NYMEX Light Sweet Crude Oil Future July 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
70.94 |
70.27 |
-0.67 |
-0.9% |
75.03 |
High |
71.77 |
70.33 |
-1.44 |
-2.0% |
75.06 |
Low |
70.10 |
66.80 |
-3.30 |
-4.7% |
69.03 |
Close |
70.17 |
67.12 |
-3.05 |
-4.3% |
70.17 |
Range |
1.67 |
3.53 |
1.86 |
111.4% |
6.03 |
ATR |
2.64 |
2.70 |
0.06 |
2.4% |
0.00 |
Volume |
300,724 |
404,769 |
104,045 |
34.6% |
1,784,152 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.67 |
76.43 |
69.06 |
|
R3 |
75.14 |
72.90 |
68.09 |
|
R2 |
71.61 |
71.61 |
67.77 |
|
R1 |
69.37 |
69.37 |
67.44 |
68.73 |
PP |
68.08 |
68.08 |
68.08 |
67.76 |
S1 |
65.84 |
65.84 |
66.80 |
65.20 |
S2 |
64.55 |
64.55 |
66.47 |
|
S3 |
61.02 |
62.31 |
66.15 |
|
S4 |
57.49 |
58.78 |
65.18 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.51 |
85.87 |
73.49 |
|
R3 |
83.48 |
79.84 |
71.83 |
|
R2 |
77.45 |
77.45 |
71.28 |
|
R1 |
73.81 |
73.81 |
70.72 |
72.62 |
PP |
71.42 |
71.42 |
71.42 |
70.82 |
S1 |
67.78 |
67.78 |
69.62 |
66.59 |
S2 |
65.39 |
65.39 |
69.06 |
|
S3 |
59.36 |
61.75 |
68.51 |
|
S4 |
53.33 |
55.72 |
66.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.28 |
66.80 |
6.48 |
9.7% |
2.77 |
4.1% |
5% |
False |
True |
360,995 |
10 |
75.06 |
66.80 |
8.26 |
12.3% |
3.01 |
4.5% |
4% |
False |
True |
379,255 |
20 |
75.06 |
66.80 |
8.26 |
12.3% |
2.56 |
3.8% |
4% |
False |
True |
326,444 |
40 |
82.24 |
63.89 |
18.35 |
27.3% |
2.64 |
3.9% |
18% |
False |
False |
226,264 |
60 |
82.91 |
63.89 |
19.02 |
28.3% |
2.51 |
3.7% |
17% |
False |
False |
180,766 |
80 |
82.91 |
63.89 |
19.02 |
28.3% |
2.57 |
3.8% |
17% |
False |
False |
144,584 |
100 |
82.91 |
63.89 |
19.02 |
28.3% |
2.53 |
3.8% |
17% |
False |
False |
121,888 |
120 |
82.91 |
63.89 |
19.02 |
28.3% |
2.50 |
3.7% |
17% |
False |
False |
105,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.33 |
2.618 |
79.57 |
1.618 |
76.04 |
1.000 |
73.86 |
0.618 |
72.51 |
HIGH |
70.33 |
0.618 |
68.98 |
0.500 |
68.57 |
0.382 |
68.15 |
LOW |
66.80 |
0.618 |
64.62 |
1.000 |
63.27 |
1.618 |
61.09 |
2.618 |
57.56 |
4.250 |
51.80 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
68.57 |
70.04 |
PP |
68.08 |
69.07 |
S1 |
67.60 |
68.09 |
|