NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
72.66 |
69.30 |
-3.36 |
-4.6% |
71.07 |
| High |
73.02 |
69.37 |
-3.65 |
-5.0% |
73.85 |
| Low |
68.80 |
66.95 |
-1.85 |
-2.7% |
69.95 |
| Close |
69.23 |
67.92 |
-1.31 |
-1.9% |
72.24 |
| Range |
4.22 |
2.42 |
-1.80 |
-42.7% |
3.90 |
| ATR |
2.34 |
2.35 |
0.01 |
0.2% |
0.00 |
| Volume |
39,991 |
51,305 |
11,314 |
28.3% |
162,638 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.34 |
74.05 |
69.25 |
|
| R3 |
72.92 |
71.63 |
68.59 |
|
| R2 |
70.50 |
70.50 |
68.36 |
|
| R1 |
69.21 |
69.21 |
68.14 |
68.65 |
| PP |
68.08 |
68.08 |
68.08 |
67.80 |
| S1 |
66.79 |
66.79 |
67.70 |
66.23 |
| S2 |
65.66 |
65.66 |
67.48 |
|
| S3 |
63.24 |
64.37 |
67.25 |
|
| S4 |
60.82 |
61.95 |
66.59 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.71 |
81.88 |
74.39 |
|
| R3 |
79.81 |
77.98 |
73.31 |
|
| R2 |
75.91 |
75.91 |
72.96 |
|
| R1 |
74.08 |
74.08 |
72.60 |
75.00 |
| PP |
72.01 |
72.01 |
72.01 |
72.47 |
| S1 |
70.18 |
70.18 |
71.88 |
71.10 |
| S2 |
68.11 |
68.11 |
71.53 |
|
| S3 |
64.21 |
66.28 |
71.17 |
|
| S4 |
60.31 |
62.38 |
70.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.85 |
66.95 |
6.90 |
10.2% |
2.55 |
3.8% |
14% |
False |
True |
38,777 |
| 10 |
73.85 |
66.95 |
6.90 |
10.2% |
2.32 |
3.4% |
14% |
False |
True |
32,806 |
| 20 |
73.85 |
64.58 |
9.27 |
13.6% |
2.38 |
3.5% |
36% |
False |
False |
29,774 |
| 40 |
80.64 |
64.58 |
16.06 |
23.6% |
2.15 |
3.2% |
21% |
False |
False |
25,696 |
| 60 |
80.64 |
64.42 |
16.22 |
23.9% |
2.36 |
3.5% |
22% |
False |
False |
21,598 |
| 80 |
80.64 |
64.42 |
16.22 |
23.9% |
2.23 |
3.3% |
22% |
False |
False |
18,037 |
| 100 |
81.03 |
64.42 |
16.61 |
24.5% |
2.19 |
3.2% |
21% |
False |
False |
16,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.66 |
|
2.618 |
75.71 |
|
1.618 |
73.29 |
|
1.000 |
71.79 |
|
0.618 |
70.87 |
|
HIGH |
69.37 |
|
0.618 |
68.45 |
|
0.500 |
68.16 |
|
0.382 |
67.87 |
|
LOW |
66.95 |
|
0.618 |
65.45 |
|
1.000 |
64.53 |
|
1.618 |
63.03 |
|
2.618 |
60.61 |
|
4.250 |
56.67 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
68.16 |
69.99 |
| PP |
68.08 |
69.30 |
| S1 |
68.00 |
68.61 |
|