NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	69.25	69.82	0.57	0.8%	69.84
High	70.60	71.04	0.44	0.6%	71.04
Low	68.93	69.53	0.60	0.9%	67.05
Close	69.86	70.64	0.78	1.1%	70.64
Range	1.67	1.51	-0.16	-9.6%	3.99
ATR	2.50	2.43	-0.07	-2.8%	0.00
Volume	292,865	299,873	7,008	2.4%	1,625,901

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	74.93	74.30	71.47
R3	73.42	72.79	71.06
R2	71.91	71.91	70.92
R1	71.28	71.28	70.78	71.60
PP	70.40	70.40	70.40	70.56
S1	69.77	69.77	70.50	70.09
S2	68.89	68.89	70.36
S3	67.38	68.26	70.22
S4	65.87	66.75	69.81

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.55	80.08	72.83
R3	77.56	76.09	71.74
R2	73.57	73.57	71.37
R1	72.10	72.10	71.01	72.84
PP	69.58	69.58	69.58	69.94
S1	68.11	68.11	70.27	68.85
S2	65.59	65.59	69.91
S3	61.60	64.12	69.54
S4	57.61	60.13	68.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.04	67.05	3.99	5.6%	1.98	2.8%	90%	True	False	325,180
10	72.72	67.05	5.67	8.0%	2.23	3.2%	63%	False	False	336,271
20	75.70	66.96	8.74	12.4%	2.50	3.5%	42%	False	False	259,941
40	75.70	63.71	11.99	17.0%	2.54	3.6%	58%	False	False	176,294
60	82.24	63.71	18.53	26.2%	2.41	3.4%	37%	False	False	135,734
80	82.24	63.71	18.53	26.2%	2.54	3.6%	37%	False	False	110,472
100	82.24	63.71	18.53	26.2%	2.45	3.5%	37%	False	False	91,372
120	82.28	63.71	18.57	26.3%	2.43	3.4%	37%	False	False	79,129

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.46
2.618	74.99
1.618	73.48
1.000	72.55
0.618	71.97
HIGH	71.04
0.618	70.46
0.500	70.29
0.382	70.11
LOW	69.53
0.618	68.60
1.000	68.02
1.618	67.09
2.618	65.58
4.250	63.11

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	70.52	70.11
PP	70.40	69.58
S1	70.29	69.05

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