NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 27-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
69.87 |
69.68 |
-0.19 |
-0.3% |
71.48 |
High |
70.21 |
70.27 |
0.06 |
0.1% |
72.47 |
Low |
68.89 |
67.80 |
-1.09 |
-1.6% |
67.55 |
Close |
69.55 |
67.99 |
-1.56 |
-2.2% |
69.32 |
Range |
1.32 |
2.47 |
1.15 |
87.1% |
4.92 |
ATR |
2.38 |
2.39 |
0.01 |
0.3% |
0.00 |
Volume |
45,729 |
119,801 |
74,072 |
162.0% |
258,978 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.10 |
74.51 |
69.35 |
|
R3 |
73.63 |
72.04 |
68.67 |
|
R2 |
71.16 |
71.16 |
68.44 |
|
R1 |
69.57 |
69.57 |
68.22 |
69.13 |
PP |
68.69 |
68.69 |
68.69 |
68.47 |
S1 |
67.10 |
67.10 |
67.76 |
66.66 |
S2 |
66.22 |
66.22 |
67.54 |
|
S3 |
63.75 |
64.63 |
67.31 |
|
S4 |
61.28 |
62.16 |
66.63 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.54 |
81.85 |
72.03 |
|
R3 |
79.62 |
76.93 |
70.67 |
|
R2 |
74.70 |
74.70 |
70.22 |
|
R1 |
72.01 |
72.01 |
69.77 |
70.90 |
PP |
69.78 |
69.78 |
69.78 |
69.22 |
S1 |
67.09 |
67.09 |
68.87 |
65.98 |
S2 |
64.86 |
64.86 |
68.42 |
|
S3 |
59.94 |
62.17 |
67.97 |
|
S4 |
55.02 |
57.25 |
66.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.47 |
67.55 |
4.92 |
7.2% |
2.23 |
3.3% |
9% |
False |
False |
75,130 |
10 |
72.47 |
67.27 |
5.20 |
7.6% |
2.31 |
3.4% |
14% |
False |
False |
61,783 |
20 |
74.60 |
66.83 |
7.77 |
11.4% |
2.56 |
3.8% |
15% |
False |
False |
55,981 |
40 |
74.90 |
64.58 |
10.32 |
15.2% |
2.46 |
3.6% |
33% |
False |
False |
42,287 |
60 |
80.64 |
64.58 |
16.06 |
23.6% |
2.27 |
3.3% |
21% |
False |
False |
35,091 |
80 |
80.64 |
64.42 |
16.22 |
23.9% |
2.40 |
3.5% |
22% |
False |
False |
29,205 |
100 |
80.64 |
64.42 |
16.22 |
23.9% |
2.29 |
3.4% |
22% |
False |
False |
24,939 |
120 |
81.03 |
64.42 |
16.61 |
24.4% |
2.23 |
3.3% |
21% |
False |
False |
22,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.77 |
2.618 |
76.74 |
1.618 |
74.27 |
1.000 |
72.74 |
0.618 |
71.80 |
HIGH |
70.27 |
0.618 |
69.33 |
0.500 |
69.04 |
0.382 |
68.74 |
LOW |
67.80 |
0.618 |
66.27 |
1.000 |
65.33 |
1.618 |
63.80 |
2.618 |
61.33 |
4.250 |
57.30 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
69.04 |
68.91 |
PP |
68.69 |
68.60 |
S1 |
68.34 |
68.30 |
|