NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
71.01 |
71.00 |
-0.01 |
0.0% |
72.39 |
| High |
71.42 |
72.26 |
0.84 |
1.2% |
72.62 |
| Low |
69.43 |
70.27 |
0.84 |
1.2% |
66.78 |
| Close |
70.88 |
71.71 |
0.83 |
1.2% |
70.97 |
| Range |
1.99 |
1.99 |
0.00 |
0.0% |
5.84 |
| ATR |
2.28 |
2.26 |
-0.02 |
-0.9% |
0.00 |
| Volume |
35,502 |
21,033 |
-14,469 |
-40.8% |
87,982 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.38 |
76.54 |
72.80 |
|
| R3 |
75.39 |
74.55 |
72.26 |
|
| R2 |
73.40 |
73.40 |
72.07 |
|
| R1 |
72.56 |
72.56 |
71.89 |
72.98 |
| PP |
71.41 |
71.41 |
71.41 |
71.63 |
| S1 |
70.57 |
70.57 |
71.53 |
70.99 |
| S2 |
69.42 |
69.42 |
71.35 |
|
| S3 |
67.43 |
68.58 |
71.16 |
|
| S4 |
65.44 |
66.59 |
70.62 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.64 |
85.15 |
74.18 |
|
| R3 |
81.80 |
79.31 |
72.58 |
|
| R2 |
75.96 |
75.96 |
72.04 |
|
| R1 |
73.47 |
73.47 |
71.51 |
71.80 |
| PP |
70.12 |
70.12 |
70.12 |
69.29 |
| S1 |
67.63 |
67.63 |
70.43 |
65.96 |
| S2 |
64.28 |
64.28 |
69.90 |
|
| S3 |
58.44 |
61.79 |
69.36 |
|
| S4 |
52.60 |
55.95 |
67.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.17 |
67.11 |
6.06 |
8.5% |
2.27 |
3.2% |
76% |
False |
False |
23,990 |
| 10 |
73.32 |
66.78 |
6.54 |
9.1% |
2.34 |
3.3% |
75% |
False |
False |
23,288 |
| 20 |
73.32 |
66.78 |
6.54 |
9.1% |
2.13 |
3.0% |
75% |
False |
False |
18,442 |
| 40 |
79.85 |
63.50 |
16.35 |
22.8% |
2.16 |
3.0% |
50% |
False |
False |
16,337 |
| 60 |
79.85 |
63.50 |
16.35 |
22.8% |
2.24 |
3.1% |
50% |
False |
False |
13,908 |
| 80 |
79.85 |
63.50 |
16.35 |
22.8% |
2.13 |
3.0% |
50% |
False |
False |
11,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.72 |
|
2.618 |
77.47 |
|
1.618 |
75.48 |
|
1.000 |
74.25 |
|
0.618 |
73.49 |
|
HIGH |
72.26 |
|
0.618 |
71.50 |
|
0.500 |
71.27 |
|
0.382 |
71.03 |
|
LOW |
70.27 |
|
0.618 |
69.04 |
|
1.000 |
68.28 |
|
1.618 |
67.05 |
|
2.618 |
65.06 |
|
4.250 |
61.81 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.56 |
71.57 |
| PP |
71.41 |
71.44 |
| S1 |
71.27 |
71.30 |
|