NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
71.47 |
72.35 |
0.88 |
1.2% |
73.00 |
| High |
73.07 |
73.16 |
0.09 |
0.1% |
73.40 |
| Low |
70.96 |
69.14 |
-1.82 |
-2.6% |
67.14 |
| Close |
72.44 |
71.31 |
-1.13 |
-1.6% |
71.64 |
| Range |
2.11 |
4.02 |
1.91 |
90.5% |
6.26 |
| ATR |
2.48 |
2.59 |
0.11 |
4.4% |
0.00 |
| Volume |
96,535 |
209,899 |
113,364 |
117.4% |
393,003 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.26 |
81.31 |
73.52 |
|
| R3 |
79.24 |
77.29 |
72.42 |
|
| R2 |
75.22 |
75.22 |
72.05 |
|
| R1 |
73.27 |
73.27 |
71.68 |
72.24 |
| PP |
71.20 |
71.20 |
71.20 |
70.69 |
| S1 |
69.25 |
69.25 |
70.94 |
68.22 |
| S2 |
67.18 |
67.18 |
70.57 |
|
| S3 |
63.16 |
65.23 |
70.20 |
|
| S4 |
59.14 |
61.21 |
69.10 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.51 |
86.83 |
75.08 |
|
| R3 |
83.25 |
80.57 |
73.36 |
|
| R2 |
76.99 |
76.99 |
72.79 |
|
| R1 |
74.31 |
74.31 |
72.21 |
72.52 |
| PP |
70.73 |
70.73 |
70.73 |
69.83 |
| S1 |
68.05 |
68.05 |
71.07 |
66.26 |
| S2 |
64.47 |
64.47 |
70.49 |
|
| S3 |
58.21 |
61.79 |
69.92 |
|
| S4 |
51.95 |
55.53 |
68.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.99 |
69.14 |
5.85 |
8.2% |
2.73 |
3.8% |
37% |
False |
True |
122,451 |
| 10 |
74.99 |
67.14 |
7.85 |
11.0% |
2.87 |
4.0% |
53% |
False |
False |
108,052 |
| 20 |
74.99 |
67.14 |
7.85 |
11.0% |
2.45 |
3.4% |
53% |
False |
False |
82,855 |
| 40 |
81.44 |
64.21 |
17.23 |
24.2% |
2.44 |
3.4% |
41% |
False |
False |
67,968 |
| 60 |
81.44 |
64.21 |
17.23 |
24.2% |
2.48 |
3.5% |
41% |
False |
False |
60,469 |
| 80 |
81.44 |
64.21 |
17.23 |
24.2% |
2.43 |
3.4% |
41% |
False |
False |
50,863 |
| 100 |
81.75 |
64.21 |
17.54 |
24.6% |
2.40 |
3.4% |
40% |
False |
False |
45,922 |
| 120 |
81.75 |
64.21 |
17.54 |
24.6% |
2.36 |
3.3% |
40% |
False |
False |
41,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.25 |
|
2.618 |
83.68 |
|
1.618 |
79.66 |
|
1.000 |
77.18 |
|
0.618 |
75.64 |
|
HIGH |
73.16 |
|
0.618 |
71.62 |
|
0.500 |
71.15 |
|
0.382 |
70.68 |
|
LOW |
69.14 |
|
0.618 |
66.66 |
|
1.000 |
65.12 |
|
1.618 |
62.64 |
|
2.618 |
58.62 |
|
4.250 |
52.06 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.26 |
71.26 |
| PP |
71.20 |
71.20 |
| S1 |
71.15 |
71.15 |
|