NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
72.31 |
70.95 |
-1.36 |
-1.9% |
70.84 |
| High |
72.90 |
71.19 |
-1.71 |
-2.3% |
73.19 |
| Low |
70.20 |
69.42 |
-0.78 |
-1.1% |
69.42 |
| Close |
70.39 |
69.50 |
-0.89 |
-1.3% |
69.50 |
| Range |
2.70 |
1.77 |
-0.93 |
-34.4% |
3.77 |
| ATR |
2.58 |
2.52 |
-0.06 |
-2.2% |
0.00 |
| Volume |
62,885 |
54,435 |
-8,450 |
-13.4% |
288,329 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.35 |
74.19 |
70.47 |
|
| R3 |
73.58 |
72.42 |
69.99 |
|
| R2 |
71.81 |
71.81 |
69.82 |
|
| R1 |
70.65 |
70.65 |
69.66 |
70.35 |
| PP |
70.04 |
70.04 |
70.04 |
69.88 |
| S1 |
68.88 |
68.88 |
69.34 |
68.58 |
| S2 |
68.27 |
68.27 |
69.18 |
|
| S3 |
66.50 |
67.11 |
69.01 |
|
| S4 |
64.73 |
65.34 |
68.53 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.01 |
79.53 |
71.57 |
|
| R3 |
78.24 |
75.76 |
70.54 |
|
| R2 |
74.47 |
74.47 |
70.19 |
|
| R1 |
71.99 |
71.99 |
69.85 |
71.35 |
| PP |
70.70 |
70.70 |
70.70 |
70.38 |
| S1 |
68.22 |
68.22 |
69.15 |
67.58 |
| S2 |
66.93 |
66.93 |
68.81 |
|
| S3 |
63.16 |
64.45 |
68.46 |
|
| S4 |
59.39 |
60.68 |
67.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.19 |
69.42 |
3.77 |
5.4% |
2.23 |
3.2% |
2% |
False |
True |
57,665 |
| 10 |
75.56 |
64.21 |
11.35 |
16.3% |
2.91 |
4.2% |
47% |
False |
False |
63,015 |
| 20 |
80.91 |
64.21 |
16.70 |
24.0% |
2.54 |
3.7% |
32% |
False |
False |
55,108 |
| 40 |
81.44 |
64.21 |
17.23 |
24.8% |
2.36 |
3.4% |
31% |
False |
False |
49,261 |
| 60 |
81.44 |
64.21 |
17.23 |
24.8% |
2.44 |
3.5% |
31% |
False |
False |
41,464 |
| 80 |
81.75 |
64.21 |
17.54 |
25.2% |
2.38 |
3.4% |
30% |
False |
False |
37,192 |
| 100 |
81.75 |
64.21 |
17.54 |
25.2% |
2.34 |
3.4% |
30% |
False |
False |
33,680 |
| 120 |
81.75 |
64.21 |
17.54 |
25.2% |
2.36 |
3.4% |
30% |
False |
False |
31,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.71 |
|
2.618 |
75.82 |
|
1.618 |
74.05 |
|
1.000 |
72.96 |
|
0.618 |
72.28 |
|
HIGH |
71.19 |
|
0.618 |
70.51 |
|
0.500 |
70.31 |
|
0.382 |
70.10 |
|
LOW |
69.42 |
|
0.618 |
68.33 |
|
1.000 |
67.65 |
|
1.618 |
66.56 |
|
2.618 |
64.79 |
|
4.250 |
61.90 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.31 |
71.31 |
| PP |
70.04 |
70.70 |
| S1 |
69.77 |
70.10 |
|