NYMEX Light Sweet Crude Oil Future August 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 70.25 75.10 4.85 6.9% 73.22
High 72.24 75.70 3.46 4.8% 73.62
Low 70.10 71.85 1.75 2.5% 67.21
Close 71.84 72.26 0.42 0.6% 71.84
Range 2.14 3.85 1.71 79.9% 6.41
ATR 2.55 2.65 0.09 3.7% 0.00
Volume 110,943 148,975 38,032 34.3% 521,051
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 84.82 82.39 74.38
R3 80.97 78.54 73.32
R2 77.12 77.12 72.97
R1 74.69 74.69 72.61 73.98
PP 73.27 73.27 73.27 72.92
S1 70.84 70.84 71.91 70.13
S2 69.42 69.42 71.55
S3 65.57 66.99 71.20
S4 61.72 63.14 70.14
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 90.12 87.39 75.37
R3 83.71 80.98 73.60
R2 77.30 77.30 73.02
R1 74.57 74.57 72.43 72.73
PP 70.89 70.89 70.89 69.97
S1 68.16 68.16 71.25 66.32
S2 64.48 64.48 70.66
S3 58.07 61.75 70.08
S4 51.66 55.34 68.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.70 67.21 8.49 11.7% 3.30 4.6% 59% True False 134,005
10 75.70 67.21 8.49 11.7% 2.69 3.7% 59% True False 117,709
20 75.70 67.21 8.49 11.7% 2.44 3.4% 59% True False 97,266
40 82.24 63.71 18.53 25.6% 2.45 3.4% 46% False False 78,639
60 82.24 63.71 18.53 25.6% 2.58 3.6% 46% False False 64,345
80 82.24 63.71 18.53 25.6% 2.46 3.4% 46% False False 52,088
100 82.28 63.71 18.57 25.7% 2.43 3.4% 46% False False 45,241
120 82.28 63.71 18.57 25.7% 2.39 3.3% 46% False False 39,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.06
2.618 85.78
1.618 81.93
1.000 79.55
0.618 78.08
HIGH 75.70
0.618 74.23
0.500 73.78
0.382 73.32
LOW 71.85
0.618 69.47
1.000 68.00
1.618 65.62
2.618 61.77
4.250 55.49
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 73.78 72.07
PP 73.27 71.88
S1 72.77 71.69

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

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