NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
70.38 |
69.61 |
-0.77 |
-1.1% |
73.02 |
| High |
71.22 |
69.78 |
-1.44 |
-2.0% |
73.17 |
| Low |
69.66 |
66.67 |
-2.99 |
-4.3% |
68.66 |
| Close |
69.71 |
66.95 |
-2.76 |
-4.0% |
69.71 |
| Range |
1.56 |
3.11 |
1.55 |
99.4% |
4.51 |
| ATR |
2.31 |
2.36 |
0.06 |
2.5% |
0.00 |
| Volume |
31,440 |
37,512 |
6,072 |
19.3% |
150,549 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.13 |
75.15 |
68.66 |
|
| R3 |
74.02 |
72.04 |
67.81 |
|
| R2 |
70.91 |
70.91 |
67.52 |
|
| R1 |
68.93 |
68.93 |
67.24 |
68.37 |
| PP |
67.80 |
67.80 |
67.80 |
67.52 |
| S1 |
65.82 |
65.82 |
66.66 |
65.26 |
| S2 |
64.69 |
64.69 |
66.38 |
|
| S3 |
61.58 |
62.71 |
66.09 |
|
| S4 |
58.47 |
59.60 |
65.24 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.04 |
81.39 |
72.19 |
|
| R3 |
79.53 |
76.88 |
70.95 |
|
| R2 |
75.02 |
75.02 |
70.54 |
|
| R1 |
72.37 |
72.37 |
70.12 |
71.44 |
| PP |
70.51 |
70.51 |
70.51 |
70.05 |
| S1 |
67.86 |
67.86 |
69.30 |
66.93 |
| S2 |
66.00 |
66.00 |
68.88 |
|
| S3 |
61.49 |
63.35 |
68.47 |
|
| S4 |
56.98 |
58.84 |
67.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.37 |
66.67 |
5.70 |
8.5% |
2.47 |
3.7% |
5% |
False |
True |
33,374 |
| 10 |
73.17 |
66.67 |
6.50 |
9.7% |
2.60 |
3.9% |
4% |
False |
True |
27,604 |
| 20 |
73.32 |
66.67 |
6.65 |
9.9% |
2.26 |
3.4% |
4% |
False |
True |
22,035 |
| 40 |
79.38 |
63.50 |
15.88 |
23.7% |
2.28 |
3.4% |
22% |
False |
False |
18,317 |
| 60 |
79.85 |
63.50 |
16.35 |
24.4% |
2.18 |
3.3% |
21% |
False |
False |
15,323 |
| 80 |
79.85 |
63.50 |
16.35 |
24.4% |
2.19 |
3.3% |
21% |
False |
False |
12,720 |
| 100 |
80.50 |
63.50 |
17.00 |
25.4% |
2.12 |
3.2% |
20% |
False |
False |
11,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.00 |
|
2.618 |
77.92 |
|
1.618 |
74.81 |
|
1.000 |
72.89 |
|
0.618 |
71.70 |
|
HIGH |
69.78 |
|
0.618 |
68.59 |
|
0.500 |
68.23 |
|
0.382 |
67.86 |
|
LOW |
66.67 |
|
0.618 |
64.75 |
|
1.000 |
63.56 |
|
1.618 |
61.64 |
|
2.618 |
58.53 |
|
4.250 |
53.45 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
68.23 |
69.52 |
| PP |
67.80 |
68.66 |
| S1 |
67.38 |
67.81 |
|