NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
71.76 |
73.39 |
1.63 |
2.3% |
69.56 |
| High |
73.41 |
74.32 |
0.91 |
1.2% |
73.19 |
| Low |
71.34 |
72.82 |
1.48 |
2.1% |
68.88 |
| Close |
72.58 |
74.01 |
1.43 |
2.0% |
71.31 |
| Range |
2.07 |
1.50 |
-0.57 |
-27.5% |
4.31 |
| ATR |
2.33 |
2.28 |
-0.04 |
-1.8% |
0.00 |
| Volume |
85,612 |
95,040 |
9,428 |
11.0% |
231,557 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.22 |
77.61 |
74.84 |
|
| R3 |
76.72 |
76.11 |
74.42 |
|
| R2 |
75.22 |
75.22 |
74.29 |
|
| R1 |
74.61 |
74.61 |
74.15 |
74.92 |
| PP |
73.72 |
73.72 |
73.72 |
73.87 |
| S1 |
73.11 |
73.11 |
73.87 |
73.42 |
| S2 |
72.22 |
72.22 |
73.74 |
|
| S3 |
70.72 |
71.61 |
73.60 |
|
| S4 |
69.22 |
70.11 |
73.19 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.06 |
81.99 |
73.68 |
|
| R3 |
79.75 |
77.68 |
72.50 |
|
| R2 |
75.44 |
75.44 |
72.10 |
|
| R1 |
73.37 |
73.37 |
71.71 |
74.41 |
| PP |
71.13 |
71.13 |
71.13 |
71.64 |
| S1 |
69.06 |
69.06 |
70.91 |
70.10 |
| S2 |
66.82 |
66.82 |
70.52 |
|
| S3 |
62.51 |
64.75 |
70.12 |
|
| S4 |
58.20 |
60.44 |
68.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.32 |
70.29 |
4.03 |
5.4% |
1.81 |
2.5% |
92% |
True |
False |
65,296 |
| 10 |
74.32 |
68.88 |
5.44 |
7.4% |
2.03 |
2.7% |
94% |
True |
False |
57,658 |
| 20 |
75.82 |
64.21 |
11.61 |
15.7% |
2.44 |
3.3% |
84% |
False |
False |
59,646 |
| 40 |
81.44 |
64.21 |
17.23 |
23.3% |
2.19 |
3.0% |
57% |
False |
False |
52,596 |
| 60 |
81.44 |
64.21 |
17.23 |
23.3% |
2.44 |
3.3% |
57% |
False |
False |
46,264 |
| 80 |
81.44 |
64.21 |
17.23 |
23.3% |
2.37 |
3.2% |
57% |
False |
False |
40,477 |
| 100 |
81.75 |
64.21 |
17.54 |
23.7% |
2.35 |
3.2% |
56% |
False |
False |
37,349 |
| 120 |
81.75 |
64.21 |
17.54 |
23.7% |
2.32 |
3.1% |
56% |
False |
False |
33,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.70 |
|
2.618 |
78.25 |
|
1.618 |
76.75 |
|
1.000 |
75.82 |
|
0.618 |
75.25 |
|
HIGH |
74.32 |
|
0.618 |
73.75 |
|
0.500 |
73.57 |
|
0.382 |
73.39 |
|
LOW |
72.82 |
|
0.618 |
71.89 |
|
1.000 |
71.32 |
|
1.618 |
70.39 |
|
2.618 |
68.89 |
|
4.250 |
66.45 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.86 |
73.44 |
| PP |
73.72 |
72.87 |
| S1 |
73.57 |
72.31 |
|