NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
69.68 |
68.28 |
-1.40 |
-2.0% |
71.48 |
High |
70.27 |
69.91 |
-0.36 |
-0.5% |
72.47 |
Low |
67.80 |
67.42 |
-0.38 |
-0.6% |
67.55 |
Close |
67.99 |
69.77 |
1.78 |
2.6% |
69.32 |
Range |
2.47 |
2.49 |
0.02 |
0.8% |
4.92 |
ATR |
2.39 |
2.40 |
0.01 |
0.3% |
0.00 |
Volume |
119,801 |
96,777 |
-23,024 |
-19.2% |
258,978 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.50 |
75.63 |
71.14 |
|
R3 |
74.01 |
73.14 |
70.45 |
|
R2 |
71.52 |
71.52 |
70.23 |
|
R1 |
70.65 |
70.65 |
70.00 |
71.09 |
PP |
69.03 |
69.03 |
69.03 |
69.25 |
S1 |
68.16 |
68.16 |
69.54 |
68.60 |
S2 |
66.54 |
66.54 |
69.31 |
|
S3 |
64.05 |
65.67 |
69.09 |
|
S4 |
61.56 |
63.18 |
68.40 |
|
|
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 |
72.43 |
67.42 |
5.01 |
7.2% |
2.37 |
3.4% |
47% |
False |
True |
85,797 |
10 |
72.47 |
67.42 |
5.05 |
7.2% |
2.31 |
3.3% |
47% |
False |
True |
66,679 |
20 |
74.60 |
66.83 |
7.77 |
11.1% |
2.47 |
3.5% |
38% |
False |
False |
58,821 |
40 |
74.60 |
64.58 |
10.02 |
14.4% |
2.47 |
3.5% |
52% |
False |
False |
44,240 |
60 |
80.64 |
64.58 |
16.06 |
23.0% |
2.28 |
3.3% |
32% |
False |
False |
36,373 |
80 |
80.64 |
64.42 |
16.22 |
23.2% |
2.39 |
3.4% |
33% |
False |
False |
30,342 |
100 |
80.64 |
64.42 |
16.22 |
23.2% |
2.29 |
3.3% |
33% |
False |
False |
25,819 |
120 |
81.03 |
64.42 |
16.61 |
23.8% |
2.23 |
3.2% |
32% |
False |
False |
22,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.49 |
2.618 |
76.43 |
1.618 |
73.94 |
1.000 |
72.40 |
0.618 |
71.45 |
HIGH |
69.91 |
0.618 |
68.96 |
0.500 |
68.67 |
0.382 |
68.37 |
LOW |
67.42 |
0.618 |
65.88 |
1.000 |
64.93 |
1.618 |
63.39 |
2.618 |
60.90 |
4.250 |
56.84 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
69.40 |
69.46 |
PP |
69.03 |
69.15 |
S1 |
68.67 |
68.85 |
|