NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
69.30 |
68.87 |
-0.43 |
-0.6% |
73.74 |
| High |
70.47 |
71.02 |
0.55 |
0.8% |
74.60 |
| Low |
68.20 |
68.06 |
-0.14 |
-0.2% |
68.93 |
| Close |
68.38 |
70.72 |
2.34 |
3.4% |
70.02 |
| Range |
2.27 |
2.96 |
0.69 |
30.4% |
5.67 |
| ATR |
2.49 |
2.52 |
0.03 |
1.3% |
0.00 |
| Volume |
47,864 |
46,899 |
-965 |
-2.0% |
257,921 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.81 |
77.73 |
72.35 |
|
| R3 |
75.85 |
74.77 |
71.53 |
|
| R2 |
72.89 |
72.89 |
71.26 |
|
| R1 |
71.81 |
71.81 |
70.99 |
72.35 |
| PP |
69.93 |
69.93 |
69.93 |
70.21 |
| S1 |
68.85 |
68.85 |
70.45 |
69.39 |
| S2 |
66.97 |
66.97 |
70.18 |
|
| S3 |
64.01 |
65.89 |
69.91 |
|
| S4 |
61.05 |
62.93 |
69.09 |
|
|
| 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 |
71.56 |
66.83 |
4.73 |
6.7% |
2.53 |
3.6% |
82% |
False |
False |
52,023 |
| 10 |
74.60 |
66.83 |
7.77 |
11.0% |
2.60 |
3.7% |
50% |
False |
False |
51,409 |
| 20 |
74.60 |
66.83 |
7.77 |
11.0% |
2.46 |
3.5% |
50% |
False |
False |
42,636 |
| 40 |
77.52 |
64.58 |
12.94 |
18.3% |
2.46 |
3.5% |
47% |
False |
False |
35,154 |
| 60 |
80.64 |
64.58 |
16.06 |
22.7% |
2.27 |
3.2% |
38% |
False |
False |
28,533 |
| 80 |
80.64 |
64.42 |
16.22 |
22.9% |
2.35 |
3.3% |
39% |
False |
False |
23,863 |
| 100 |
80.68 |
64.42 |
16.26 |
23.0% |
2.28 |
3.2% |
39% |
False |
False |
20,630 |
| 120 |
81.03 |
64.42 |
16.61 |
23.5% |
2.22 |
3.1% |
38% |
False |
False |
18,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.60 |
|
2.618 |
78.77 |
|
1.618 |
75.81 |
|
1.000 |
73.98 |
|
0.618 |
72.85 |
|
HIGH |
71.02 |
|
0.618 |
69.89 |
|
0.500 |
69.54 |
|
0.382 |
69.19 |
|
LOW |
68.06 |
|
0.618 |
66.23 |
|
1.000 |
65.10 |
|
1.618 |
63.27 |
|
2.618 |
60.31 |
|
4.250 |
55.48 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.33 |
70.20 |
| PP |
69.93 |
69.67 |
| S1 |
69.54 |
69.15 |
|