NYMEX Light Sweet Crude Oil Future October 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 69.71 73.74 4.03 5.8% 72.66
High 71.73 74.60 2.87 4.0% 73.02
Low 69.68 71.26 1.58 2.3% 66.95
Close 71.32 71.67 0.35 0.5% 71.32
Range 2.05 3.34 1.29 62.9% 6.07
ATR 2.39 2.45 0.07 2.9% 0.00
Volume 47,796 38,065 -9,731 -20.4% 178,080
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 82.53 80.44 73.51
R3 79.19 77.10 72.59
R2 75.85 75.85 72.28
R1 73.76 73.76 71.98 73.14
PP 72.51 72.51 72.51 72.20
S1 70.42 70.42 71.36 69.80
S2 69.17 69.17 71.06
S3 65.83 67.08 70.75
S4 62.49 63.74 69.83
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 74.60 66.95 7.65 10.7% 3.06 4.3% 62% True False 43,229
10 74.60 66.95 7.65 10.7% 2.52 3.5% 62% True False 37,878
20 74.60 66.95 7.65 10.7% 2.30 3.2% 62% True False 30,524
40 80.64 64.58 16.06 22.4% 2.25 3.1% 44% False False 27,499
60 80.64 64.42 16.22 22.6% 2.39 3.3% 45% False False 23,197
80 80.64 64.42 16.22 22.6% 2.27 3.2% 45% False False 19,255
100 81.03 64.42 16.61 23.2% 2.22 3.1% 44% False False 17,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.80
2.618 83.34
1.618 80.00
1.000 77.94
0.618 76.66
HIGH 74.60
0.618 73.32
0.500 72.93
0.382 72.54
LOW 71.26
0.618 69.20
1.000 67.92
1.618 65.86
2.618 62.52
4.250 57.07
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 72.93 71.45
PP 72.51 71.22
S1 72.09 71.00

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

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