NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
70.74 |
67.54 |
-3.20 |
-4.5% |
76.77 |
| High |
70.97 |
69.16 |
-1.81 |
-2.6% |
78.10 |
| Low |
67.46 |
64.21 |
-3.25 |
-4.8% |
72.99 |
| Close |
68.08 |
68.00 |
-0.08 |
-0.1% |
75.72 |
| Range |
3.51 |
4.95 |
1.44 |
41.0% |
5.11 |
| ATR |
2.45 |
2.63 |
0.18 |
7.3% |
0.00 |
| Volume |
93,938 |
86,777 |
-7,161 |
-7.6% |
282,854 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.97 |
79.94 |
70.72 |
|
| R3 |
77.02 |
74.99 |
69.36 |
|
| R2 |
72.07 |
72.07 |
68.91 |
|
| R1 |
70.04 |
70.04 |
68.45 |
71.06 |
| PP |
67.12 |
67.12 |
67.12 |
67.63 |
| S1 |
65.09 |
65.09 |
67.55 |
66.11 |
| S2 |
62.17 |
62.17 |
67.09 |
|
| S3 |
57.22 |
60.14 |
66.64 |
|
| S4 |
52.27 |
55.19 |
65.28 |
|
|
| 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 |
64.21 |
11.61 |
17.1% |
3.54 |
5.2% |
33% |
False |
True |
65,772 |
| 10 |
78.10 |
64.21 |
13.89 |
20.4% |
2.90 |
4.3% |
27% |
False |
True |
60,388 |
| 20 |
81.44 |
64.21 |
17.23 |
25.3% |
2.25 |
3.3% |
22% |
False |
True |
49,898 |
| 40 |
81.44 |
64.21 |
17.23 |
25.3% |
2.57 |
3.8% |
22% |
False |
True |
46,066 |
| 60 |
81.44 |
64.21 |
17.23 |
25.3% |
2.39 |
3.5% |
22% |
False |
True |
38,075 |
| 80 |
81.75 |
64.21 |
17.54 |
25.8% |
2.36 |
3.5% |
22% |
False |
True |
35,226 |
| 100 |
81.75 |
64.21 |
17.54 |
25.8% |
2.32 |
3.4% |
22% |
False |
True |
31,164 |
| 120 |
81.89 |
64.21 |
17.68 |
26.0% |
2.37 |
3.5% |
21% |
False |
True |
28,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.20 |
|
2.618 |
82.12 |
|
1.618 |
77.17 |
|
1.000 |
74.11 |
|
0.618 |
72.22 |
|
HIGH |
69.16 |
|
0.618 |
67.27 |
|
0.500 |
66.69 |
|
0.382 |
66.10 |
|
LOW |
64.21 |
|
0.618 |
61.15 |
|
1.000 |
59.26 |
|
1.618 |
56.20 |
|
2.618 |
51.25 |
|
4.250 |
43.17 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
67.56 |
69.64 |
| PP |
67.12 |
69.09 |
| S1 |
66.69 |
68.55 |
|