NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 69.30 67.43 -1.87 -2.7% 71.07
High 69.37 70.64 1.27 1.8% 73.85
Low 66.95 67.39 0.44 0.7% 69.95
Close 67.92 69.76 1.84 2.7% 72.24
Range 2.42 3.25 0.83 34.3% 3.90
ATR 2.35 2.41 0.06 2.7% 0.00
Volume 51,305 38,988 -12,317 -24.0% 162,638
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 79.01 77.64 71.55
R3 75.76 74.39 70.65
R2 72.51 72.51 70.36
R1 71.14 71.14 70.06 71.83
PP 69.26 69.26 69.26 69.61
S1 67.89 67.89 69.46 68.58
S2 66.01 66.01 69.16
S3 62.76 64.64 68.87
S4 59.51 61.39 67.97
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 73.68 66.95 6.73 9.6% 2.91 4.2% 42% False False 38,563
10 73.85 66.95 6.90 9.9% 2.33 3.3% 41% False False 33,864
20 73.85 64.58 9.27 13.3% 2.38 3.4% 56% False False 29,641
40 80.64 64.58 16.06 23.0% 2.18 3.1% 32% False False 26,147
60 80.64 64.42 16.22 23.3% 2.36 3.4% 33% False False 22,084
80 80.64 64.42 16.22 23.3% 2.24 3.2% 33% False False 18,395
100 81.03 64.42 16.61 23.8% 2.20 3.2% 32% False False 16,513
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.45
2.618 79.15
1.618 75.90
1.000 73.89
0.618 72.65
HIGH 70.64
0.618 69.40
0.500 69.02
0.382 68.63
LOW 67.39
0.618 65.38
1.000 64.14
1.618 62.13
2.618 58.88
4.250 53.58
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 69.51 69.99
PP 69.26 69.91
S1 69.02 69.84

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

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