NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
70.95 |
69.56 |
-1.39 |
-2.0% |
70.84 |
| High |
71.19 |
71.12 |
-0.07 |
-0.1% |
73.19 |
| Low |
69.42 |
68.88 |
-0.54 |
-0.8% |
69.42 |
| Close |
69.50 |
70.58 |
1.08 |
1.6% |
69.50 |
| Range |
1.77 |
2.24 |
0.47 |
26.6% |
3.77 |
| ATR |
2.52 |
2.50 |
-0.02 |
-0.8% |
0.00 |
| Volume |
54,435 |
36,891 |
-17,544 |
-32.2% |
288,329 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.91 |
75.99 |
71.81 |
|
| R3 |
74.67 |
73.75 |
71.20 |
|
| R2 |
72.43 |
72.43 |
70.99 |
|
| R1 |
71.51 |
71.51 |
70.79 |
71.97 |
| PP |
70.19 |
70.19 |
70.19 |
70.43 |
| S1 |
69.27 |
69.27 |
70.37 |
69.73 |
| S2 |
67.95 |
67.95 |
70.17 |
|
| S3 |
65.71 |
67.03 |
69.96 |
|
| S4 |
63.47 |
64.79 |
69.35 |
|
|
| 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 |
68.88 |
4.31 |
6.1% |
2.19 |
3.1% |
39% |
False |
True |
55,383 |
| 10 |
75.06 |
64.21 |
10.85 |
15.4% |
2.94 |
4.2% |
59% |
False |
False |
63,961 |
| 20 |
80.05 |
64.21 |
15.84 |
22.4% |
2.56 |
3.6% |
40% |
False |
False |
55,169 |
| 40 |
81.44 |
64.21 |
17.23 |
24.4% |
2.32 |
3.3% |
37% |
False |
False |
48,566 |
| 60 |
81.44 |
64.21 |
17.23 |
24.4% |
2.45 |
3.5% |
37% |
False |
False |
41,797 |
| 80 |
81.75 |
64.21 |
17.54 |
24.9% |
2.37 |
3.4% |
36% |
False |
False |
37,247 |
| 100 |
81.75 |
64.21 |
17.54 |
24.9% |
2.35 |
3.3% |
36% |
False |
False |
33,931 |
| 120 |
81.75 |
64.21 |
17.54 |
24.9% |
2.36 |
3.3% |
36% |
False |
False |
31,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.64 |
|
2.618 |
76.98 |
|
1.618 |
74.74 |
|
1.000 |
73.36 |
|
0.618 |
72.50 |
|
HIGH |
71.12 |
|
0.618 |
70.26 |
|
0.500 |
70.00 |
|
0.382 |
69.74 |
|
LOW |
68.88 |
|
0.618 |
67.50 |
|
1.000 |
66.64 |
|
1.618 |
65.26 |
|
2.618 |
63.02 |
|
4.250 |
59.36 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.39 |
70.89 |
| PP |
70.19 |
70.79 |
| S1 |
70.00 |
70.68 |
|