NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	67.67	70.08	2.41	3.6%	73.00
High	70.95	72.04	1.09	1.5%	73.40
Low	67.58	69.95	2.37	3.5%	67.14
Close	70.03	71.64	1.61	2.3%	71.64
Range	3.37	2.09	-1.28	-38.0%	6.26
ATR	2.51	2.48	-0.03	-1.2%	0.00
Volume	88,534	95,514	6,980	7.9%	393,003

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.48	76.65	72.79
R3	75.39	74.56	72.21
R2	73.30	73.30	72.02
R1	72.47	72.47	71.83	72.89
PP	71.21	71.21	71.21	71.42
S1	70.38	70.38	71.45	70.80
S2	69.12	69.12	71.26
S3	67.03	68.29	71.07
S4	64.94	66.20	70.49

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.51	86.83	75.08
R3	83.25	80.57	73.36
R2	76.99	76.99	72.79
R1	74.31	74.31	72.21	72.52
PP	70.73	70.73	70.73	69.83
S1	68.05	68.05	71.07	66.26
S2	64.47	64.47	70.49
S3	58.21	61.79	69.92
S4	51.95	55.53	68.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.40	67.14	6.26	8.7%	2.77	3.9%	72%	False	False	88,563
10	74.32	67.14	7.18	10.0%	2.48	3.5%	63%	False	False	84,316
20	74.32	67.14	7.18	10.0%	2.35	3.3%	63%	False	False	68,594
40	81.44	64.21	17.23	24.1%	2.30	3.2%	43%	False	False	59,246
60	81.44	64.21	17.23	24.1%	2.50	3.5%	43%	False	False	53,575
80	81.44	64.21	17.23	24.1%	2.38	3.3%	43%	False	False	45,704
100	81.75	64.21	17.54	24.5%	2.36	3.3%	42%	False	False	41,899
120	81.75	64.21	17.54	24.5%	2.33	3.3%	42%	False	False	37,403

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.92
2.618	77.51
1.618	75.42
1.000	74.13
0.618	73.33
HIGH	72.04
0.618	71.24
0.500	71.00
0.382	70.75
LOW	69.95
0.618	68.66
1.000	67.86
1.618	66.57
2.618	64.48
4.250	61.07

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	71.43	70.96
PP	71.21	70.27
S1	71.00	69.59

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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