NYMEX Light Sweet Crude Oil Future October 2023


Trading Metrics calculated at close of trading on 08-Jun-2023
Day Change Summary
Previous Current
07-Jun-2023 08-Jun-2023 Change Change % Previous Week
Open 71.11 71.99 0.88 1.2% 72.66
High 72.69 72.79 0.10 0.1% 73.02
Low 70.62 68.93 -1.69 -2.4% 66.95
Close 72.09 71.00 -1.09 -1.5% 71.32
Range 2.07 3.86 1.79 86.5% 6.07
ATR 2.40 2.50 0.10 4.4% 0.00
Volume 37,558 86,190 48,632 129.5% 178,080
Daily Pivots for day following 08-Jun-2023
Classic Woodie Camarilla DeMark
R4 82.49 80.60 73.12
R3 78.63 76.74 72.06
R2 74.77 74.77 71.71
R1 72.88 72.88 71.35 71.90
PP 70.91 70.91 70.91 70.41
S1 69.02 69.02 70.65 68.04
S2 67.05 67.05 70.29
S3 63.19 65.16 69.94
S4 59.33 61.30 68.88
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 68.93 5.67 8.0% 2.67 3.8% 37% False True 50,795
10 74.60 66.95 7.65 10.8% 2.79 3.9% 53% False False 44,679
20 74.60 66.95 7.65 10.8% 2.37 3.3% 53% False False 35,224
40 80.64 64.58 16.06 22.6% 2.33 3.3% 40% False False 30,348
60 80.64 64.42 16.22 22.8% 2.36 3.3% 41% False False 25,467
80 80.64 64.42 16.22 22.8% 2.30 3.2% 41% False False 20,991
100 81.03 64.42 16.61 23.4% 2.25 3.2% 40% False False 18,603
120 81.03 64.42 16.61 23.4% 2.18 3.1% 40% False False 16,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.20
2.618 82.90
1.618 79.04
1.000 76.65
0.618 75.18
HIGH 72.79
0.618 71.32
0.500 70.86
0.382 70.40
LOW 68.93
0.618 66.54
1.000 65.07
1.618 62.68
2.618 58.82
4.250 52.53
Fisher Pivots for day following 08-Jun-2023
Pivot 1 day 3 day
R1 70.95 70.95
PP 70.91 70.91
S1 70.86 70.86

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

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