NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
74.64 |
70.74 |
-3.90 |
-5.2% |
76.77 |
| High |
75.06 |
70.97 |
-4.09 |
-5.4% |
78.10 |
| Low |
70.63 |
67.46 |
-3.17 |
-4.5% |
72.99 |
| Close |
70.85 |
68.08 |
-2.77 |
-3.9% |
75.72 |
| Range |
4.43 |
3.51 |
-0.92 |
-20.8% |
5.11 |
| ATR |
2.37 |
2.45 |
0.08 |
3.4% |
0.00 |
| Volume |
73,176 |
93,938 |
20,762 |
28.4% |
282,854 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.37 |
77.23 |
70.01 |
|
| R3 |
75.86 |
73.72 |
69.05 |
|
| R2 |
72.35 |
72.35 |
68.72 |
|
| R1 |
70.21 |
70.21 |
68.40 |
69.53 |
| PP |
68.84 |
68.84 |
68.84 |
68.49 |
| S1 |
66.70 |
66.70 |
67.76 |
66.02 |
| S2 |
65.33 |
65.33 |
67.44 |
|
| S3 |
61.82 |
63.19 |
67.11 |
|
| S4 |
58.31 |
59.68 |
66.15 |
|
|
| 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 |
75.82 |
67.46 |
8.36 |
12.3% |
2.78 |
4.1% |
7% |
False |
True |
59,613 |
| 10 |
78.10 |
67.46 |
10.64 |
15.6% |
2.59 |
3.8% |
6% |
False |
True |
56,720 |
| 20 |
81.44 |
67.46 |
13.98 |
20.5% |
2.07 |
3.0% |
4% |
False |
True |
47,571 |
| 40 |
81.44 |
64.60 |
16.84 |
24.7% |
2.49 |
3.7% |
21% |
False |
False |
44,352 |
| 60 |
81.44 |
64.60 |
16.84 |
24.7% |
2.35 |
3.4% |
21% |
False |
False |
37,120 |
| 80 |
81.75 |
64.60 |
17.15 |
25.2% |
2.33 |
3.4% |
20% |
False |
False |
34,407 |
| 100 |
81.75 |
64.60 |
17.15 |
25.2% |
2.30 |
3.4% |
20% |
False |
False |
30,631 |
| 120 |
81.89 |
64.60 |
17.29 |
25.4% |
2.35 |
3.5% |
20% |
False |
False |
28,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.89 |
|
2.618 |
80.16 |
|
1.618 |
76.65 |
|
1.000 |
74.48 |
|
0.618 |
73.14 |
|
HIGH |
70.97 |
|
0.618 |
69.63 |
|
0.500 |
69.22 |
|
0.382 |
68.80 |
|
LOW |
67.46 |
|
0.618 |
65.29 |
|
1.000 |
63.95 |
|
1.618 |
61.78 |
|
2.618 |
58.27 |
|
4.250 |
52.54 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.22 |
71.51 |
| PP |
68.84 |
70.37 |
| S1 |
68.46 |
69.22 |
|