NYMEX Light Sweet Crude Oil Future November 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 |
70.01 |
71.48 |
1.47 |
2.1% |
69.51 |
| High |
71.82 |
71.85 |
0.03 |
0.0% |
70.94 |
| Low |
69.74 |
69.89 |
0.15 |
0.2% |
67.49 |
| Close |
71.50 |
71.28 |
-0.22 |
-0.3% |
70.58 |
| Range |
2.08 |
1.96 |
-0.12 |
-5.8% |
3.45 |
| ATR |
2.16 |
2.15 |
-0.01 |
-0.7% |
0.00 |
| Volume |
46,589 |
56,035 |
9,446 |
20.3% |
239,233 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.89 |
76.04 |
72.36 |
|
| R3 |
74.93 |
74.08 |
71.82 |
|
| R2 |
72.97 |
72.97 |
71.64 |
|
| R1 |
72.12 |
72.12 |
71.46 |
71.57 |
| PP |
71.01 |
71.01 |
71.01 |
70.73 |
| S1 |
70.16 |
70.16 |
71.10 |
69.61 |
| S2 |
69.05 |
69.05 |
70.92 |
|
| S3 |
67.09 |
68.20 |
70.74 |
|
| S4 |
65.13 |
66.24 |
70.20 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.02 |
78.75 |
72.48 |
|
| R3 |
76.57 |
75.30 |
71.53 |
|
| R2 |
73.12 |
73.12 |
71.21 |
|
| R1 |
71.85 |
71.85 |
70.90 |
72.49 |
| PP |
69.67 |
69.67 |
69.67 |
69.99 |
| S1 |
68.40 |
68.40 |
70.26 |
69.04 |
| S2 |
66.22 |
66.22 |
69.95 |
|
| S3 |
62.77 |
64.95 |
69.63 |
|
| S4 |
59.32 |
61.50 |
68.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.85 |
69.10 |
2.75 |
3.9% |
1.79 |
2.5% |
79% |
True |
False |
42,218 |
| 10 |
72.13 |
67.49 |
4.64 |
6.5% |
2.02 |
2.8% |
82% |
False |
False |
45,013 |
| 20 |
72.37 |
66.67 |
5.70 |
8.0% |
2.19 |
3.1% |
81% |
False |
False |
37,222 |
| 40 |
73.32 |
66.67 |
6.65 |
9.3% |
2.16 |
3.0% |
69% |
False |
False |
27,632 |
| 60 |
79.85 |
63.50 |
16.35 |
22.9% |
2.16 |
3.0% |
48% |
False |
False |
23,133 |
| 80 |
79.85 |
63.50 |
16.35 |
22.9% |
2.25 |
3.2% |
48% |
False |
False |
19,563 |
| 100 |
79.85 |
63.50 |
16.35 |
22.9% |
2.14 |
3.0% |
48% |
False |
False |
16,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.18 |
|
2.618 |
76.98 |
|
1.618 |
75.02 |
|
1.000 |
73.81 |
|
0.618 |
73.06 |
|
HIGH |
71.85 |
|
0.618 |
71.10 |
|
0.500 |
70.87 |
|
0.382 |
70.64 |
|
LOW |
69.89 |
|
0.618 |
68.68 |
|
1.000 |
67.93 |
|
1.618 |
66.72 |
|
2.618 |
64.76 |
|
4.250 |
61.56 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.14 |
71.08 |
| PP |
71.01 |
70.89 |
| S1 |
70.87 |
70.69 |
|