NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 67.67 70.08 2.41 3.6% 73.00
High 70.95 72.04 1.09 1.5% 73.40
Low 67.58 69.95 2.37 3.5% 67.14
Close 70.03 71.64 1.61 2.3% 71.64
Range 3.37 2.09 -1.28 -38.0% 6.26
ATR 2.51 2.48 -0.03 -1.2% 0.00
Volume 88,534 95,514 6,980 7.9% 393,003
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 77.48 76.65 72.79
R3 75.39 74.56 72.21
R2 73.30 73.30 72.02
R1 72.47 72.47 71.83 72.89
PP 71.21 71.21 71.21 71.42
S1 70.38 70.38 71.45 70.80
S2 69.12 69.12 71.26
S3 67.03 68.29 71.07
S4 64.94 66.20 70.49
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 89.51 86.83 75.08
R3 83.25 80.57 73.36
R2 76.99 76.99 72.79
R1 74.31 74.31 72.21 72.52
PP 70.73 70.73 70.73 69.83
S1 68.05 68.05 71.07 66.26
S2 64.47 64.47 70.49
S3 58.21 61.79 69.92
S4 51.95 55.53 68.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.40 67.14 6.26 8.7% 2.77 3.9% 72% False False 88,563
10 74.32 67.14 7.18 10.0% 2.48 3.5% 63% False False 84,316
20 74.32 67.14 7.18 10.0% 2.35 3.3% 63% False False 68,594
40 81.44 64.21 17.23 24.1% 2.30 3.2% 43% False False 59,246
60 81.44 64.21 17.23 24.1% 2.50 3.5% 43% False False 53,575
80 81.44 64.21 17.23 24.1% 2.38 3.3% 43% False False 45,704
100 81.75 64.21 17.54 24.5% 2.36 3.3% 42% False False 41,899
120 81.75 64.21 17.54 24.5% 2.33 3.3% 42% False False 37,403
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.92
2.618 77.51
1.618 75.42
1.000 74.13
0.618 73.33
HIGH 72.04
0.618 71.24
0.500 71.00
0.382 70.75
LOW 69.95
0.618 68.66
1.000 67.86
1.618 66.57
2.618 64.48
4.250 61.07
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 71.43 70.96
PP 71.21 70.27
S1 71.00 69.59

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

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