NYMEX Light Sweet Crude Oil Future August 2023

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	70.81	71.69	0.88	1.2%	70.42
High	72.03	72.38	0.35	0.5%	72.03
Low	70.18	69.76	-0.42	-0.6%	66.96
Close	71.93	71.19	-0.74	-1.0%	71.93
Range	1.85	2.62	0.77	41.6%	5.07
ATR	2.63	2.62	0.00	0.0%	0.00
Volume	297,844	430,492	132,648	44.5%	1,249,682

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.97	77.70	72.63
R3	76.35	75.08	71.91
R2	73.73	73.73	71.67
R1	72.46	72.46	71.43	71.79
PP	71.11	71.11	71.11	70.77
S1	69.84	69.84	70.95	69.17
S2	68.49	68.49	70.71
S3	65.87	67.22	70.47
S4	63.25	64.60	69.75

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.52	83.79	74.72
R3	80.45	78.72	73.32
R2	75.38	75.38	72.86
R1	73.65	73.65	72.39	74.52
PP	70.31	70.31	70.31	70.74
S1	68.58	68.58	71.47	69.45
S2	65.24	65.24	71.00
S3	60.17	63.51	70.54
S4	55.10	58.44	69.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.38	67.31	5.07	7.1%	2.50	3.5%	77%	True	False	291,310
10	73.37	66.96	6.41	9.0%	2.62	3.7%	66%	False	False	230,452
20	75.70	66.96	8.74	12.3%	2.65	3.7%	48%	False	False	174,080
40	78.62	63.71	14.91	20.9%	2.67	3.8%	50%	False	False	126,408
60	82.24	63.71	18.53	26.0%	2.43	3.4%	40%	False	False	97,238
80	82.24	63.71	18.53	26.0%	2.54	3.6%	40%	False	False	78,921
100	82.24	63.71	18.53	26.0%	2.49	3.5%	40%	False	False	66,198
120	82.28	63.71	18.57	26.1%	2.43	3.4%	40%	False	False	57,846

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.52
2.618	79.24
1.618	76.62
1.000	75.00
0.618	74.00
HIGH	72.38
0.618	71.38
0.500	71.07
0.382	70.76
LOW	69.76
0.618	68.14
1.000	67.14
1.618	65.52
2.618	62.90
4.250	58.63

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	71.15	70.88
PP	71.11	70.57
S1	71.07	70.26

Download as Excel Spreadsheet

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

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