NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	66.49	68.40	1.91	2.9%	71.00
High	69.16	70.23	1.07	1.5%	71.16
Low	66.41	68.40	1.99	3.0%	66.05
Close	68.47	69.90	1.43	2.1%	69.90
Range	2.75	1.83	-0.92	-33.5%	5.11
ATR	1.91	1.91	-0.01	-0.3%	0.00
Volume	2,202	3,416	1,214	55.1%	15,003

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	75.00	74.28	70.91
R3	73.17	72.45	70.40
R2	71.34	71.34	70.24
R1	70.62	70.62	70.07	70.98
PP	69.51	69.51	69.51	69.69
S1	68.79	68.79	69.73	69.15
S2	67.68	67.68	69.56
S3	65.85	66.96	69.40
S4	64.02	65.13	68.89

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.37	82.24	72.71
R3	79.26	77.13	71.31
R2	74.15	74.15	70.84
R1	72.02	72.02	70.37	70.53
PP	69.04	69.04	69.04	68.29
S1	66.91	66.91	69.43	65.42
S2	63.93	63.93	68.96
S3	58.82	61.80	68.49
S4	53.71	56.69	67.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.16	66.05	5.11	7.3%	2.24	3.2%	75%	False	False	3,291
10	71.90	66.05	5.85	8.4%	1.86	2.7%	66%	False	False	3,824
20	71.90	66.05	5.85	8.4%	1.76	2.5%	66%	False	False	2,866

Crabel Price Patterns
NR	True
NR4	True
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	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	78.01
2.618	75.02
1.618	73.19
1.000	72.06
0.618	71.36
HIGH	70.23
0.618	69.53
0.500	69.32
0.382	69.10
LOW	68.40
0.618	67.27
1.000	66.57
1.618	65.44
2.618	63.61
4.250	60.62

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	69.71	69.31
PP	69.51	68.73
S1	69.32	68.14

Download as Excel Spreadsheet

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

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