NYMEX Light Sweet Crude Oil Future October 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 |
69.93 |
70.69 |
0.76 |
1.1% |
69.87 |
High |
71.10 |
71.77 |
0.67 |
0.9% |
71.10 |
Low |
69.70 |
69.72 |
0.02 |
0.0% |
67.42 |
Close |
70.72 |
69.80 |
-0.92 |
-1.3% |
70.72 |
Range |
1.40 |
2.05 |
0.65 |
46.4% |
3.68 |
ATR |
2.27 |
2.26 |
-0.02 |
-0.7% |
0.00 |
Volume |
89,840 |
46,133 |
-43,707 |
-48.6% |
417,093 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.58 |
75.24 |
70.93 |
|
R3 |
74.53 |
73.19 |
70.36 |
|
R2 |
72.48 |
72.48 |
70.18 |
|
R1 |
71.14 |
71.14 |
69.99 |
70.79 |
PP |
70.43 |
70.43 |
70.43 |
70.25 |
S1 |
69.09 |
69.09 |
69.61 |
68.74 |
S2 |
68.38 |
68.38 |
69.42 |
|
S3 |
66.33 |
67.04 |
69.24 |
|
S4 |
64.28 |
64.99 |
68.67 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.79 |
79.43 |
72.74 |
|
R3 |
77.11 |
75.75 |
71.73 |
|
R2 |
73.43 |
73.43 |
71.39 |
|
R1 |
72.07 |
72.07 |
71.06 |
72.75 |
PP |
69.75 |
69.75 |
69.75 |
70.09 |
S1 |
68.39 |
68.39 |
70.38 |
69.07 |
S2 |
66.07 |
66.07 |
70.05 |
|
S3 |
62.39 |
64.71 |
69.71 |
|
S4 |
58.71 |
61.03 |
68.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.77 |
67.42 |
4.35 |
6.2% |
2.00 |
2.9% |
55% |
True |
False |
83,499 |
10 |
72.47 |
67.42 |
5.05 |
7.2% |
2.11 |
3.0% |
47% |
False |
False |
72,220 |
20 |
74.60 |
66.83 |
7.77 |
11.1% |
2.34 |
3.3% |
38% |
False |
False |
61,962 |
40 |
74.60 |
66.83 |
7.77 |
11.1% |
2.31 |
3.3% |
38% |
False |
False |
46,004 |
60 |
80.64 |
64.58 |
16.06 |
23.0% |
2.24 |
3.2% |
33% |
False |
False |
38,617 |
80 |
80.64 |
64.42 |
16.22 |
23.2% |
2.36 |
3.4% |
33% |
False |
False |
32,537 |
100 |
80.64 |
64.42 |
16.22 |
23.2% |
2.26 |
3.2% |
33% |
False |
False |
27,487 |
120 |
81.03 |
64.42 |
16.61 |
23.8% |
2.22 |
3.2% |
32% |
False |
False |
24,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.48 |
2.618 |
77.14 |
1.618 |
75.09 |
1.000 |
73.82 |
0.618 |
73.04 |
HIGH |
71.77 |
0.618 |
70.99 |
0.500 |
70.75 |
0.382 |
70.50 |
LOW |
69.72 |
0.618 |
68.45 |
1.000 |
67.67 |
1.618 |
66.40 |
2.618 |
64.35 |
4.250 |
61.01 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
70.75 |
70.46 |
PP |
70.43 |
70.24 |
S1 |
70.12 |
70.02 |
|