NYMEX Light Sweet Crude Oil Future July 2023

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	70.21	75.03	4.82	6.9%	73.23
High	72.17	75.06	2.89	4.0%	73.55
Low	70.00	71.73	1.73	2.5%	67.03
Close	71.74	72.15	0.41	0.6%	71.74
Range	2.17	3.33	1.16	53.5%	6.52
ATR	2.60	2.66	0.05	2.0%	0.00
Volume	322,596	383,943	61,347	19.0%	1,603,638

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.97	80.89	73.98
R3	79.64	77.56	73.07
R2	76.31	76.31	72.76
R1	74.23	74.23	72.46	73.61
PP	72.98	72.98	72.98	72.67
S1	70.90	70.90	71.84	70.28
S2	69.65	69.65	71.54
S3	66.32	67.57	71.23
S4	62.99	64.24	70.32

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.33	87.56	75.33
R3	83.81	81.04	73.53
R2	77.29	77.29	72.94
R1	74.52	74.52	72.34	72.65
PP	70.77	70.77	70.77	69.84
S1	68.00	68.00	71.14	66.13
S2	64.25	64.25	70.54
S3	57.73	61.48	69.95
S4	51.21	54.96	68.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.06	67.03	8.03	11.1%	3.25	4.5%	64%	True	False	397,516
10	75.06	67.03	8.03	11.1%	2.67	3.7%	64%	True	False	363,989
20	75.06	67.03	8.03	11.1%	2.46	3.4%	64%	True	False	272,248
40	82.91	63.89	19.02	26.4%	2.49	3.5%	43%	False	False	192,489
60	82.91	63.89	19.02	26.4%	2.64	3.7%	43%	False	False	155,301
80	82.91	63.89	19.02	26.4%	2.53	3.5%	43%	False	False	124,080
100	82.91	63.89	19.02	26.4%	2.51	3.5%	43%	False	False	105,668
120	82.91	63.89	19.02	26.4%	2.48	3.4%	43%	False	False	90,752

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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.21
2.618	83.78
1.618	80.45
1.000	78.39
0.618	77.12
HIGH	75.06
0.618	73.79
0.500	73.40
0.382	73.00
LOW	71.73
0.618	69.67
1.000	68.40
1.618	66.34
2.618	63.01
4.250	57.58

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	73.40	71.86
PP	72.98	71.57
S1	72.57	71.29

Download as Excel Spreadsheet

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

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