NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	69.67	67.81	-1.86	-2.7%	71.76
High	69.81	71.14	1.33	1.9%	74.65
Low	67.21	67.67	0.46	0.7%	70.57
Close	68.24	70.20	1.96	2.9%	72.76
Range	2.60	3.47	0.87	33.5%	4.08
ATR	2.52	2.58	0.07	2.7%	0.00
Volume	157,338	135,272	-22,066	-14.0%	507,067

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.08	78.61	72.11
R3	76.61	75.14	71.15
R2	73.14	73.14	70.84
R1	71.67	71.67	70.52	72.41
PP	69.67	69.67	69.67	70.04
S1	68.20	68.20	69.88	68.94
S2	66.20	66.20	69.56
S3	62.73	64.73	69.25
S4	59.26	61.26	68.29

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.90	82.91	75.00
R3	80.82	78.83	73.88
R2	76.74	76.74	73.51
R1	74.75	74.75	73.13	75.75
PP	72.66	72.66	72.66	73.16
S1	70.67	70.67	72.39	71.67
S2	68.58	68.58	72.01
S3	64.50	66.59	71.64
S4	60.42	62.51	70.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.34	67.21	7.13	10.2%	3.08	4.4%	42%	False	False	128,483
10	74.65	67.21	7.44	10.6%	2.46	3.5%	40%	False	False	106,859
20	74.65	63.71	10.94	15.6%	2.59	3.7%	59%	False	False	92,648
40	82.24	63.71	18.53	26.4%	2.37	3.4%	35%	False	False	73,631
60	82.24	63.71	18.53	26.4%	2.55	3.6%	35%	False	False	60,650
80	82.24	63.71	18.53	26.4%	2.43	3.5%	35%	False	False	49,230
100	82.28	63.71	18.57	26.5%	2.41	3.4%	35%	False	False	42,967
120	82.28	63.71	18.57	26.5%	2.37	3.4%	35%	False	False	37,269

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.89
2.618	80.22
1.618	76.75
1.000	74.61
0.618	73.28
HIGH	71.14
0.618	69.81
0.500	69.41
0.382	69.00
LOW	67.67
0.618	65.53
1.000	64.20
1.618	62.06
2.618	58.59
4.250	52.92

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	69.94	70.42
PP	69.67	70.34
S1	69.41	70.27

Download as Excel Spreadsheet

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

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