NYMEX Light Sweet Crude Oil Future July 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	70.55	71.45	0.90	1.3%	70.27
High	71.89	72.09	0.20	0.3%	71.89
Low	69.95	69.65	-0.30	-0.4%	66.80
Close	71.78	70.50	-1.28	-1.8%	71.78
Range	1.94	2.44	0.50	25.8%	5.09
ATR	2.65	2.63	-0.01	-0.6%	0.00
Volume	99,185	28,744	-70,441	-71.0%	1,290,370

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.07	76.72	71.84
R3	75.63	74.28	71.17
R2	73.19	73.19	70.95
R1	71.84	71.84	70.72	71.30
PP	70.75	70.75	70.75	70.47
S1	69.40	69.40	70.28	68.86
S2	68.31	68.31	70.05
S3	65.87	66.96	69.83
S4	63.43	64.52	69.16

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.43	83.69	74.58
R3	80.34	78.60	73.18
R2	75.25	75.25	72.71
R1	73.51	73.51	72.25	74.38
PP	70.16	70.16	70.16	70.59
S1	68.42	68.42	71.31	69.29
S2	65.07	65.07	70.85
S3	59.98	63.33	70.38
S4	54.89	58.24	68.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.09	67.15	4.94	7.0%	2.49	3.5%	68%	True	False	182,869
10	73.28	66.80	6.48	9.2%	2.63	3.7%	57%	False	False	271,932
20	75.06	66.80	8.26	11.7%	2.65	3.8%	45%	False	False	317,960
40	79.00	63.89	15.11	21.4%	2.70	3.8%	44%	False	False	237,461
60	82.91	63.89	19.02	27.0%	2.47	3.5%	35%	False	False	188,044
80	82.91	63.89	19.02	27.0%	2.59	3.7%	35%	False	False	153,816
100	82.91	63.89	19.02	27.0%	2.55	3.6%	35%	False	False	129,407
120	82.91	63.89	19.02	27.0%	2.51	3.6%	35%	False	False	112,372

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	0.59
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.46
2.618	78.48
1.618	76.04
1.000	74.53
0.618	73.60
HIGH	72.09
0.618	71.16
0.500	70.87
0.382	70.58
LOW	69.65
0.618	68.14
1.000	67.21
1.618	65.70
2.618	63.26
4.250	59.28

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	70.87	70.34
PP	70.75	70.19
S1	70.62	70.03

Download as Excel Spreadsheet

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

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