NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
70.08 |
67.37 |
-2.71 |
-3.9% |
73.74 |
| High |
70.11 |
69.80 |
-0.31 |
-0.4% |
74.60 |
| Low |
66.83 |
67.27 |
0.44 |
0.7% |
68.93 |
| Close |
67.16 |
69.45 |
2.29 |
3.4% |
70.02 |
| Range |
3.28 |
2.53 |
-0.75 |
-22.9% |
5.67 |
| ATR |
2.50 |
2.51 |
0.01 |
0.4% |
0.00 |
| Volume |
65,798 |
47,815 |
-17,983 |
-27.3% |
257,921 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.43 |
75.47 |
70.84 |
|
| R3 |
73.90 |
72.94 |
70.15 |
|
| R2 |
71.37 |
71.37 |
69.91 |
|
| R1 |
70.41 |
70.41 |
69.68 |
70.89 |
| PP |
68.84 |
68.84 |
68.84 |
69.08 |
| S1 |
67.88 |
67.88 |
69.22 |
68.36 |
| S2 |
66.31 |
66.31 |
68.99 |
|
| S3 |
63.78 |
65.35 |
68.75 |
|
| S4 |
61.25 |
62.82 |
68.06 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.19 |
84.78 |
73.14 |
|
| R3 |
82.52 |
79.11 |
71.58 |
|
| R2 |
76.85 |
76.85 |
71.06 |
|
| R1 |
73.44 |
73.44 |
70.54 |
72.31 |
| PP |
71.18 |
71.18 |
71.18 |
70.62 |
| S1 |
67.77 |
67.77 |
69.50 |
66.64 |
| S2 |
65.51 |
65.51 |
68.98 |
|
| S3 |
59.84 |
62.10 |
68.46 |
|
| S4 |
54.17 |
56.43 |
66.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.79 |
66.83 |
5.96 |
8.6% |
2.67 |
3.8% |
44% |
False |
False |
57,820 |
| 10 |
74.60 |
66.83 |
7.77 |
11.2% |
2.64 |
3.8% |
34% |
False |
False |
50,962 |
| 20 |
74.60 |
66.83 |
7.77 |
11.2% |
2.42 |
3.5% |
34% |
False |
False |
40,031 |
| 40 |
79.39 |
64.58 |
14.81 |
21.3% |
2.42 |
3.5% |
33% |
False |
False |
33,439 |
| 60 |
80.64 |
64.42 |
16.22 |
23.4% |
2.27 |
3.3% |
31% |
False |
False |
27,346 |
| 80 |
80.64 |
64.42 |
16.22 |
23.4% |
2.33 |
3.4% |
31% |
False |
False |
22,791 |
| 100 |
81.03 |
64.42 |
16.61 |
23.9% |
2.25 |
3.2% |
30% |
False |
False |
19,901 |
| 120 |
81.03 |
64.42 |
16.61 |
23.9% |
2.20 |
3.2% |
30% |
False |
False |
17,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.55 |
|
2.618 |
76.42 |
|
1.618 |
73.89 |
|
1.000 |
72.33 |
|
0.618 |
71.36 |
|
HIGH |
69.80 |
|
0.618 |
68.83 |
|
0.500 |
68.54 |
|
0.382 |
68.24 |
|
LOW |
67.27 |
|
0.618 |
65.71 |
|
1.000 |
64.74 |
|
1.618 |
63.18 |
|
2.618 |
60.65 |
|
4.250 |
56.52 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.15 |
69.37 |
| PP |
68.84 |
69.28 |
| S1 |
68.54 |
69.20 |
|