NYMEX Light Sweet Crude Oil Future January 2024


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 66.85 68.81 1.96 2.9% 71.70
High 69.55 70.62 1.07 1.5% 71.70
Low 66.68 68.81 2.13 3.2% 66.27
Close 68.80 70.25 1.45 2.1% 70.25
Range 2.87 1.81 -1.06 -36.9% 5.43
ATR 2.10 2.08 -0.02 -1.0% 0.00
Volume 8,569 10,085 1,516 17.7% 35,267
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 75.32 74.60 71.25
R3 73.51 72.79 70.75
R2 71.70 71.70 70.58
R1 70.98 70.98 70.42 71.34
PP 69.89 69.89 69.89 70.08
S1 69.17 69.17 70.08 69.53
S2 68.08 68.08 69.92
S3 66.27 67.36 69.75
S4 64.46 65.55 69.25
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 85.70 83.40 73.24
R3 80.27 77.97 71.74
R2 74.84 74.84 71.25
R1 72.54 72.54 70.75 70.98
PP 69.41 69.41 69.41 68.62
S1 67.11 67.11 69.75 65.55
S2 63.98 63.98 69.25
S3 58.55 61.68 68.76
S4 53.12 56.25 67.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.70 66.27 5.43 7.7% 2.34 3.3% 73% False False 8,087
10 72.40 66.27 6.13 8.7% 2.12 3.0% 65% False False 8,039
20 72.40 66.27 6.13 8.7% 1.96 2.8% 65% False False 6,014
40 78.41 65.00 13.41 19.1% 1.85 2.6% 39% False False 5,590
Crabel Price Patterns
NR True
NR4 True
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.31
2.618 75.36
1.618 73.55
1.000 72.43
0.618 71.74
HIGH 70.62
0.618 69.93
0.500 69.72
0.382 69.50
LOW 68.81
0.618 67.69
1.000 67.00
1.618 65.88
2.618 64.07
4.250 61.12
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 70.07 69.65
PP 69.89 69.05
S1 69.72 68.45

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

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