NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	70.42	67.45	-2.97	-4.2%	75.10
High	70.49	69.97	-0.52	-0.7%	75.70
Low	66.96	67.31	0.35	0.5%	69.21
Close	67.29	69.58	2.29	3.4%	70.33
Range	3.53	2.66	-0.87	-24.6%	6.49
ATR	2.68	2.68	0.00	0.0%	0.00
Volume	223,623	253,162	29,539	13.2%	773,323

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.93	75.92	71.04
R3	74.27	73.26	70.31
R2	71.61	71.61	70.07
R1	70.60	70.60	69.82	71.11
PP	68.95	68.95	68.95	69.21
S1	67.94	67.94	69.34	68.45
S2	66.29	66.29	69.09
S3	63.63	65.28	68.85
S4	60.97	62.62	68.12

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	9.2%	2.83	4.1%	41%	False	False	196,568
10	75.70	66.96	8.74	12.6%	2.84	4.1%	30%	False	False	165,366
20	75.70	66.96	8.74	12.6%	2.57	3.7%	30%	False	False	128,067
40	80.69	63.71	16.98	24.4%	2.62	3.8%	35%	False	False	100,817
60	82.24	63.71	18.53	26.6%	2.44	3.5%	32%	False	False	79,360
80	82.24	63.71	18.53	26.6%	2.53	3.6%	32%	False	False	64,801
100	82.28	63.71	18.57	26.7%	2.46	3.5%	32%	False	False	54,907
120	82.28	63.71	18.57	26.7%	2.42	3.5%	32%	False	False	48,038

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.28
2.618	76.93
1.618	74.27
1.000	72.63
0.618	71.61
HIGH	69.97
0.618	68.95
0.500	68.64
0.382	68.33
LOW	67.31
0.618	65.67
1.000	64.65
1.618	63.01
2.618	60.35
4.250	56.01

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	69.27	69.54
PP	68.95	69.49
S1	68.64	69.45

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

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