NYMEX Light Sweet Crude Oil Future October 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 67.43 69.71 2.28 3.4% 72.66
High 70.64 71.73 1.09 1.5% 73.02
Low 67.39 69.68 2.29 3.4% 66.95
Close 69.76 71.32 1.56 2.2% 71.32
Range 3.25 2.05 -1.20 -36.9% 6.07
ATR 2.41 2.39 -0.03 -1.1% 0.00
Volume 38,988 47,796 8,808 22.6% 178,080
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 77.06 76.24 72.45
R3 75.01 74.19 71.88
R2 72.96 72.96 71.70
R1 72.14 72.14 71.51 72.55
PP 70.91 70.91 70.91 71.12
S1 70.09 70.09 71.13 70.50
S2 68.86 68.86 70.94
S3 66.81 68.04 70.76
S4 64.76 65.99 70.19
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 88.64 86.05 74.66
R3 82.57 79.98 72.99
R2 76.50 76.50 72.43
R1 73.91 73.91 71.88 72.17
PP 70.43 70.43 70.43 69.56
S1 67.84 67.84 70.76 66.10
S2 64.36 64.36 70.21
S3 58.29 61.77 69.65
S4 52.22 55.70 67.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.02 66.95 6.07 8.5% 2.69 3.8% 72% False False 39,767
10 73.85 66.95 6.90 9.7% 2.41 3.4% 63% False False 36,682
20 73.85 66.95 6.90 9.7% 2.27 3.2% 63% False False 30,047
40 80.64 64.58 16.06 22.5% 2.20 3.1% 42% False False 26,945
60 80.64 64.42 16.22 22.7% 2.37 3.3% 43% False False 22,728
80 80.64 64.42 16.22 22.7% 2.24 3.1% 43% False False 18,868
100 81.03 64.42 16.61 23.3% 2.20 3.1% 42% False False 16,902
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.44
2.618 77.10
1.618 75.05
1.000 73.78
0.618 73.00
HIGH 71.73
0.618 70.95
0.500 70.71
0.382 70.46
LOW 69.68
0.618 68.41
1.000 67.63
1.618 66.36
2.618 64.31
4.250 60.97
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 71.12 70.66
PP 70.91 70.00
S1 70.71 69.34

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

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