NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	68.25	66.85	-1.40	-2.1%	69.87
High	68.34	69.55	1.21	1.8%	72.40
Low	66.27	66.68	0.41	0.6%	68.90
Close	67.04	68.80	1.76	2.6%	71.04
Range	2.07	2.87	0.80	38.6%	3.50
ATR	2.04	2.10	0.06	2.9%	0.00
Volume	8,705	8,569	-136	-1.6%	40,699

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	76.95	75.75	70.38
R3	74.08	72.88	69.59
R2	71.21	71.21	69.33
R1	70.01	70.01	69.06	70.61
PP	68.34	68.34	68.34	68.65
S1	67.14	67.14	68.54	67.74
S2	65.47	65.47	68.27
S3	62.60	64.27	68.01
S4	59.73	61.40	67.22

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	72.20	66.27	5.93	8.6%	2.54	3.7%	43%	False	False	8,728
10	72.40	66.27	6.13	8.9%	2.06	3.0%	41%	False	False	7,315
20	72.40	65.00	7.40	10.8%	2.00	2.9%	51%	False	False	5,848
40	78.41	65.00	13.41	19.5%	1.83	2.7%	28%	False	False	5,469

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.75
2.618	77.06
1.618	74.19
1.000	72.42
0.618	71.32
HIGH	69.55
0.618	68.45
0.500	68.12
0.382	67.78
LOW	66.68
0.618	64.91
1.000	63.81
1.618	62.04
2.618	59.17
4.250	54.48

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	68.57	68.99
PP	68.34	68.92
S1	68.12	68.86

Download as Excel Spreadsheet

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

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