NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
71.11 |
71.99 |
0.88 |
1.2% |
72.66 |
| High |
72.69 |
72.79 |
0.10 |
0.1% |
73.02 |
| Low |
70.62 |
68.93 |
-1.69 |
-2.4% |
66.95 |
| Close |
72.09 |
71.00 |
-1.09 |
-1.5% |
71.32 |
| Range |
2.07 |
3.86 |
1.79 |
86.5% |
6.07 |
| ATR |
2.40 |
2.50 |
0.10 |
4.4% |
0.00 |
| Volume |
37,558 |
86,190 |
48,632 |
129.5% |
178,080 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.49 |
80.60 |
73.12 |
|
| R3 |
78.63 |
76.74 |
72.06 |
|
| R2 |
74.77 |
74.77 |
71.71 |
|
| R1 |
72.88 |
72.88 |
71.35 |
71.90 |
| PP |
70.91 |
70.91 |
70.91 |
70.41 |
| S1 |
69.02 |
69.02 |
70.65 |
68.04 |
| S2 |
67.05 |
67.05 |
70.29 |
|
| S3 |
63.19 |
65.16 |
69.94 |
|
| S4 |
59.33 |
61.30 |
68.88 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.64 |
86.05 |
74.66 |
|
| R3 |
82.57 |
79.98 |
72.99 |
|
| R2 |
76.50 |
76.50 |
72.43 |
|
| R1 |
73.91 |
73.91 |
71.88 |
72.17 |
| PP |
70.43 |
70.43 |
70.43 |
69.56 |
| S1 |
67.84 |
67.84 |
70.76 |
66.10 |
| S2 |
64.36 |
64.36 |
70.21 |
|
| S3 |
58.29 |
61.77 |
69.65 |
|
| S4 |
52.22 |
55.70 |
67.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.60 |
68.93 |
5.67 |
8.0% |
2.67 |
3.8% |
37% |
False |
True |
50,795 |
| 10 |
74.60 |
66.95 |
7.65 |
10.8% |
2.79 |
3.9% |
53% |
False |
False |
44,679 |
| 20 |
74.60 |
66.95 |
7.65 |
10.8% |
2.37 |
3.3% |
53% |
False |
False |
35,224 |
| 40 |
80.64 |
64.58 |
16.06 |
22.6% |
2.33 |
3.3% |
40% |
False |
False |
30,348 |
| 60 |
80.64 |
64.42 |
16.22 |
22.8% |
2.36 |
3.3% |
41% |
False |
False |
25,467 |
| 80 |
80.64 |
64.42 |
16.22 |
22.8% |
2.30 |
3.2% |
41% |
False |
False |
20,991 |
| 100 |
81.03 |
64.42 |
16.61 |
23.4% |
2.25 |
3.2% |
40% |
False |
False |
18,603 |
| 120 |
81.03 |
64.42 |
16.61 |
23.4% |
2.18 |
3.1% |
40% |
False |
False |
16,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.20 |
|
2.618 |
82.90 |
|
1.618 |
79.04 |
|
1.000 |
76.65 |
|
0.618 |
75.18 |
|
HIGH |
72.79 |
|
0.618 |
71.32 |
|
0.500 |
70.86 |
|
0.382 |
70.40 |
|
LOW |
68.93 |
|
0.618 |
66.54 |
|
1.000 |
65.07 |
|
1.618 |
62.68 |
|
2.618 |
58.82 |
|
4.250 |
52.53 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.95 |
70.95 |
| PP |
70.91 |
70.91 |
| S1 |
70.86 |
70.86 |
|