NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
68.90 |
70.85 |
1.95 |
2.8% |
70.34 |
High |
71.18 |
72.01 |
0.83 |
1.2% |
72.01 |
Low |
68.18 |
70.23 |
2.05 |
3.0% |
66.98 |
Close |
70.85 |
71.92 |
1.07 |
1.5% |
71.92 |
Range |
3.00 |
1.78 |
-1.22 |
-40.7% |
5.03 |
ATR |
2.60 |
2.54 |
-0.06 |
-2.3% |
0.00 |
Volume |
110,512 |
115,694 |
5,182 |
4.7% |
650,852 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.73 |
76.10 |
72.90 |
|
R3 |
74.95 |
74.32 |
72.41 |
|
R2 |
73.17 |
73.17 |
72.25 |
|
R1 |
72.54 |
72.54 |
72.08 |
72.86 |
PP |
71.39 |
71.39 |
71.39 |
71.54 |
S1 |
70.76 |
70.76 |
71.76 |
71.08 |
S2 |
69.61 |
69.61 |
71.59 |
|
S3 |
67.83 |
68.98 |
71.43 |
|
S4 |
66.05 |
67.20 |
70.94 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.39 |
83.69 |
74.69 |
|
R3 |
80.36 |
78.66 |
73.30 |
|
R2 |
75.33 |
75.33 |
72.84 |
|
R1 |
73.63 |
73.63 |
72.38 |
74.48 |
PP |
70.30 |
70.30 |
70.30 |
70.73 |
S1 |
68.60 |
68.60 |
71.46 |
69.45 |
S2 |
65.27 |
65.27 |
71.00 |
|
S3 |
60.24 |
63.57 |
70.54 |
|
S4 |
55.21 |
58.54 |
69.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.01 |
66.98 |
5.03 |
7.0% |
2.61 |
3.6% |
98% |
True |
False |
130,170 |
10 |
74.99 |
66.98 |
8.01 |
11.1% |
2.63 |
3.7% |
62% |
False |
False |
129,530 |
20 |
74.99 |
66.98 |
8.01 |
11.1% |
2.55 |
3.5% |
62% |
False |
False |
106,923 |
40 |
78.10 |
64.21 |
13.89 |
19.3% |
2.56 |
3.6% |
56% |
False |
False |
81,776 |
60 |
81.44 |
64.21 |
17.23 |
24.0% |
2.36 |
3.3% |
45% |
False |
False |
68,566 |
80 |
81.44 |
64.21 |
17.23 |
24.0% |
2.47 |
3.4% |
45% |
False |
False |
59,115 |
100 |
81.44 |
64.21 |
17.23 |
24.0% |
2.42 |
3.4% |
45% |
False |
False |
51,733 |
120 |
81.75 |
64.21 |
17.54 |
24.4% |
2.38 |
3.3% |
44% |
False |
False |
46,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.58 |
2.618 |
76.67 |
1.618 |
74.89 |
1.000 |
73.79 |
0.618 |
73.11 |
HIGH |
72.01 |
0.618 |
71.33 |
0.500 |
71.12 |
0.382 |
70.91 |
LOW |
70.23 |
0.618 |
69.13 |
1.000 |
68.45 |
1.618 |
67.35 |
2.618 |
65.57 |
4.250 |
62.67 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
71.65 |
71.31 |
PP |
71.39 |
70.70 |
S1 |
71.12 |
70.10 |
|