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 |
|
|
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 |
|