NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	71.53	71.11	-0.42	-0.6%	72.66
High	71.80	72.69	0.89	1.2%	73.02
Low	69.79	70.62	0.83	1.2%	66.95
Close	71.27	72.09	0.82	1.2%	71.32
Range	2.01	2.07	0.06	3.0%	6.07
ATR	2.42	2.40	-0.03	-1.0%	0.00
Volume	44,369	37,558	-6,811	-15.4%	178,080

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.01	77.12	73.23
R3	75.94	75.05	72.66
R2	73.87	73.87	72.47
R1	72.98	72.98	72.28	73.43
PP	71.80	71.80	71.80	72.02
S1	70.91	70.91	71.90	71.36
S2	69.73	69.73	71.71
S3	67.66	68.84	71.52
S4	65.59	66.77	70.95

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	67.39	7.21	10.0%	2.54	3.5%	65%	False	False	41,355
10	74.60	66.95	7.65	10.6%	2.55	3.5%	67%	False	False	40,066
20	74.60	66.95	7.65	10.6%	2.27	3.1%	67%	False	False	32,108
40	80.64	64.58	16.06	22.3%	2.28	3.2%	47%	False	False	28,756
60	80.64	64.42	16.22	22.5%	2.36	3.3%	47%	False	False	24,228
80	80.64	64.42	16.22	22.5%	2.27	3.2%	47%	False	False	20,017
100	81.03	64.42	16.61	23.0%	2.23	3.1%	46%	False	False	17,860

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.49
2.618	78.11
1.618	76.04
1.000	74.76
0.618	73.97
HIGH	72.69
0.618	71.90
0.500	71.66
0.382	71.41
LOW	70.62
0.618	69.34
1.000	68.55
1.618	67.27
2.618	65.20
4.250	61.82

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	71.95	72.20
PP	71.80	72.16
S1	71.66	72.13

Download as Excel Spreadsheet

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

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