NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	70.15	71.70	1.55	2.2%	69.87
High	71.26	71.70	0.44	0.6%	72.40
Low	70.07	67.94	-2.13	-3.0%	68.90
Close	71.04	68.31	-2.73	-3.8%	71.04
Range	1.19	3.76	2.57	216.0%	3.50
ATR	1.91	2.04	0.13	7.0%	0.00
Volume	5,171	7,908	2,737	52.9%	40,699

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.60	78.21	70.38
R3	76.84	74.45	69.34
R2	73.08	73.08	69.00
R1	70.69	70.69	68.65	70.01
PP	69.32	69.32	69.32	68.97
S1	66.93	66.93	67.97	66.25
S2	65.56	65.56	67.62
S3	61.80	63.17	67.28
S4	58.04	59.41	66.24

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.28	79.66	72.97
R3	77.78	76.16	72.00
R2	74.28	74.28	71.68
R1	72.66	72.66	71.36	73.47
PP	70.78	70.78	70.78	71.19
S1	69.16	69.16	70.72	69.97
S2	67.28	67.28	70.40
S3	63.78	65.66	70.08
S4	60.28	62.16	69.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.40	67.94	4.46	6.5%	2.14	3.1%	8%	False	True	8,856
10	72.40	67.94	4.46	6.5%	1.97	2.9%	8%	False	True	6,260
20	72.83	65.00	7.83	11.5%	2.08	3.1%	42%	False	False	5,798
40	78.41	65.00	13.41	19.6%	1.82	2.7%	25%	False	False	5,497

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	87.68
2.618	81.54
1.618	77.78
1.000	75.46
0.618	74.02
HIGH	71.70
0.618	70.26
0.500	69.82
0.382	69.38
LOW	67.94
0.618	65.62
1.000	64.18
1.618	61.86
2.618	58.10
4.250	51.96

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	69.82	70.07
PP	69.32	69.48
S1	68.81	68.90

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols