NYMEX Light Sweet Crude Oil Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
71.56 |
68.16 |
-3.40 |
-4.8% |
77.97 |
| High |
71.79 |
69.84 |
-1.95 |
-2.7% |
79.18 |
| Low |
67.95 |
63.57 |
-4.38 |
-6.4% |
73.93 |
| Close |
68.60 |
68.56 |
-0.04 |
-0.1% |
76.78 |
| Range |
3.84 |
6.27 |
2.43 |
63.3% |
5.25 |
| ATR |
2.65 |
2.91 |
0.26 |
9.8% |
0.00 |
| Volume |
490,523 |
412,495 |
-78,028 |
-15.9% |
1,840,423 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.13 |
83.62 |
72.01 |
|
| R3 |
79.86 |
77.35 |
70.28 |
|
| R2 |
73.59 |
73.59 |
69.71 |
|
| R1 |
71.08 |
71.08 |
69.13 |
72.34 |
| PP |
67.32 |
67.32 |
67.32 |
67.95 |
| S1 |
64.81 |
64.81 |
67.99 |
66.07 |
| S2 |
61.05 |
61.05 |
67.41 |
|
| S3 |
54.78 |
58.54 |
66.84 |
|
| S4 |
48.51 |
52.27 |
65.11 |
|
|
| 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 |
63.57 |
13.35 |
19.5% |
3.99 |
5.8% |
37% |
False |
True |
372,850 |
| 10 |
79.18 |
63.57 |
15.61 |
22.8% |
3.18 |
4.6% |
32% |
False |
True |
366,739 |
| 20 |
83.38 |
63.57 |
19.81 |
28.9% |
2.51 |
3.7% |
25% |
False |
True |
294,607 |
| 40 |
83.38 |
63.57 |
19.81 |
28.9% |
2.78 |
4.0% |
25% |
False |
True |
222,521 |
| 60 |
83.38 |
63.57 |
19.81 |
28.9% |
2.59 |
3.8% |
25% |
False |
True |
176,084 |
| 80 |
83.38 |
63.57 |
19.81 |
28.9% |
2.58 |
3.8% |
25% |
False |
True |
154,260 |
| 100 |
83.38 |
63.57 |
19.81 |
28.9% |
2.57 |
3.7% |
25% |
False |
True |
134,149 |
| 120 |
84.17 |
63.57 |
20.60 |
30.0% |
2.66 |
3.9% |
24% |
False |
True |
121,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.49 |
|
2.618 |
86.25 |
|
1.618 |
79.98 |
|
1.000 |
76.11 |
|
0.618 |
73.71 |
|
HIGH |
69.84 |
|
0.618 |
67.44 |
|
0.500 |
66.71 |
|
0.382 |
65.97 |
|
LOW |
63.57 |
|
0.618 |
59.70 |
|
1.000 |
57.30 |
|
1.618 |
53.43 |
|
2.618 |
47.16 |
|
4.250 |
36.92 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
67.94 |
69.84 |
| PP |
67.32 |
69.41 |
| S1 |
66.71 |
68.99 |
|