NYMEX Light Sweet Crude Oil Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
75.76 |
71.56 |
-4.20 |
-5.5% |
77.97 |
| High |
76.11 |
71.79 |
-4.32 |
-5.7% |
79.18 |
| Low |
71.42 |
67.95 |
-3.47 |
-4.9% |
73.93 |
| Close |
71.66 |
68.60 |
-3.06 |
-4.3% |
76.78 |
| Range |
4.69 |
3.84 |
-0.85 |
-18.1% |
5.25 |
| ATR |
2.56 |
2.65 |
0.09 |
3.6% |
0.00 |
| Volume |
417,820 |
490,523 |
72,703 |
17.4% |
1,840,423 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.97 |
78.62 |
70.71 |
|
| R3 |
77.13 |
74.78 |
69.66 |
|
| R2 |
73.29 |
73.29 |
69.30 |
|
| R1 |
70.94 |
70.94 |
68.95 |
70.20 |
| PP |
69.45 |
69.45 |
69.45 |
69.07 |
| S1 |
67.10 |
67.10 |
68.25 |
66.36 |
| S2 |
65.61 |
65.61 |
67.90 |
|
| S3 |
61.77 |
63.26 |
67.54 |
|
| S4 |
57.93 |
59.42 |
66.49 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.38 |
89.83 |
79.67 |
|
| R3 |
87.13 |
84.58 |
78.22 |
|
| R2 |
81.88 |
81.88 |
77.74 |
|
| R1 |
79.33 |
79.33 |
77.26 |
77.98 |
| PP |
76.63 |
76.63 |
76.63 |
75.96 |
| S1 |
74.08 |
74.08 |
76.30 |
72.73 |
| S2 |
71.38 |
71.38 |
75.82 |
|
| S3 |
66.13 |
68.83 |
75.34 |
|
| S4 |
60.88 |
63.58 |
73.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.92 |
67.95 |
8.97 |
13.1% |
2.99 |
4.4% |
7% |
False |
True |
359,527 |
| 10 |
79.18 |
67.95 |
11.23 |
16.4% |
2.76 |
4.0% |
6% |
False |
True |
361,631 |
| 20 |
83.38 |
67.95 |
15.43 |
22.5% |
2.27 |
3.3% |
4% |
False |
True |
279,470 |
| 40 |
83.38 |
64.58 |
18.80 |
27.4% |
2.66 |
3.9% |
21% |
False |
False |
214,574 |
| 60 |
83.38 |
64.58 |
18.80 |
27.4% |
2.53 |
3.7% |
21% |
False |
False |
170,916 |
| 80 |
83.38 |
64.58 |
18.80 |
27.4% |
2.54 |
3.7% |
21% |
False |
False |
149,946 |
| 100 |
83.38 |
64.58 |
18.80 |
27.4% |
2.54 |
3.7% |
21% |
False |
False |
131,044 |
| 120 |
84.17 |
64.58 |
19.59 |
28.6% |
2.63 |
3.8% |
21% |
False |
False |
118,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.11 |
|
2.618 |
81.84 |
|
1.618 |
78.00 |
|
1.000 |
75.63 |
|
0.618 |
74.16 |
|
HIGH |
71.79 |
|
0.618 |
70.32 |
|
0.500 |
69.87 |
|
0.382 |
69.42 |
|
LOW |
67.95 |
|
0.618 |
65.58 |
|
1.000 |
64.11 |
|
1.618 |
61.74 |
|
2.618 |
57.90 |
|
4.250 |
51.63 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.87 |
72.32 |
| PP |
69.45 |
71.08 |
| S1 |
69.02 |
69.84 |
|