NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
70.85 |
71.65 |
0.80 |
1.1% |
70.34 |
High |
72.01 |
72.31 |
0.30 |
0.4% |
72.01 |
Low |
70.23 |
69.81 |
-0.42 |
-0.6% |
66.98 |
Close |
71.92 |
71.18 |
-0.74 |
-1.0% |
71.92 |
Range |
1.78 |
2.50 |
0.72 |
40.4% |
5.03 |
ATR |
2.54 |
2.54 |
0.00 |
-0.1% |
0.00 |
Volume |
115,694 |
116,610 |
916 |
0.8% |
650,852 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.60 |
77.39 |
72.56 |
|
R3 |
76.10 |
74.89 |
71.87 |
|
R2 |
73.60 |
73.60 |
71.64 |
|
R1 |
72.39 |
72.39 |
71.41 |
71.75 |
PP |
71.10 |
71.10 |
71.10 |
70.78 |
S1 |
69.89 |
69.89 |
70.95 |
69.25 |
S2 |
68.60 |
68.60 |
70.72 |
|
S3 |
66.10 |
67.39 |
70.49 |
|
S4 |
63.60 |
64.89 |
69.81 |
|
|
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 |
72.31 |
67.38 |
4.93 |
6.9% |
2.43 |
3.4% |
77% |
True |
False |
122,998 |
10 |
73.16 |
66.98 |
6.18 |
8.7% |
2.54 |
3.6% |
68% |
False |
False |
129,520 |
20 |
74.99 |
66.98 |
8.01 |
11.3% |
2.56 |
3.6% |
52% |
False |
False |
110,170 |
40 |
78.10 |
64.21 |
13.89 |
19.5% |
2.58 |
3.6% |
50% |
False |
False |
83,699 |
60 |
81.44 |
64.21 |
17.23 |
24.2% |
2.37 |
3.3% |
40% |
False |
False |
69,961 |
80 |
81.44 |
64.21 |
17.23 |
24.2% |
2.48 |
3.5% |
40% |
False |
False |
60,153 |
100 |
81.44 |
64.21 |
17.23 |
24.2% |
2.43 |
3.4% |
40% |
False |
False |
52,709 |
120 |
81.75 |
64.21 |
17.54 |
24.6% |
2.38 |
3.3% |
40% |
False |
False |
47,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.94 |
2.618 |
78.86 |
1.618 |
76.36 |
1.000 |
74.81 |
0.618 |
73.86 |
HIGH |
72.31 |
0.618 |
71.36 |
0.500 |
71.06 |
0.382 |
70.77 |
LOW |
69.81 |
0.618 |
68.27 |
1.000 |
67.31 |
1.618 |
65.77 |
2.618 |
63.27 |
4.250 |
59.19 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
71.14 |
70.87 |
PP |
71.10 |
70.56 |
S1 |
71.06 |
70.25 |
|