NYMEX Light Sweet Crude Oil Future August 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 |
71.11 |
70.42 |
-0.69 |
-1.0% |
75.10 |
High |
71.93 |
70.49 |
-1.44 |
-2.0% |
75.70 |
Low |
70.26 |
66.96 |
-3.30 |
-4.7% |
69.21 |
Close |
70.33 |
67.29 |
-3.04 |
-4.3% |
70.33 |
Range |
1.67 |
3.53 |
1.86 |
111.4% |
6.49 |
ATR |
2.62 |
2.68 |
0.07 |
2.5% |
0.00 |
Volume |
160,294 |
223,623 |
63,329 |
39.5% |
773,323 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.84 |
76.59 |
69.23 |
|
R3 |
75.31 |
73.06 |
68.26 |
|
R2 |
71.78 |
71.78 |
67.94 |
|
R1 |
69.53 |
69.53 |
67.61 |
68.89 |
PP |
68.25 |
68.25 |
68.25 |
67.93 |
S1 |
66.00 |
66.00 |
66.97 |
65.36 |
S2 |
64.72 |
64.72 |
66.64 |
|
S3 |
61.19 |
62.47 |
66.32 |
|
S4 |
57.66 |
58.94 |
65.35 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.22 |
87.26 |
73.90 |
|
R3 |
84.73 |
80.77 |
72.11 |
|
R2 |
78.24 |
78.24 |
71.52 |
|
R1 |
74.28 |
74.28 |
70.92 |
73.02 |
PP |
71.75 |
71.75 |
71.75 |
71.11 |
S1 |
67.79 |
67.79 |
69.74 |
66.53 |
S2 |
65.26 |
65.26 |
69.14 |
|
S3 |
58.77 |
61.30 |
68.55 |
|
S4 |
52.28 |
54.81 |
66.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.37 |
66.96 |
6.41 |
9.5% |
2.73 |
4.1% |
5% |
False |
True |
169,594 |
10 |
75.70 |
66.96 |
8.74 |
13.0% |
3.02 |
4.5% |
4% |
False |
True |
151,799 |
20 |
75.70 |
66.96 |
8.74 |
13.0% |
2.55 |
3.8% |
4% |
False |
True |
118,886 |
40 |
81.64 |
63.71 |
17.93 |
26.6% |
2.60 |
3.9% |
20% |
False |
False |
95,407 |
60 |
82.24 |
63.71 |
18.53 |
27.5% |
2.46 |
3.7% |
19% |
False |
False |
76,203 |
80 |
82.24 |
63.71 |
18.53 |
27.5% |
2.51 |
3.7% |
19% |
False |
False |
61,725 |
100 |
82.28 |
63.71 |
18.57 |
27.6% |
2.46 |
3.6% |
19% |
False |
False |
52,604 |
120 |
82.28 |
63.71 |
18.57 |
27.6% |
2.41 |
3.6% |
19% |
False |
False |
45,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.49 |
2.618 |
79.73 |
1.618 |
76.20 |
1.000 |
74.02 |
0.618 |
72.67 |
HIGH |
70.49 |
0.618 |
69.14 |
0.500 |
68.73 |
0.382 |
68.31 |
LOW |
66.96 |
0.618 |
64.78 |
1.000 |
63.43 |
1.618 |
61.25 |
2.618 |
57.72 |
4.250 |
51.96 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
68.73 |
70.17 |
PP |
68.25 |
69.21 |
S1 |
67.77 |
68.25 |
|