NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	69.30	67.43	-1.87	-2.7%	71.07
High	69.37	70.64	1.27	1.8%	73.85
Low	66.95	67.39	0.44	0.7%	69.95
Close	67.92	69.76	1.84	2.7%	72.24
Range	2.42	3.25	0.83	34.3%	3.90
ATR	2.35	2.41	0.06	2.7%	0.00
Volume	51,305	38,988	-12,317	-24.0%	162,638

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.01	77.64	71.55
R3	75.76	74.39	70.65
R2	72.51	72.51	70.36
R1	71.14	71.14	70.06	71.83
PP	69.26	69.26	69.26	69.61
S1	67.89	67.89	69.46	68.58
S2	66.01	66.01	69.16
S3	62.76	64.64	68.87
S4	59.51	61.39	67.97

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.71	81.88	74.39
R3	79.81	77.98	73.31
R2	75.91	75.91	72.96
R1	74.08	74.08	72.60	75.00
PP	72.01	72.01	72.01	72.47
S1	70.18	70.18	71.88	71.10
S2	68.11	68.11	71.53
S3	64.21	66.28	71.17
S4	60.31	62.38	70.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.68	66.95	6.73	9.6%	2.91	4.2%	42%	False	False	38,563
10	73.85	66.95	6.90	9.9%	2.33	3.3%	41%	False	False	33,864
20	73.85	64.58	9.27	13.3%	2.38	3.4%	56%	False	False	29,641
40	80.64	64.58	16.06	23.0%	2.18	3.1%	32%	False	False	26,147
60	80.64	64.42	16.22	23.3%	2.36	3.4%	33%	False	False	22,084
80	80.64	64.42	16.22	23.3%	2.24	3.2%	33%	False	False	18,395
100	81.03	64.42	16.61	23.8%	2.20	3.2%	32%	False	False	16,513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.45
2.618	79.15
1.618	75.90
1.000	73.89
0.618	72.65
HIGH	70.64
0.618	69.40
0.500	69.02
0.382	68.63
LOW	67.39
0.618	65.38
1.000	64.14
1.618	62.13
2.618	58.88
4.250	53.58

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	69.51	69.99
PP	69.26	69.91
S1	69.02	69.84

Download as Excel Spreadsheet

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

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