NYMEX Light Sweet Crude Oil Future January 2024

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	68.81	72.72	3.91	5.7%	71.70
High	70.62	72.72	2.10	3.0%	71.70
Low	68.81	70.16	1.35	2.0%	66.27
Close	70.25	70.49	0.24	0.3%	70.25
Range	1.81	2.56	0.75	41.4%	5.43
ATR	2.08	2.11	0.03	1.7%	0.00
Volume	10,085	8,873	-1,212	-12.0%	35,267

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	78.80	77.21	71.90
R3	76.24	74.65	71.19
R2	73.68	73.68	70.96
R1	72.09	72.09	70.72	71.61
PP	71.12	71.12	71.12	70.88
S1	69.53	69.53	70.26	69.05
S2	68.56	68.56	70.02
S3	66.00	66.97	69.79
S4	63.44	64.41	69.08

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.70	83.40	73.24
R3	80.27	77.97	71.74
R2	74.84	74.84	71.25
R1	72.54	72.54	70.75	70.98
PP	69.41	69.41	69.41	68.62
S1	67.11	67.11	69.75	65.55
S2	63.98	63.98	69.25
S3	58.55	61.68	68.76
S4	53.12	56.25	67.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.72	66.27	6.45	9.2%	2.61	3.7%	65%	True	False	8,828
10	72.72	66.27	6.45	9.2%	2.16	3.1%	65%	True	False	8,483
20	72.72	66.27	6.45	9.2%	1.99	2.8%	65%	True	False	6,268
40	78.41	65.00	13.41	19.0%	1.89	2.7%	41%	False	False	5,679

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	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.60
2.618	79.42
1.618	76.86
1.000	75.28
0.618	74.30
HIGH	72.72
0.618	71.74
0.500	71.44
0.382	71.14
LOW	70.16
0.618	68.58
1.000	67.60
1.618	66.02
2.618	63.46
4.250	59.28

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	71.44	70.23
PP	71.12	69.96
S1	70.81	69.70

Download as Excel Spreadsheet

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

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