NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
67.49 |
69.50 |
2.01 |
3.0% |
74.68 |
| High |
69.95 |
70.63 |
0.68 |
1.0% |
74.99 |
| Low |
67.38 |
68.31 |
0.93 |
1.4% |
69.14 |
| Close |
69.59 |
68.49 |
-1.10 |
-1.6% |
70.27 |
| Range |
2.57 |
2.32 |
-0.25 |
-9.7% |
5.85 |
| ATR |
2.59 |
2.57 |
-0.02 |
-0.7% |
0.00 |
| Volume |
146,323 |
125,854 |
-20,469 |
-14.0% |
644,449 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.10 |
74.62 |
69.77 |
|
| R3 |
73.78 |
72.30 |
69.13 |
|
| R2 |
71.46 |
71.46 |
68.92 |
|
| R1 |
69.98 |
69.98 |
68.70 |
69.56 |
| PP |
69.14 |
69.14 |
69.14 |
68.94 |
| S1 |
67.66 |
67.66 |
68.28 |
67.24 |
| S2 |
66.82 |
66.82 |
68.06 |
|
| S3 |
64.50 |
65.34 |
67.85 |
|
| S4 |
62.18 |
63.02 |
67.21 |
|
|
| 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 |
9.0% |
2.79 |
4.1% |
24% |
False |
False |
152,450 |
| 10 |
74.99 |
66.98 |
8.01 |
11.7% |
2.70 |
3.9% |
19% |
False |
False |
125,314 |
| 20 |
74.99 |
66.98 |
8.01 |
11.7% |
2.54 |
3.7% |
19% |
False |
False |
100,970 |
| 40 |
79.70 |
64.21 |
15.49 |
22.6% |
2.55 |
3.7% |
28% |
False |
False |
78,070 |
| 60 |
81.44 |
64.21 |
17.23 |
25.2% |
2.36 |
3.4% |
25% |
False |
False |
65,877 |
| 80 |
81.44 |
64.21 |
17.23 |
25.2% |
2.46 |
3.6% |
25% |
False |
False |
56,791 |
| 100 |
81.75 |
64.21 |
17.54 |
25.6% |
2.40 |
3.5% |
24% |
False |
False |
50,051 |
| 120 |
81.75 |
64.21 |
17.54 |
25.6% |
2.37 |
3.5% |
24% |
False |
False |
45,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.49 |
|
2.618 |
76.70 |
|
1.618 |
74.38 |
|
1.000 |
72.95 |
|
0.618 |
72.06 |
|
HIGH |
70.63 |
|
0.618 |
69.74 |
|
0.500 |
69.47 |
|
0.382 |
69.20 |
|
LOW |
68.31 |
|
0.618 |
66.88 |
|
1.000 |
65.99 |
|
1.618 |
64.56 |
|
2.618 |
62.24 |
|
4.250 |
58.45 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.47 |
68.81 |
| PP |
69.14 |
68.70 |
| S1 |
68.82 |
68.60 |
|