NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
73.83 |
75.52 |
1.69 |
2.3% |
76.77 |
| High |
75.82 |
75.56 |
-0.26 |
-0.3% |
78.10 |
| Low |
72.99 |
73.59 |
0.60 |
0.8% |
72.99 |
| Close |
75.72 |
74.64 |
-1.08 |
-1.4% |
75.72 |
| Range |
2.83 |
1.97 |
-0.86 |
-30.4% |
5.11 |
| ATR |
2.22 |
2.21 |
-0.01 |
-0.3% |
0.00 |
| Volume |
47,537 |
27,433 |
-20,104 |
-42.3% |
282,854 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.51 |
79.54 |
75.72 |
|
| R3 |
78.54 |
77.57 |
75.18 |
|
| R2 |
76.57 |
76.57 |
75.00 |
|
| R1 |
75.60 |
75.60 |
74.82 |
75.10 |
| PP |
74.60 |
74.60 |
74.60 |
74.35 |
| S1 |
73.63 |
73.63 |
74.46 |
73.13 |
| S2 |
72.63 |
72.63 |
74.28 |
|
| S3 |
70.66 |
71.66 |
74.10 |
|
| S4 |
68.69 |
69.69 |
73.56 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.93 |
88.44 |
78.53 |
|
| R3 |
85.82 |
83.33 |
77.13 |
|
| R2 |
80.71 |
80.71 |
76.66 |
|
| R1 |
78.22 |
78.22 |
76.19 |
76.91 |
| PP |
75.60 |
75.60 |
75.60 |
74.95 |
| S1 |
73.11 |
73.11 |
75.25 |
71.80 |
| S2 |
70.49 |
70.49 |
74.78 |
|
| S3 |
65.38 |
68.00 |
74.31 |
|
| S4 |
60.27 |
62.89 |
72.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.02 |
72.99 |
5.03 |
6.7% |
2.41 |
3.2% |
33% |
False |
False |
53,433 |
| 10 |
80.05 |
72.99 |
7.06 |
9.5% |
2.18 |
2.9% |
23% |
False |
False |
46,377 |
| 20 |
81.44 |
72.99 |
8.45 |
11.3% |
1.98 |
2.6% |
20% |
False |
False |
46,380 |
| 40 |
81.44 |
64.60 |
16.84 |
22.6% |
2.43 |
3.3% |
60% |
False |
False |
41,311 |
| 60 |
81.44 |
64.60 |
16.84 |
22.6% |
2.32 |
3.1% |
60% |
False |
False |
35,217 |
| 80 |
81.75 |
64.60 |
17.15 |
23.0% |
2.28 |
3.0% |
59% |
False |
False |
32,692 |
| 100 |
81.75 |
64.60 |
17.15 |
23.0% |
2.28 |
3.1% |
59% |
False |
False |
29,458 |
| 120 |
83.59 |
64.60 |
18.99 |
25.4% |
2.32 |
3.1% |
53% |
False |
False |
26,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.93 |
|
2.618 |
80.72 |
|
1.618 |
78.75 |
|
1.000 |
77.53 |
|
0.618 |
76.78 |
|
HIGH |
75.56 |
|
0.618 |
74.81 |
|
0.500 |
74.58 |
|
0.382 |
74.34 |
|
LOW |
73.59 |
|
0.618 |
72.37 |
|
1.000 |
71.62 |
|
1.618 |
70.40 |
|
2.618 |
68.43 |
|
4.250 |
65.22 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.62 |
74.56 |
| PP |
74.60 |
74.48 |
| S1 |
74.58 |
74.41 |
|