NYMEX Light Sweet Crude Oil Future September 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 70.08 74.68 4.60 6.6% 73.00
High 72.04 74.99 2.95 4.1% 73.40
Low 69.95 71.62 1.67 2.4% 67.14
Close 71.64 72.03 0.39 0.5% 71.64
Range 2.09 3.37 1.28 61.2% 6.26
ATR 2.48 2.54 0.06 2.6% 0.00
Volume 95,514 116,707 21,193 22.2% 393,003
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 82.99 80.88 73.88
R3 79.62 77.51 72.96
R2 76.25 76.25 72.65
R1 74.14 74.14 72.34 73.51
PP 72.88 72.88 72.88 72.57
S1 70.77 70.77 71.72 70.14
S2 69.51 69.51 71.41
S3 66.14 67.40 71.10
S4 62.77 64.03 70.18
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 74.99 67.14 7.85 10.9% 3.14 4.4% 62% True False 101,942
10 74.99 67.14 7.85 10.9% 2.58 3.6% 62% True False 90,820
20 74.99 67.14 7.85 10.9% 2.37 3.3% 62% True False 71,404
40 81.44 64.21 17.23 23.9% 2.36 3.3% 45% False False 61,157
60 81.44 64.21 17.23 23.9% 2.52 3.5% 45% False False 55,073
80 81.44 64.21 17.23 23.9% 2.40 3.3% 45% False False 46,891
100 81.75 64.21 17.54 24.4% 2.38 3.3% 45% False False 42,829
120 81.75 64.21 17.54 24.4% 2.34 3.3% 45% False False 38,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.31
2.618 83.81
1.618 80.44
1.000 78.36
0.618 77.07
HIGH 74.99
0.618 73.70
0.500 73.31
0.382 72.91
LOW 71.62
0.618 69.54
1.000 68.25
1.618 66.17
2.618 62.80
4.250 57.30
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 73.31 71.78
PP 72.88 71.53
S1 72.46 71.29

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

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