	69.95
S4	51.21	54.96	68.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.06	69.03	6.03	8.5%	2.83	4.0%	37%	False	True	361,204
10	75.06	67.03	8.03	11.3%	2.98	4.2%	53%	False	False	377,120
20	75.06	67.03	8.03	11.3%	2.54	3.6%	53%	False	False	305,579
40	82.83	63.89	18.94	26.6%	2.57	3.6%	39%	False	False	213,292
60	82.91	63.89	19.02	26.7%	2.60	3.6%	39%	False	False	171,520
80	82.91	63.89	19.02	26.7%	2.55	3.6%	39%	False	False	136,492
100	82.91	63.89	19.02	26.7%	2.53	3.5%	39%	False	False	115,591
120	82.91	63.89	19.02	26.7%	2.49	3.5%	39%	False	False	99,596

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	91.34
2.618	84.41
1.618	80.16
1.000	77.53
0.618	75.91
HIGH	73.28
0.618	71.66
0.500	71.16
0.382	70.65
LOW	69.03
0.618	66.40
1.000	64.78
1.618	62.15
2.618	57.90
4.250	50.97

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	71.25	71.25
PP	71.20	71.20
S1	71.16	71.16

Download as Excel Spreadsheet

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

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