NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
70.64 |
71.48 |
0.84 |
1.2% |
70.08 |
| High |
71.85 |
72.08 |
0.23 |
0.3% |
71.85 |
| Low |
70.11 |
69.66 |
-0.45 |
-0.6% |
66.83 |
| Close |
71.75 |
71.00 |
-0.75 |
-1.0% |
71.75 |
| Range |
1.74 |
2.42 |
0.68 |
39.1% |
5.02 |
| ATR |
2.47 |
2.47 |
0.00 |
-0.1% |
0.00 |
| Volume |
50,750 |
48,858 |
-1,892 |
-3.7% |
259,126 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.17 |
77.01 |
72.33 |
|
| R3 |
75.75 |
74.59 |
71.67 |
|
| R2 |
73.33 |
73.33 |
71.44 |
|
| R1 |
72.17 |
72.17 |
71.22 |
71.54 |
| PP |
70.91 |
70.91 |
70.91 |
70.60 |
| S1 |
69.75 |
69.75 |
70.78 |
69.12 |
| S2 |
68.49 |
68.49 |
70.56 |
|
| S3 |
66.07 |
67.33 |
70.33 |
|
| S4 |
63.65 |
64.91 |
69.67 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.20 |
83.50 |
74.51 |
|
| R3 |
80.18 |
78.48 |
73.13 |
|
| R2 |
75.16 |
75.16 |
72.67 |
|
| R1 |
73.46 |
73.46 |
72.21 |
74.31 |
| PP |
70.14 |
70.14 |
70.14 |
70.57 |
| S1 |
68.44 |
68.44 |
71.29 |
69.29 |
| S2 |
65.12 |
65.12 |
70.83 |
|
| S3 |
60.10 |
63.42 |
70.37 |
|
| S4 |
55.08 |
58.40 |
68.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.08 |
67.27 |
4.81 |
6.8% |
2.38 |
3.4% |
78% |
True |
False |
48,437 |
| 10 |
72.79 |
66.83 |
5.96 |
8.4% |
2.47 |
3.5% |
70% |
False |
False |
52,784 |
| 20 |
74.60 |
66.83 |
7.77 |
10.9% |
2.50 |
3.5% |
54% |
False |
False |
45,331 |
| 40 |
77.52 |
64.58 |
12.94 |
18.2% |
2.48 |
3.5% |
50% |
False |
False |
36,130 |
| 60 |
80.64 |
64.58 |
16.06 |
22.6% |
2.27 |
3.2% |
40% |
False |
False |
29,812 |
| 80 |
80.64 |
64.42 |
16.22 |
22.8% |
2.36 |
3.3% |
41% |
False |
False |
24,851 |
| 100 |
80.64 |
64.42 |
16.22 |
22.8% |
2.29 |
3.2% |
41% |
False |
False |
21,507 |
| 120 |
81.03 |
64.42 |
16.61 |
23.4% |
2.22 |
3.1% |
40% |
False |
False |
19,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.37 |
|
2.618 |
78.42 |
|
1.618 |
76.00 |
|
1.000 |
74.50 |
|
0.618 |
73.58 |
|
HIGH |
72.08 |
|
0.618 |
71.16 |
|
0.500 |
70.87 |
|
0.382 |
70.58 |
|
LOW |
69.66 |
|
0.618 |
68.16 |
|
1.000 |
67.24 |
|
1.618 |
65.74 |
|
2.618 |
63.32 |
|
4.250 |
59.38 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.96 |
70.69 |
| PP |
70.91 |
70.38 |
| S1 |
70.87 |
70.07 |
|