NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
73.00 |
69.59 |
-3.41 |
-4.7% |
71.45 |
| High |
73.40 |
69.65 |
-3.75 |
-5.1% |
74.32 |
| Low |
69.05 |
67.14 |
-1.91 |
-2.8% |
70.29 |
| Close |
69.48 |
68.14 |
-1.34 |
-1.9% |
72.57 |
| Range |
4.35 |
2.51 |
-1.84 |
-42.3% |
4.03 |
| ATR |
2.44 |
2.44 |
0.01 |
0.2% |
0.00 |
| Volume |
96,182 |
112,773 |
16,591 |
17.2% |
398,494 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.84 |
74.50 |
69.52 |
|
| R3 |
73.33 |
71.99 |
68.83 |
|
| R2 |
70.82 |
70.82 |
68.60 |
|
| R1 |
69.48 |
69.48 |
68.37 |
68.90 |
| PP |
68.31 |
68.31 |
68.31 |
68.02 |
| S1 |
66.97 |
66.97 |
67.91 |
66.39 |
| S2 |
65.80 |
65.80 |
67.68 |
|
| S3 |
63.29 |
64.46 |
67.45 |
|
| S4 |
60.78 |
61.95 |
66.76 |
|
|
| 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 |
67.14 |
7.18 |
10.5% |
2.62 |
3.8% |
14% |
False |
True |
94,955 |
| 10 |
74.32 |
67.14 |
7.18 |
10.5% |
2.39 |
3.5% |
14% |
False |
True |
76,627 |
| 20 |
74.32 |
64.21 |
10.11 |
14.8% |
2.50 |
3.7% |
39% |
False |
False |
68,427 |
| 40 |
81.44 |
64.21 |
17.23 |
25.3% |
2.25 |
3.3% |
23% |
False |
False |
56,922 |
| 60 |
81.44 |
64.21 |
17.23 |
25.3% |
2.49 |
3.7% |
23% |
False |
False |
51,231 |
| 80 |
81.44 |
64.21 |
17.23 |
25.3% |
2.37 |
3.5% |
23% |
False |
False |
44,032 |
| 100 |
81.75 |
64.21 |
17.54 |
25.7% |
2.35 |
3.4% |
22% |
False |
False |
40,412 |
| 120 |
81.75 |
64.21 |
17.54 |
25.7% |
2.33 |
3.4% |
22% |
False |
False |
36,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.32 |
|
2.618 |
76.22 |
|
1.618 |
73.71 |
|
1.000 |
72.16 |
|
0.618 |
71.20 |
|
HIGH |
69.65 |
|
0.618 |
68.69 |
|
0.500 |
68.40 |
|
0.382 |
68.10 |
|
LOW |
67.14 |
|
0.618 |
65.59 |
|
1.000 |
64.63 |
|
1.618 |
63.08 |
|
2.618 |
60.57 |
|
4.250 |
56.47 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
68.40 |
70.27 |
| PP |
68.31 |
69.56 |
| S1 |
68.23 |
68.85 |
|