NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
70.80 |
70.08 |
-0.72 |
-1.0% |
73.74 |
High |
71.56 |
70.11 |
-1.45 |
-2.0% |
74.60 |
Low |
69.96 |
66.83 |
-3.13 |
-4.5% |
68.93 |
Close |
70.02 |
67.16 |
-2.86 |
-4.1% |
70.02 |
Range |
1.60 |
3.28 |
1.68 |
105.0% |
5.67 |
ATR |
2.44 |
2.50 |
0.06 |
2.5% |
0.00 |
Volume |
51,739 |
65,798 |
14,059 |
27.2% |
257,921 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.87 |
75.80 |
68.96 |
|
R3 |
74.59 |
72.52 |
68.06 |
|
R2 |
71.31 |
71.31 |
67.76 |
|
R1 |
69.24 |
69.24 |
67.46 |
68.64 |
PP |
68.03 |
68.03 |
68.03 |
67.73 |
S1 |
65.96 |
65.96 |
66.86 |
65.36 |
S2 |
64.75 |
64.75 |
66.56 |
|
S3 |
61.47 |
62.68 |
66.26 |
|
S4 |
58.19 |
59.40 |
65.36 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.19 |
84.78 |
73.14 |
|
R3 |
82.52 |
79.11 |
71.58 |
|
R2 |
76.85 |
76.85 |
71.06 |
|
R1 |
73.44 |
73.44 |
70.54 |
72.31 |
PP |
71.18 |
71.18 |
71.18 |
70.62 |
S1 |
67.77 |
67.77 |
69.50 |
66.64 |
S2 |
65.51 |
65.51 |
68.98 |
|
S3 |
59.84 |
62.10 |
68.46 |
|
S4 |
54.17 |
56.43 |
66.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.79 |
66.83 |
5.96 |
8.9% |
2.56 |
3.8% |
6% |
False |
True |
57,130 |
10 |
74.60 |
66.83 |
7.77 |
11.6% |
2.81 |
4.2% |
4% |
False |
True |
50,179 |
20 |
74.60 |
66.83 |
7.77 |
11.6% |
2.40 |
3.6% |
4% |
False |
True |
38,749 |
40 |
80.11 |
64.58 |
15.53 |
23.1% |
2.40 |
3.6% |
17% |
False |
False |
32,518 |
60 |
80.64 |
64.42 |
16.22 |
24.2% |
2.29 |
3.4% |
17% |
False |
False |
26,819 |
80 |
80.64 |
64.42 |
16.22 |
24.2% |
2.32 |
3.5% |
17% |
False |
False |
22,270 |
100 |
81.03 |
64.42 |
16.61 |
24.7% |
2.25 |
3.4% |
16% |
False |
False |
19,534 |
120 |
81.03 |
64.42 |
16.61 |
24.7% |
2.19 |
3.3% |
16% |
False |
False |
17,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.05 |
2.618 |
78.70 |
1.618 |
75.42 |
1.000 |
73.39 |
0.618 |
72.14 |
HIGH |
70.11 |
0.618 |
68.86 |
0.500 |
68.47 |
0.382 |
68.08 |
LOW |
66.83 |
0.618 |
64.80 |
1.000 |
63.55 |
1.618 |
61.52 |
2.618 |
58.24 |
4.250 |
52.89 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
68.47 |
69.81 |
PP |
68.03 |
68.93 |
S1 |
67.60 |
68.04 |
|