NYMEX Light Sweet Crude Oil Future August 2023
Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
70.81 |
71.69 |
0.88 |
1.2% |
70.42 |
High |
72.03 |
72.38 |
0.35 |
0.5% |
72.03 |
Low |
70.18 |
69.76 |
-0.42 |
-0.6% |
66.96 |
Close |
71.93 |
71.19 |
-0.74 |
-1.0% |
71.93 |
Range |
1.85 |
2.62 |
0.77 |
41.6% |
5.07 |
ATR |
2.63 |
2.62 |
0.00 |
0.0% |
0.00 |
Volume |
297,844 |
430,492 |
132,648 |
44.5% |
1,249,682 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.97 |
77.70 |
72.63 |
|
R3 |
76.35 |
75.08 |
71.91 |
|
R2 |
73.73 |
73.73 |
71.67 |
|
R1 |
72.46 |
72.46 |
71.43 |
71.79 |
PP |
71.11 |
71.11 |
71.11 |
70.77 |
S1 |
69.84 |
69.84 |
70.95 |
69.17 |
S2 |
68.49 |
68.49 |
70.71 |
|
S3 |
65.87 |
67.22 |
70.47 |
|
S4 |
63.25 |
64.60 |
69.75 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.52 |
83.79 |
74.72 |
|
R3 |
80.45 |
78.72 |
73.32 |
|
R2 |
75.38 |
75.38 |
72.86 |
|
R1 |
73.65 |
73.65 |
72.39 |
74.52 |
PP |
70.31 |
70.31 |
70.31 |
70.74 |
S1 |
68.58 |
68.58 |
71.47 |
69.45 |
S2 |
65.24 |
65.24 |
71.00 |
|
S3 |
60.17 |
63.51 |
70.54 |
|
S4 |
55.10 |
58.44 |
69.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.38 |
67.31 |
5.07 |
7.1% |
2.50 |
3.5% |
77% |
True |
False |
291,310 |
10 |
73.37 |
66.96 |
6.41 |
9.0% |
2.62 |
3.7% |
66% |
False |
False |
230,452 |
20 |
75.70 |
66.96 |
8.74 |
12.3% |
2.65 |
3.7% |
48% |
False |
False |
174,080 |
40 |
78.62 |
63.71 |
14.91 |
20.9% |
2.67 |
3.8% |
50% |
False |
False |
126,408 |
60 |
82.24 |
63.71 |
18.53 |
26.0% |
2.43 |
3.4% |
40% |
False |
False |
97,238 |
80 |
82.24 |
63.71 |
18.53 |
26.0% |
2.54 |
3.6% |
40% |
False |
False |
78,921 |
100 |
82.24 |
63.71 |
18.53 |
26.0% |
2.49 |
3.5% |
40% |
False |
False |
66,198 |
120 |
82.28 |
63.71 |
18.57 |
26.1% |
2.43 |
3.4% |
40% |
False |
False |
57,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.52 |
2.618 |
79.24 |
1.618 |
76.62 |
1.000 |
75.00 |
0.618 |
74.00 |
HIGH |
72.38 |
0.618 |
71.38 |
0.500 |
71.07 |
0.382 |
70.76 |
LOW |
69.76 |
0.618 |
68.14 |
1.000 |
67.14 |
1.618 |
65.52 |
2.618 |
62.90 |
4.250 |
58.63 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
71.15 |
70.88 |
PP |
71.11 |
70.57 |
S1 |
71.07 |
70.26 |
|