NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 30-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2023 |
30-May-2023 |
Change |
Change % |
Previous Week |
| Open |
71.76 |
73.00 |
1.24 |
1.7% |
71.45 |
| High |
72.90 |
73.40 |
0.50 |
0.7% |
74.32 |
| Low |
71.39 |
69.05 |
-2.34 |
-3.3% |
70.29 |
| Close |
72.57 |
69.48 |
-3.09 |
-4.3% |
72.57 |
| Range |
1.51 |
4.35 |
2.84 |
188.1% |
4.03 |
| ATR |
2.29 |
2.44 |
0.15 |
6.4% |
0.00 |
| Volume |
49,815 |
96,182 |
46,367 |
93.1% |
398,494 |
|
| Daily Pivots for day following 30-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.69 |
80.94 |
71.87 |
|
| R3 |
79.34 |
76.59 |
70.68 |
|
| R2 |
74.99 |
74.99 |
70.28 |
|
| R1 |
72.24 |
72.24 |
69.88 |
71.44 |
| PP |
70.64 |
70.64 |
70.64 |
70.25 |
| S1 |
67.89 |
67.89 |
69.08 |
67.09 |
| S2 |
66.29 |
66.29 |
68.68 |
|
| S3 |
61.94 |
63.54 |
68.28 |
|
| S4 |
57.59 |
59.19 |
67.09 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.48 |
82.56 |
74.79 |
|
| R3 |
80.45 |
78.53 |
73.68 |
|
| R2 |
76.42 |
76.42 |
73.31 |
|
| R1 |
74.50 |
74.50 |
72.94 |
75.46 |
| PP |
72.39 |
72.39 |
72.39 |
72.88 |
| S1 |
70.47 |
70.47 |
72.20 |
71.43 |
| S2 |
68.36 |
68.36 |
71.83 |
|
| S3 |
64.33 |
66.44 |
71.46 |
|
| S4 |
60.30 |
62.41 |
70.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.32 |
69.05 |
5.27 |
7.6% |
2.53 |
3.6% |
8% |
False |
True |
89,523 |
| 10 |
74.32 |
69.05 |
5.27 |
7.6% |
2.26 |
3.3% |
8% |
False |
True |
68,934 |
| 20 |
75.06 |
64.21 |
10.85 |
15.6% |
2.60 |
3.7% |
49% |
False |
False |
66,447 |
| 40 |
81.44 |
64.21 |
17.23 |
24.8% |
2.29 |
3.3% |
31% |
False |
False |
56,414 |
| 60 |
81.44 |
64.21 |
17.23 |
24.8% |
2.49 |
3.6% |
31% |
False |
False |
49,689 |
| 80 |
81.44 |
64.21 |
17.23 |
24.8% |
2.39 |
3.4% |
31% |
False |
False |
43,024 |
| 100 |
81.75 |
64.21 |
17.54 |
25.2% |
2.34 |
3.4% |
30% |
False |
False |
39,443 |
| 120 |
81.75 |
64.21 |
17.54 |
25.2% |
2.34 |
3.4% |
30% |
False |
False |
35,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.89 |
|
2.618 |
84.79 |
|
1.618 |
80.44 |
|
1.000 |
77.75 |
|
0.618 |
76.09 |
|
HIGH |
73.40 |
|
0.618 |
71.74 |
|
0.500 |
71.23 |
|
0.382 |
70.71 |
|
LOW |
69.05 |
|
0.618 |
66.36 |
|
1.000 |
64.70 |
|
1.618 |
62.01 |
|
2.618 |
57.66 |
|
4.250 |
50.56 |
|
|
| Fisher Pivots for day following 30-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.23 |
71.56 |
| PP |
70.64 |
70.87 |
| S1 |
70.06 |
70.17 |
|