NYMEX Light Sweet Crude Oil Future August 2023
Trading Metrics calculated at close of trading on 27-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
69.84 |
69.49 |
-0.35 |
-0.5% |
71.69 |
High |
70.11 |
70.15 |
0.04 |
0.1% |
72.72 |
Low |
68.71 |
67.50 |
-1.21 |
-1.8% |
67.35 |
Close |
69.37 |
67.70 |
-1.67 |
-2.4% |
69.16 |
Range |
1.40 |
2.65 |
1.25 |
89.3% |
5.37 |
ATR |
2.54 |
2.55 |
0.01 |
0.3% |
0.00 |
Volume |
280,116 |
384,752 |
104,636 |
37.4% |
1,438,971 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.40 |
74.70 |
69.16 |
|
R3 |
73.75 |
72.05 |
68.43 |
|
R2 |
71.10 |
71.10 |
68.19 |
|
R1 |
69.40 |
69.40 |
67.94 |
68.93 |
PP |
68.45 |
68.45 |
68.45 |
68.21 |
S1 |
66.75 |
66.75 |
67.46 |
66.28 |
S2 |
65.80 |
65.80 |
67.21 |
|
S3 |
63.15 |
64.10 |
66.97 |
|
S4 |
60.50 |
61.45 |
66.24 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.85 |
82.88 |
72.11 |
|
R3 |
80.48 |
77.51 |
70.64 |
|
R2 |
75.11 |
75.11 |
70.14 |
|
R1 |
72.14 |
72.14 |
69.65 |
70.94 |
PP |
69.74 |
69.74 |
69.74 |
69.15 |
S1 |
66.77 |
66.77 |
68.67 |
65.57 |
S2 |
64.37 |
64.37 |
68.18 |
|
S3 |
59.00 |
61.40 |
67.68 |
|
S4 |
53.63 |
56.03 |
66.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.72 |
67.35 |
5.37 |
7.9% |
2.40 |
3.5% |
7% |
False |
False |
334,669 |
10 |
72.72 |
67.31 |
5.41 |
8.0% |
2.45 |
3.6% |
7% |
False |
False |
312,989 |
20 |
75.70 |
66.96 |
8.74 |
12.9% |
2.73 |
4.0% |
8% |
False |
False |
232,394 |
40 |
76.12 |
63.71 |
12.41 |
18.3% |
2.65 |
3.9% |
32% |
False |
False |
158,702 |
60 |
82.24 |
63.71 |
18.53 |
27.4% |
2.43 |
3.6% |
22% |
False |
False |
122,642 |
80 |
82.24 |
63.71 |
18.53 |
27.4% |
2.58 |
3.8% |
22% |
False |
False |
99,055 |
100 |
82.24 |
63.71 |
18.53 |
27.4% |
2.47 |
3.7% |
22% |
False |
False |
82,292 |
120 |
82.28 |
63.71 |
18.57 |
27.4% |
2.44 |
3.6% |
21% |
False |
False |
71,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.41 |
2.618 |
77.09 |
1.618 |
74.44 |
1.000 |
72.80 |
0.618 |
71.79 |
HIGH |
70.15 |
0.618 |
69.14 |
0.500 |
68.83 |
0.382 |
68.51 |
LOW |
67.50 |
0.618 |
65.86 |
1.000 |
64.85 |
1.618 |
63.21 |
2.618 |
60.56 |
4.250 |
56.24 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
68.83 |
68.75 |
PP |
68.45 |
68.40 |
S1 |
68.08 |
68.05 |
|