NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 06-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
70.13 |
71.67 |
1.54 |
2.2% |
69.87 |
High |
72.07 |
72.15 |
0.08 |
0.1% |
71.10 |
Low |
69.93 |
70.12 |
0.19 |
0.3% |
67.42 |
Close |
71.72 |
71.56 |
-0.16 |
-0.2% |
70.72 |
Range |
2.14 |
2.03 |
-0.11 |
-5.1% |
3.68 |
ATR |
2.26 |
2.24 |
-0.02 |
-0.7% |
0.00 |
Volume |
93,006 |
113,170 |
20,164 |
21.7% |
417,093 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.37 |
76.49 |
72.68 |
|
R3 |
75.34 |
74.46 |
72.12 |
|
R2 |
73.31 |
73.31 |
71.93 |
|
R1 |
72.43 |
72.43 |
71.75 |
71.86 |
PP |
71.28 |
71.28 |
71.28 |
70.99 |
S1 |
70.40 |
70.40 |
71.37 |
69.83 |
S2 |
69.25 |
69.25 |
71.19 |
|
S3 |
67.22 |
68.37 |
71.00 |
|
S4 |
65.19 |
66.34 |
70.44 |
|
|
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 |
72.15 |
69.15 |
3.00 |
4.2% |
1.84 |
2.6% |
80% |
True |
False |
81,419 |
10 |
72.43 |
67.42 |
5.01 |
7.0% |
2.10 |
2.9% |
83% |
False |
False |
83,608 |
20 |
72.79 |
66.83 |
5.96 |
8.3% |
2.28 |
3.2% |
79% |
False |
False |
68,149 |
40 |
74.60 |
66.83 |
7.77 |
10.9% |
2.28 |
3.2% |
61% |
False |
False |
49,861 |
60 |
80.64 |
64.58 |
16.06 |
22.4% |
2.27 |
3.2% |
43% |
False |
False |
41,560 |
80 |
80.64 |
64.42 |
16.22 |
22.7% |
2.36 |
3.3% |
44% |
False |
False |
34,884 |
100 |
80.64 |
64.42 |
16.22 |
22.7% |
2.27 |
3.2% |
44% |
False |
False |
29,378 |
120 |
81.03 |
64.42 |
16.61 |
23.2% |
2.23 |
3.1% |
43% |
False |
False |
25,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.78 |
2.618 |
77.46 |
1.618 |
75.43 |
1.000 |
74.18 |
0.618 |
73.40 |
HIGH |
72.15 |
0.618 |
71.37 |
0.500 |
71.14 |
0.382 |
70.90 |
LOW |
70.12 |
0.618 |
68.87 |
1.000 |
68.09 |
1.618 |
66.84 |
2.618 |
64.81 |
4.250 |
61.49 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
71.42 |
71.35 |
PP |
71.28 |
71.14 |
S1 |
71.14 |
70.94 |
|