NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
71.48 |
70.72 |
-0.76 |
-1.1% |
70.08 |
High |
72.08 |
72.47 |
0.39 |
0.5% |
71.85 |
Low |
69.66 |
70.64 |
0.98 |
1.4% |
66.83 |
Close |
71.00 |
72.34 |
1.34 |
1.9% |
71.75 |
Range |
2.42 |
1.83 |
-0.59 |
-24.4% |
5.02 |
ATR |
2.47 |
2.42 |
-0.05 |
-1.8% |
0.00 |
Volume |
48,858 |
43,440 |
-5,418 |
-11.1% |
259,126 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.31 |
76.65 |
73.35 |
|
R3 |
75.48 |
74.82 |
72.84 |
|
R2 |
73.65 |
73.65 |
72.68 |
|
R1 |
72.99 |
72.99 |
72.51 |
73.32 |
PP |
71.82 |
71.82 |
71.82 |
71.98 |
S1 |
71.16 |
71.16 |
72.17 |
71.49 |
S2 |
69.99 |
69.99 |
72.00 |
|
S3 |
68.16 |
69.33 |
71.84 |
|
S4 |
66.33 |
67.50 |
71.33 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.20 |
83.50 |
74.51 |
|
R3 |
80.18 |
78.48 |
73.13 |
|
R2 |
75.16 |
75.16 |
72.67 |
|
R1 |
73.46 |
73.46 |
72.21 |
74.31 |
PP |
70.14 |
70.14 |
70.14 |
70.57 |
S1 |
68.44 |
68.44 |
71.29 |
69.29 |
S2 |
65.12 |
65.12 |
70.83 |
|
S3 |
60.10 |
63.42 |
70.37 |
|
S4 |
55.08 |
58.40 |
68.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.47 |
68.06 |
4.41 |
6.1% |
2.24 |
3.1% |
97% |
True |
False |
47,562 |
10 |
72.79 |
66.83 |
5.96 |
8.2% |
2.46 |
3.4% |
92% |
False |
False |
52,691 |
20 |
74.60 |
66.83 |
7.77 |
10.7% |
2.50 |
3.5% |
71% |
False |
False |
46,424 |
40 |
77.46 |
64.58 |
12.88 |
17.8% |
2.47 |
3.4% |
60% |
False |
False |
36,744 |
60 |
80.64 |
64.58 |
16.06 |
22.2% |
2.24 |
3.1% |
48% |
False |
False |
30,237 |
80 |
80.64 |
64.42 |
16.22 |
22.4% |
2.35 |
3.3% |
49% |
False |
False |
25,320 |
100 |
80.64 |
64.42 |
16.22 |
22.4% |
2.30 |
3.2% |
49% |
False |
False |
21,881 |
120 |
81.03 |
64.42 |
16.61 |
23.0% |
2.23 |
3.1% |
48% |
False |
False |
19,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.25 |
2.618 |
77.26 |
1.618 |
75.43 |
1.000 |
74.30 |
0.618 |
73.60 |
HIGH |
72.47 |
0.618 |
71.77 |
0.500 |
71.56 |
0.382 |
71.34 |
LOW |
70.64 |
0.618 |
69.51 |
1.000 |
68.81 |
1.618 |
67.68 |
2.618 |
65.85 |
4.250 |
62.86 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
72.08 |
71.92 |
PP |
71.82 |
71.49 |
S1 |
71.56 |
71.07 |
|