NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	69.84	69.49	-0.35	-0.5%	71.69
High	70.11	70.15	0.04	0.1%	72.72
Low	68.71	67.50	-1.21	-1.8%	67.35
Close	69.37	67.70	-1.67	-2.4%	69.16
Range	1.40	2.65	1.25	89.3%	5.37
ATR	2.54	2.55	0.01	0.3%	0.00
Volume	280,116	384,752	104,636	37.4%	1,438,971

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.40	74.70	69.16
R3	73.75	72.05	68.43
R2	71.10	71.10	68.19
R1	69.40	69.40	67.94	68.93
PP	68.45	68.45	68.45	68.21
S1	66.75	66.75	67.46	66.28
S2	65.80	65.80	67.21
S3	63.15	64.10	66.97
S4	60.50	61.45	66.24

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.85	82.88	72.11
R3	80.48	77.51	70.64
R2	75.11	75.11	70.14
R1	72.14	72.14	69.65	70.94
PP	69.74	69.74	69.74	69.15
S1	66.77	66.77	68.67	65.57
S2	64.37	64.37	68.18
S3	59.00	61.40	67.68
S4	53.63	56.03	66.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.72	67.35	5.37	7.9%	2.40	3.5%	7%	False	False	334,669
10	72.72	67.31	5.41	8.0%	2.45	3.6%	7%	False	False	312,989
20	75.70	66.96	8.74	12.9%	2.73	4.0%	8%	False	False	232,394
40	76.12	63.71	12.41	18.3%	2.65	3.9%	32%	False	False	158,702
60	82.24	63.71	18.53	27.4%	2.43	3.6%	22%	False	False	122,642
80	82.24	63.71	18.53	27.4%	2.58	3.8%	22%	False	False	99,055
100	82.24	63.71	18.53	27.4%	2.47	3.7%	22%	False	False	82,292
120	82.28	63.71	18.57	27.4%	2.44	3.6%	21%	False	False	71,457

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.41
2.618	77.09
1.618	74.44
1.000	72.80
0.618	71.79
HIGH	70.15
0.618	69.14
0.500	68.83
0.382	68.51
LOW	67.50
0.618	65.86
1.000	64.85
1.618	63.21
2.618	60.56
4.250	56.24

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	68.83	68.75
PP	68.45	68.40
S1	68.08	68.05

Download as Excel Spreadsheet

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

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