NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
69.63 |
68.20 |
-1.43 |
-2.1% |
71.65 |
High |
70.29 |
69.90 |
-0.39 |
-0.6% |
72.69 |
Low |
67.71 |
67.27 |
-0.44 |
-0.6% |
67.52 |
Close |
67.90 |
69.73 |
1.83 |
2.7% |
69.32 |
Range |
2.58 |
2.63 |
0.05 |
1.9% |
5.17 |
ATR |
2.47 |
2.48 |
0.01 |
0.5% |
0.00 |
Volume |
170,464 |
159,535 |
-10,929 |
-6.4% |
562,829 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.86 |
75.92 |
71.18 |
|
R3 |
74.23 |
73.29 |
70.45 |
|
R2 |
71.60 |
71.60 |
70.21 |
|
R1 |
70.66 |
70.66 |
69.97 |
71.13 |
PP |
68.97 |
68.97 |
68.97 |
69.20 |
S1 |
68.03 |
68.03 |
69.49 |
68.50 |
S2 |
66.34 |
66.34 |
69.25 |
|
S3 |
63.71 |
65.40 |
69.01 |
|
S4 |
61.08 |
62.77 |
68.28 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.35 |
82.51 |
72.16 |
|
R3 |
80.18 |
77.34 |
70.74 |
|
R2 |
75.01 |
75.01 |
70.27 |
|
R1 |
72.17 |
72.17 |
69.79 |
71.01 |
PP |
69.84 |
69.84 |
69.84 |
69.26 |
S1 |
67.00 |
67.00 |
68.85 |
65.84 |
S2 |
64.67 |
64.67 |
68.37 |
|
S3 |
59.50 |
61.83 |
67.90 |
|
S4 |
54.33 |
56.66 |
66.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.62 |
67.27 |
5.35 |
7.7% |
2.47 |
3.5% |
46% |
False |
True |
154,584 |
10 |
72.69 |
67.27 |
5.42 |
7.8% |
2.39 |
3.4% |
45% |
False |
True |
133,910 |
20 |
74.99 |
66.98 |
8.01 |
11.5% |
2.55 |
3.7% |
34% |
False |
False |
128,958 |
40 |
75.06 |
64.21 |
10.85 |
15.6% |
2.58 |
3.7% |
51% |
False |
False |
97,702 |
60 |
81.44 |
64.21 |
17.23 |
24.7% |
2.38 |
3.4% |
32% |
False |
False |
80,595 |
80 |
81.44 |
64.21 |
17.23 |
24.7% |
2.50 |
3.6% |
32% |
False |
False |
69,506 |
100 |
81.44 |
64.21 |
17.23 |
24.7% |
2.42 |
3.5% |
32% |
False |
False |
60,211 |
120 |
81.75 |
64.21 |
17.54 |
25.2% |
2.38 |
3.4% |
31% |
False |
False |
54,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.08 |
2.618 |
76.79 |
1.618 |
74.16 |
1.000 |
72.53 |
0.618 |
71.53 |
HIGH |
69.90 |
0.618 |
68.90 |
0.500 |
68.59 |
0.382 |
68.27 |
LOW |
67.27 |
0.618 |
65.64 |
1.000 |
64.64 |
1.618 |
63.01 |
2.618 |
60.38 |
4.250 |
56.09 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
69.35 |
69.41 |
PP |
68.97 |
69.10 |
S1 |
68.59 |
68.78 |
|