NYMEX Light Sweet Crude Oil Future October 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 |
67.43 |
69.71 |
2.28 |
3.4% |
72.66 |
| High |
70.64 |
71.73 |
1.09 |
1.5% |
73.02 |
| Low |
67.39 |
69.68 |
2.29 |
3.4% |
66.95 |
| Close |
69.76 |
71.32 |
1.56 |
2.2% |
71.32 |
| Range |
3.25 |
2.05 |
-1.20 |
-36.9% |
6.07 |
| ATR |
2.41 |
2.39 |
-0.03 |
-1.1% |
0.00 |
| Volume |
38,988 |
47,796 |
8,808 |
22.6% |
178,080 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.06 |
76.24 |
72.45 |
|
| R3 |
75.01 |
74.19 |
71.88 |
|
| R2 |
72.96 |
72.96 |
71.70 |
|
| R1 |
72.14 |
72.14 |
71.51 |
72.55 |
| PP |
70.91 |
70.91 |
70.91 |
71.12 |
| S1 |
70.09 |
70.09 |
71.13 |
70.50 |
| S2 |
68.86 |
68.86 |
70.94 |
|
| S3 |
66.81 |
68.04 |
70.76 |
|
| S4 |
64.76 |
65.99 |
70.19 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.64 |
86.05 |
74.66 |
|
| R3 |
82.57 |
79.98 |
72.99 |
|
| R2 |
76.50 |
76.50 |
72.43 |
|
| R1 |
73.91 |
73.91 |
71.88 |
72.17 |
| PP |
70.43 |
70.43 |
70.43 |
69.56 |
| S1 |
67.84 |
67.84 |
70.76 |
66.10 |
| S2 |
64.36 |
64.36 |
70.21 |
|
| S3 |
58.29 |
61.77 |
69.65 |
|
| S4 |
52.22 |
55.70 |
67.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.02 |
66.95 |
6.07 |
8.5% |
2.69 |
3.8% |
72% |
False |
False |
39,767 |
| 10 |
73.85 |
66.95 |
6.90 |
9.7% |
2.41 |
3.4% |
63% |
False |
False |
36,682 |
| 20 |
73.85 |
66.95 |
6.90 |
9.7% |
2.27 |
3.2% |
63% |
False |
False |
30,047 |
| 40 |
80.64 |
64.58 |
16.06 |
22.5% |
2.20 |
3.1% |
42% |
False |
False |
26,945 |
| 60 |
80.64 |
64.42 |
16.22 |
22.7% |
2.37 |
3.3% |
43% |
False |
False |
22,728 |
| 80 |
80.64 |
64.42 |
16.22 |
22.7% |
2.24 |
3.1% |
43% |
False |
False |
18,868 |
| 100 |
81.03 |
64.42 |
16.61 |
23.3% |
2.20 |
3.1% |
42% |
False |
False |
16,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.44 |
|
2.618 |
77.10 |
|
1.618 |
75.05 |
|
1.000 |
73.78 |
|
0.618 |
73.00 |
|
HIGH |
71.73 |
|
0.618 |
70.95 |
|
0.500 |
70.71 |
|
0.382 |
70.46 |
|
LOW |
69.68 |
|
0.618 |
68.41 |
|
1.000 |
67.63 |
|
1.618 |
66.36 |
|
2.618 |
64.31 |
|
4.250 |
60.97 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.12 |
70.66 |
| PP |
70.91 |
70.00 |
| S1 |
70.71 |
69.34 |
|