NYMEX Light Sweet Crude Oil Future January 2024


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 68.25 66.85 -1.40 -2.1% 69.87
High 68.34 69.55 1.21 1.8% 72.40
Low 66.27 66.68 0.41 0.6% 68.90
Close 67.04 68.80 1.76 2.6% 71.04
Range 2.07 2.87 0.80 38.6% 3.50
ATR 2.04 2.10 0.06 2.9% 0.00
Volume 8,705 8,569 -136 -1.6% 40,699
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 76.95 75.75 70.38
R3 74.08 72.88 69.59
R2 71.21 71.21 69.33
R1 70.01 70.01 69.06 70.61
PP 68.34 68.34 68.34 68.65
S1 67.14 67.14 68.54 67.74
S2 65.47 65.47 68.27
S3 62.60 64.27 68.01
S4 59.73 61.40 67.22
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 72.20 66.27 5.93 8.6% 2.54 3.7% 43% False False 8,728
10 72.40 66.27 6.13 8.9% 2.06 3.0% 41% False False 7,315
20 72.40 65.00 7.40 10.8% 2.00 2.9% 51% False False 5,848
40 78.41 65.00 13.41 19.5% 1.83 2.7% 28% False False 5,469
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.75
2.618 77.06
1.618 74.19
1.000 72.42
0.618 71.32
HIGH 69.55
0.618 68.45
0.500 68.12
0.382 67.78
LOW 66.68
0.618 64.91
1.000 63.81
1.618 62.04
2.618 59.17
4.250 54.48
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 68.57 68.99
PP 68.34 68.92
S1 68.12 68.86

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

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