NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 03-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
69.95 |
70.61 |
0.66 |
0.9% |
69.93 |
High |
71.17 |
71.88 |
0.71 |
1.0% |
71.17 |
Low |
69.69 |
69.82 |
0.13 |
0.2% |
67.27 |
Close |
70.78 |
69.91 |
-0.87 |
-1.2% |
70.78 |
Range |
1.48 |
2.06 |
0.58 |
39.2% |
3.90 |
ATR |
2.35 |
2.33 |
-0.02 |
-0.9% |
0.00 |
Volume |
136,640 |
107,159 |
-29,481 |
-21.6% |
667,020 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.72 |
75.37 |
71.04 |
|
R3 |
74.66 |
73.31 |
70.48 |
|
R2 |
72.60 |
72.60 |
70.29 |
|
R1 |
71.25 |
71.25 |
70.10 |
70.90 |
PP |
70.54 |
70.54 |
70.54 |
70.36 |
S1 |
69.19 |
69.19 |
69.72 |
68.84 |
S2 |
68.48 |
68.48 |
69.53 |
|
S3 |
66.42 |
67.13 |
69.34 |
|
S4 |
64.36 |
65.07 |
68.78 |
|
|
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 |
71.88 |
67.27 |
4.61 |
6.6% |
2.07 |
3.0% |
57% |
True |
False |
135,993 |
10 |
72.69 |
67.27 |
5.42 |
7.8% |
2.19 |
3.1% |
49% |
False |
False |
133,700 |
20 |
74.99 |
66.98 |
8.01 |
11.5% |
2.41 |
3.4% |
37% |
False |
False |
131,615 |
40 |
74.99 |
66.98 |
8.01 |
11.5% |
2.38 |
3.4% |
37% |
False |
False |
100,104 |
60 |
81.44 |
64.21 |
17.23 |
24.6% |
2.34 |
3.3% |
33% |
False |
False |
83,369 |
80 |
81.44 |
64.21 |
17.23 |
24.6% |
2.48 |
3.5% |
33% |
False |
False |
73,085 |
100 |
81.44 |
64.21 |
17.23 |
24.6% |
2.39 |
3.4% |
33% |
False |
False |
62,886 |
120 |
81.75 |
64.21 |
17.54 |
25.1% |
2.37 |
3.4% |
32% |
False |
False |
56,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.64 |
2.618 |
77.27 |
1.618 |
75.21 |
1.000 |
73.94 |
0.618 |
73.15 |
HIGH |
71.88 |
0.618 |
71.09 |
0.500 |
70.85 |
0.382 |
70.61 |
LOW |
69.82 |
0.618 |
68.55 |
1.000 |
67.76 |
1.618 |
66.49 |
2.618 |
64.43 |
4.250 |
61.07 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
70.85 |
70.50 |
PP |
70.54 |
70.30 |
S1 |
70.22 |
70.11 |
|