NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	68.01	69.25	1.24	1.8%	71.69
High	69.73	70.60	0.87	1.2%	72.72
Low	67.05	68.93	1.88	2.8%	67.35
Close	69.56	69.86	0.30	0.4%	69.16
Range	2.68	1.67	-1.01	-37.7%	5.37
ATR	2.56	2.50	-0.06	-2.5%	0.00
Volume	368,295	292,865	-75,430	-20.5%	1,438,971

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	74.81	74.00	70.78
R3	73.14	72.33	70.32
R2	71.47	71.47	70.17
R1	70.66	70.66	70.01	71.07
PP	69.80	69.80	69.80	70.00
S1	68.99	68.99	69.71	69.40
S2	68.13	68.13	69.55
S3	66.46	67.32	69.40
S4	64.79	65.65	68.94

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	70.60	67.05	3.55	5.1%	2.14	3.1%	79%	True	False	329,700
10	72.72	67.05	5.67	8.1%	2.38	3.4%	50%	False	False	332,567
20	75.70	66.96	8.74	12.5%	2.60	3.7%	33%	False	False	251,710
40	75.70	63.71	11.99	17.2%	2.60	3.7%	51%	False	False	172,097
60	82.24	63.71	18.53	26.5%	2.42	3.5%	33%	False	False	131,537
80	82.24	63.71	18.53	26.5%	2.56	3.7%	33%	False	False	106,919
100	82.24	63.71	18.53	26.5%	2.45	3.5%	33%	False	False	88,508
120	82.28	63.71	18.57	26.6%	2.43	3.5%	33%	False	False	76,735

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	77.70
2.618	74.97
1.618	73.30
1.000	72.27
0.618	71.63
HIGH	70.60
0.618	69.96
0.500	69.77
0.382	69.57
LOW	68.93
0.618	67.90
1.000	67.26
1.618	66.23
2.618	64.56
4.250	61.83

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	69.83	69.52
PP	69.80	69.17
S1	69.77	68.83

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols