NYMEX Light Sweet Crude Oil Future July 2023

Trading Metrics calculated at close of trading on 16-Jun-2023

Day Change Summary
	Previous	Current
	15-Jun-2023	16-Jun-2023	Change	Change %	Previous Week
Open	68.70	70.55	1.85	2.7%	70.27
High	70.96	71.89	0.93	1.3%	71.89
Low	67.97	69.95	1.98	2.9%	66.80
Close	70.62	71.78	1.16	1.6%	71.78
Range	2.99	1.94	-1.05	-35.1%	5.09
ATR	2.70	2.65	-0.05	-2.0%	0.00
Volume	115,613	99,185	-16,428	-14.2%	1,290,370

Daily Pivots for day following 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.03	76.34	72.85
R3	75.09	74.40	72.31
R2	73.15	73.15	72.14
R1	72.46	72.46	71.96	72.81
PP	71.21	71.21	71.21	71.38
S1	70.52	70.52	71.60	70.87
S2	69.27	69.27	71.42
S3	67.33	68.58	71.25
S4	65.39	66.64	70.71

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.43	83.69	74.58
R3	80.34	78.60	73.18
R2	75.25	75.25	72.71
R1	73.51	73.51	72.25	74.38
PP	70.16	70.16	70.16	70.59
S1	68.42	68.42	71.31	69.29
S2	65.07	65.07	70.85
S3	59.98	63.33	70.38
S4	54.89	58.24	68.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.89	66.80	5.09	7.1%	2.71	3.8%	98%	True	False	258,074
10	75.06	66.80	8.26	11.5%	2.72	3.8%	60%	False	False	307,452
20	75.06	66.80	8.26	11.5%	2.65	3.7%	60%	False	False	332,145
40	79.00	63.89	15.11	21.1%	2.68	3.7%	52%	False	False	239,472
60	82.91	63.89	19.02	26.5%	2.47	3.4%	41%	False	False	189,214
80	82.91	63.89	19.02	26.5%	2.59	3.6%	41%	False	False	154,189
100	82.91	63.89	19.02	26.5%	2.54	3.5%	41%	False	False	129,331
120	82.91	63.89	19.02	26.5%	2.51	3.5%	41%	False	False	112,200

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.14
2.618	76.97
1.618	75.03
1.000	73.83
0.618	73.09
HIGH	71.89
0.618	71.15
0.500	70.92
0.382	70.69
LOW	69.95
0.618	68.75
1.000	68.01
1.618	66.81
2.618	64.87
4.250	61.71

Fisher Pivots for day following 16-Jun-2023
Pivot	1 day	3 day
R1	71.49	71.16
PP	71.21	70.55
S1	70.92	69.93

Download as Excel Spreadsheet

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

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