NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	71.70	68.25	-3.45	-4.8%	69.87
High	71.70	68.34	-3.36	-4.7%	72.40
Low	67.94	66.27	-1.67	-2.5%	68.90
Close	68.31	67.04	-1.27	-1.9%	71.04
Range	3.76	2.07	-1.69	-44.9%	3.50
ATR	2.04	2.04	0.00	0.1%	0.00
Volume	7,908	8,705	797	10.1%	40,699

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	73.43	72.30	68.18
R3	71.36	70.23	67.61
R2	69.29	69.29	67.42
R1	68.16	68.16	67.23	67.69
PP	67.22	67.22	67.22	66.98
S1	66.09	66.09	66.85	65.62
S2	65.15	65.15	66.66
S3	63.08	64.02	66.47
S4	61.01	61.95	65.90

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	66.27	6.13	9.1%	2.21	3.3%	13%	False	True	9,128
10	72.40	66.27	6.13	9.1%	2.06	3.1%	13%	False	True	6,969
20	72.40	65.00	7.40	11.0%	2.00	3.0%	28%	False	False	5,984
40	78.41	65.00	13.41	20.0%	1.80	2.7%	15%	False	False	5,452

Crabel Price Patterns
NR	True
NR4	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.14
2.618	73.76
1.618	71.69
1.000	70.41
0.618	69.62
HIGH	68.34
0.618	67.55
0.500	67.31
0.382	67.06
LOW	66.27
0.618	64.99
1.000	64.20
1.618	62.92
2.618	60.85
4.250	57.47

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	67.31	68.99
PP	67.22	68.34
S1	67.13	67.69

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