NYMEX Light Sweet Crude Oil Future September 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 |
71.00 |
70.34 |
-0.66 |
-0.9% |
74.68 |
High |
71.85 |
70.37 |
-1.48 |
-2.1% |
74.99 |
Low |
70.20 |
66.98 |
-3.22 |
-4.6% |
69.14 |
Close |
70.27 |
67.30 |
-2.97 |
-4.2% |
70.27 |
Range |
1.65 |
3.39 |
1.74 |
105.5% |
5.85 |
ATR |
2.53 |
2.59 |
0.06 |
2.4% |
0.00 |
Volume |
127,708 |
152,469 |
24,761 |
19.4% |
644,449 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.39 |
76.23 |
69.16 |
|
R3 |
75.00 |
72.84 |
68.23 |
|
R2 |
71.61 |
71.61 |
67.92 |
|
R1 |
69.45 |
69.45 |
67.61 |
68.84 |
PP |
68.22 |
68.22 |
68.22 |
67.91 |
S1 |
66.06 |
66.06 |
66.99 |
65.45 |
S2 |
64.83 |
64.83 |
66.68 |
|
S3 |
61.44 |
62.67 |
66.37 |
|
S4 |
58.05 |
59.28 |
65.44 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.02 |
85.49 |
73.49 |
|
R3 |
83.17 |
79.64 |
71.88 |
|
R2 |
77.32 |
77.32 |
71.34 |
|
R1 |
73.79 |
73.79 |
70.81 |
72.63 |
PP |
71.47 |
71.47 |
71.47 |
70.89 |
S1 |
67.94 |
67.94 |
69.73 |
66.78 |
S2 |
65.62 |
65.62 |
69.20 |
|
S3 |
59.77 |
62.09 |
68.66 |
|
S4 |
53.92 |
56.24 |
67.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.16 |
66.98 |
6.18 |
9.2% |
2.65 |
3.9% |
5% |
False |
True |
136,042 |
10 |
74.99 |
66.98 |
8.01 |
11.9% |
2.89 |
4.3% |
4% |
False |
True |
118,992 |
20 |
74.99 |
66.98 |
8.01 |
11.9% |
2.47 |
3.7% |
4% |
False |
True |
90,998 |
40 |
80.91 |
64.21 |
16.70 |
24.8% |
2.51 |
3.7% |
19% |
False |
False |
73,053 |
60 |
81.44 |
64.21 |
17.23 |
25.6% |
2.40 |
3.6% |
18% |
False |
False |
63,173 |
80 |
81.44 |
64.21 |
17.23 |
25.6% |
2.45 |
3.6% |
18% |
False |
False |
53,848 |
100 |
81.75 |
64.21 |
17.54 |
26.1% |
2.40 |
3.6% |
18% |
False |
False |
47,953 |
120 |
81.75 |
64.21 |
17.54 |
26.1% |
2.36 |
3.5% |
18% |
False |
False |
43,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.78 |
2.618 |
79.25 |
1.618 |
75.86 |
1.000 |
73.76 |
0.618 |
72.47 |
HIGH |
70.37 |
0.618 |
69.08 |
0.500 |
68.68 |
0.382 |
68.27 |
LOW |
66.98 |
0.618 |
64.88 |
1.000 |
63.59 |
1.618 |
61.49 |
2.618 |
58.10 |
4.250 |
52.57 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
68.68 |
70.07 |
PP |
68.22 |
69.15 |
S1 |
67.76 |
68.22 |
|