NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
70.72 |
72.23 |
1.51 |
2.1% |
70.08 |
| High |
72.47 |
72.43 |
-0.04 |
-0.1% |
71.85 |
| Low |
70.64 |
69.08 |
-1.56 |
-2.2% |
66.83 |
| Close |
72.34 |
69.59 |
-2.75 |
-3.8% |
71.75 |
| Range |
1.83 |
3.35 |
1.52 |
83.1% |
5.02 |
| ATR |
2.42 |
2.49 |
0.07 |
2.7% |
0.00 |
| Volume |
43,440 |
108,817 |
65,377 |
150.5% |
259,126 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.42 |
78.35 |
71.43 |
|
| R3 |
77.07 |
75.00 |
70.51 |
|
| R2 |
73.72 |
73.72 |
70.20 |
|
| R1 |
71.65 |
71.65 |
69.90 |
71.01 |
| PP |
70.37 |
70.37 |
70.37 |
70.05 |
| S1 |
68.30 |
68.30 |
69.28 |
67.66 |
| S2 |
67.02 |
67.02 |
68.98 |
|
| S3 |
63.67 |
64.95 |
68.67 |
|
| S4 |
60.32 |
61.60 |
67.75 |
|
|
| 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 |
72.47 |
68.06 |
4.41 |
6.3% |
2.46 |
3.5% |
35% |
False |
False |
59,752 |
| 10 |
72.79 |
66.83 |
5.96 |
8.6% |
2.58 |
3.7% |
46% |
False |
False |
59,817 |
| 20 |
74.60 |
66.83 |
7.77 |
11.2% |
2.57 |
3.7% |
36% |
False |
False |
49,941 |
| 40 |
76.09 |
64.58 |
11.51 |
16.5% |
2.49 |
3.6% |
44% |
False |
False |
38,814 |
| 60 |
80.64 |
64.58 |
16.06 |
23.1% |
2.24 |
3.2% |
31% |
False |
False |
31,845 |
| 80 |
80.64 |
64.42 |
16.22 |
23.3% |
2.37 |
3.4% |
32% |
False |
False |
26,648 |
| 100 |
80.64 |
64.42 |
16.22 |
23.3% |
2.30 |
3.3% |
32% |
False |
False |
22,888 |
| 120 |
81.03 |
64.42 |
16.61 |
23.9% |
2.24 |
3.2% |
31% |
False |
False |
20,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.67 |
|
2.618 |
81.20 |
|
1.618 |
77.85 |
|
1.000 |
75.78 |
|
0.618 |
74.50 |
|
HIGH |
72.43 |
|
0.618 |
71.15 |
|
0.500 |
70.76 |
|
0.382 |
70.36 |
|
LOW |
69.08 |
|
0.618 |
67.01 |
|
1.000 |
65.73 |
|
1.618 |
63.66 |
|
2.618 |
60.31 |
|
4.250 |
54.84 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.76 |
70.78 |
| PP |
70.37 |
70.38 |
| S1 |
69.98 |
69.99 |
|