NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	71.11	70.42	-0.69	-1.0%	75.10
High	71.93	70.49	-1.44	-2.0%	75.70
Low	70.26	66.96	-3.30	-4.7%	69.21
Close	70.33	67.29	-3.04	-4.3%	70.33
Range	1.67	3.53	1.86	111.4%	6.49
ATR	2.62	2.68	0.07	2.5%	0.00
Volume	160,294	223,623	63,329	39.5%	773,323

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.84	76.59	69.23
R3	75.31	73.06	68.26
R2	71.78	71.78	67.94
R1	69.53	69.53	67.61	68.89
PP	68.25	68.25	68.25	67.93
S1	66.00	66.00	66.97	65.36
S2	64.72	64.72	66.64
S3	61.19	62.47	66.32
S4	57.66	58.94	65.35

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.22	87.26	73.90
R3	84.73	80.77	72.11
R2	78.24	78.24	71.52
R1	74.28	74.28	70.92	73.02
PP	71.75	71.75	71.75	71.11
S1	67.79	67.79	69.74	66.53
S2	65.26	65.26	69.14
S3	58.77	61.30	68.55
S4	52.28	54.81	66.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.37	66.96	6.41	9.5%	2.73	4.1%	5%	False	True	169,594
10	75.70	66.96	8.74	13.0%	3.02	4.5%	4%	False	True	151,799
20	75.70	66.96	8.74	13.0%	2.55	3.8%	4%	False	True	118,886
40	81.64	63.71	17.93	26.6%	2.60	3.9%	20%	False	False	95,407
60	82.24	63.71	18.53	27.5%	2.46	3.7%	19%	False	False	76,203
80	82.24	63.71	18.53	27.5%	2.51	3.7%	19%	False	False	61,725
100	82.28	63.71	18.57	27.6%	2.46	3.6%	19%	False	False	52,604
120	82.28	63.71	18.57	27.6%	2.41	3.6%	19%	False	False	45,967

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.49
2.618	79.73
1.618	76.20
1.000	74.02
0.618	72.67
HIGH	70.49
0.618	69.14
0.500	68.73
0.382	68.31
LOW	66.96
0.618	64.78
1.000	63.43
1.618	61.25
2.618	57.72
4.250	51.96

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	68.73	70.17
PP	68.25	69.21
S1	67.77	68.25

Download as Excel Spreadsheet

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

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