NYMEX Light Sweet Crude Oil Future January 2024


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 71.70 68.25 -3.45 -4.8% 69.87
High 71.70 68.34 -3.36 -4.7% 72.40
Low 67.94 66.27 -1.67 -2.5% 68.90
Close 68.31 67.04 -1.27 -1.9% 71.04
Range 3.76 2.07 -1.69 -44.9% 3.50
ATR 2.04 2.04 0.00 0.1% 0.00
Volume 7,908 8,705 797 10.1% 40,699
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 73.43 72.30 68.18
R3 71.36 70.23 67.61
R2 69.29 69.29 67.42
R1 68.16 68.16 67.23 67.69
PP 67.22 67.22 67.22 66.98
S1 66.09 66.09 66.85 65.62
S2 65.15 65.15 66.66
S3 63.08 64.02 66.47
S4 61.01 61.95 65.90
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 81.28 79.66 72.97
R3 77.78 76.16 72.00
R2 74.28 74.28 71.68
R1 72.66 72.66 71.36 73.47
PP 70.78 70.78 70.78 71.19
S1 69.16 69.16 70.72 69.97
S2 67.28 67.28 70.40
S3 63.78 65.66 70.08
S4 60.28 62.16 69.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.40 66.27 6.13 9.1% 2.21 3.3% 13% False True 9,128
10 72.40 66.27 6.13 9.1% 2.06 3.1% 13% False True 6,969
20 72.40 65.00 7.40 11.0% 2.00 3.0% 28% False False 5,984
40 78.41 65.00 13.41 20.0% 1.80 2.7% 15% False False 5,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.14
2.618 73.76
1.618 71.69
1.000 70.41
0.618 69.62
HIGH 68.34
0.618 67.55
0.500 67.31
0.382 67.06
LOW 66.27
0.618 64.99
1.000 64.20
1.618 62.92
2.618 60.85
4.250 57.47
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 67.31 68.99
PP 67.22 68.34
S1 67.13 67.69

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

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