NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 30-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
69.37 |
69.95 |
0.58 |
0.8% |
69.93 |
High |
70.73 |
71.17 |
0.44 |
0.6% |
71.17 |
Low |
69.11 |
69.69 |
0.58 |
0.8% |
67.27 |
Close |
70.02 |
70.78 |
0.76 |
1.1% |
70.78 |
Range |
1.62 |
1.48 |
-0.14 |
-8.6% |
3.90 |
ATR |
2.42 |
2.35 |
-0.07 |
-2.8% |
0.00 |
Volume |
106,169 |
136,640 |
30,471 |
28.7% |
667,020 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.99 |
74.36 |
71.59 |
|
R3 |
73.51 |
72.88 |
71.19 |
|
R2 |
72.03 |
72.03 |
71.05 |
|
R1 |
71.40 |
71.40 |
70.92 |
71.72 |
PP |
70.55 |
70.55 |
70.55 |
70.70 |
S1 |
69.92 |
69.92 |
70.64 |
70.24 |
S2 |
69.07 |
69.07 |
70.51 |
|
S3 |
67.59 |
68.44 |
70.37 |
|
S4 |
66.11 |
66.96 |
69.97 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.44 |
80.01 |
72.93 |
|
R3 |
77.54 |
76.11 |
71.85 |
|
R2 |
73.64 |
73.64 |
71.50 |
|
R1 |
72.21 |
72.21 |
71.14 |
72.93 |
PP |
69.74 |
69.74 |
69.74 |
70.10 |
S1 |
68.31 |
68.31 |
70.42 |
69.03 |
S2 |
65.84 |
65.84 |
70.07 |
|
S3 |
61.94 |
64.41 |
69.71 |
|
S4 |
58.04 |
60.51 |
68.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.17 |
67.27 |
3.90 |
5.5% |
1.93 |
2.7% |
90% |
True |
False |
133,404 |
10 |
72.69 |
67.27 |
5.42 |
7.7% |
2.16 |
3.1% |
65% |
False |
False |
134,554 |
20 |
74.99 |
66.98 |
8.01 |
11.3% |
2.41 |
3.4% |
47% |
False |
False |
131,033 |
40 |
74.99 |
64.21 |
10.78 |
15.2% |
2.45 |
3.5% |
61% |
False |
False |
99,595 |
60 |
81.44 |
64.21 |
17.23 |
24.3% |
2.33 |
3.3% |
38% |
False |
False |
82,254 |
80 |
81.44 |
64.21 |
17.23 |
24.3% |
2.47 |
3.5% |
38% |
False |
False |
71,973 |
100 |
81.44 |
64.21 |
17.23 |
24.3% |
2.39 |
3.4% |
38% |
False |
False |
62,110 |
120 |
81.75 |
64.21 |
17.54 |
24.8% |
2.37 |
3.3% |
37% |
False |
False |
56,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.46 |
2.618 |
75.04 |
1.618 |
73.56 |
1.000 |
72.65 |
0.618 |
72.08 |
HIGH |
71.17 |
0.618 |
70.60 |
0.500 |
70.43 |
0.382 |
70.26 |
LOW |
69.69 |
0.618 |
68.78 |
1.000 |
68.21 |
1.618 |
67.30 |
2.618 |
65.82 |
4.250 |
63.40 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
70.66 |
70.26 |
PP |
70.55 |
69.74 |
S1 |
70.43 |
69.22 |
|