NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	69.71	73.74	4.03	5.8%	72.66
High	71.73	74.60	2.87	4.0%	73.02
Low	69.68	71.26	1.58	2.3%	66.95
Close	71.32	71.67	0.35	0.5%	71.32
Range	2.05	3.34	1.29	62.9%	6.07
ATR	2.39	2.45	0.07	2.9%	0.00
Volume	47,796	38,065	-9,731	-20.4%	178,080

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.53	80.44	73.51
R3	79.19	77.10	72.59
R2	75.85	75.85	72.28
R1	73.76	73.76	71.98	73.14
PP	72.51	72.51	72.51	72.20
S1	70.42	70.42	71.36	69.80
S2	69.17	69.17	71.06
S3	65.83	67.08	70.75
S4	62.49	63.74	69.83

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	74.60	66.95	7.65	10.7%	3.06	4.3%	62%	True	False	43,229
10	74.60	66.95	7.65	10.7%	2.52	3.5%	62%	True	False	37,878
20	74.60	66.95	7.65	10.7%	2.30	3.2%	62%	True	False	30,524
40	80.64	64.58	16.06	22.4%	2.25	3.1%	44%	False	False	27,499
60	80.64	64.42	16.22	22.6%	2.39	3.3%	45%	False	False	23,197
80	80.64	64.42	16.22	22.6%	2.27	3.2%	45%	False	False	19,255
100	81.03	64.42	16.61	23.2%	2.22	3.1%	44%	False	False	17,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.80
2.618	83.34
1.618	80.00
1.000	77.94
0.618	76.66
HIGH	74.60
0.618	73.32
0.500	72.93
0.382	72.54
LOW	71.26
0.618	69.20
1.000	67.92
1.618	65.86
2.618	62.52
4.250	57.07

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	72.93	71.45
PP	72.51	71.22
S1	72.09	71.00

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

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