NYMEX Light Sweet Crude Oil Future August 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	70.25	75.10	4.85	6.9%	73.22
High	72.24	75.70	3.46	4.8%	73.62
Low	70.10	71.85	1.75	2.5%	67.21
Close	71.84	72.26	0.42	0.6%	71.84
Range	2.14	3.85	1.71	79.9%	6.41
ATR	2.55	2.65	0.09	3.7%	0.00
Volume	110,943	148,975	38,032	34.3%	521,051

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.82	82.39	74.38
R3	80.97	78.54	73.32
R2	77.12	77.12	72.97
R1	74.69	74.69	72.61	73.98
PP	73.27	73.27	73.27	72.92
S1	70.84	70.84	71.91	70.13
S2	69.42	69.42	71.55
S3	65.57	66.99	71.20
S4	61.72	63.14	70.14

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.12	87.39	75.37
R3	83.71	80.98	73.60
R2	77.30	77.30	73.02
R1	74.57	74.57	72.43	72.73
PP	70.89	70.89	70.89	69.97
S1	68.16	68.16	71.25	66.32
S2	64.48	64.48	70.66
S3	58.07	61.75	70.08
S4	51.66	55.34	68.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.70	67.21	8.49	11.7%	3.30	4.6%	59%	True	False	134,005
10	75.70	67.21	8.49	11.7%	2.69	3.7%	59%	True	False	117,709
20	75.70	67.21	8.49	11.7%	2.44	3.4%	59%	True	False	97,266
40	82.24	63.71	18.53	25.6%	2.45	3.4%	46%	False	False	78,639
60	82.24	63.71	18.53	25.6%	2.58	3.6%	46%	False	False	64,345
80	82.24	63.71	18.53	25.6%	2.46	3.4%	46%	False	False	52,088
100	82.28	63.71	18.57	25.7%	2.43	3.4%	46%	False	False	45,241
120	82.28	63.71	18.57	25.7%	2.39	3.3%	46%	False	False	39,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.06
2.618	85.78
1.618	81.93
1.000	79.55
0.618	78.08
HIGH	75.70
0.618	74.23
0.500	73.78
0.382	73.32
LOW	71.85
0.618	69.47
1.000	68.00
1.618	65.62
2.618	61.77
4.250	55.49

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	73.78	72.07
PP	73.27	71.88
S1	72.77	71.69

Download as Excel Spreadsheet

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

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