NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
69.51 |
69.53 |
0.02 |
0.0% |
71.25 |
| High |
70.10 |
70.17 |
0.07 |
0.1% |
72.19 |
| Low |
68.84 |
67.85 |
-0.99 |
-1.4% |
67.52 |
| Close |
69.48 |
68.01 |
-1.47 |
-2.1% |
69.24 |
| Range |
1.26 |
2.32 |
1.06 |
84.1% |
4.67 |
| ATR |
2.27 |
2.27 |
0.00 |
0.2% |
0.00 |
| Volume |
29,291 |
64,778 |
35,487 |
121.2% |
133,445 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.64 |
74.14 |
69.29 |
|
| R3 |
73.32 |
71.82 |
68.65 |
|
| R2 |
71.00 |
71.00 |
68.44 |
|
| R1 |
69.50 |
69.50 |
68.22 |
69.09 |
| PP |
68.68 |
68.68 |
68.68 |
68.47 |
| S1 |
67.18 |
67.18 |
67.80 |
66.77 |
| S2 |
66.36 |
66.36 |
67.58 |
|
| S3 |
64.04 |
64.86 |
67.37 |
|
| S4 |
61.72 |
62.54 |
66.73 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.66 |
81.12 |
71.81 |
|
| R3 |
78.99 |
76.45 |
70.52 |
|
| R2 |
74.32 |
74.32 |
70.10 |
|
| R1 |
71.78 |
71.78 |
69.67 |
70.72 |
| PP |
69.65 |
69.65 |
69.65 |
69.12 |
| S1 |
67.11 |
67.11 |
68.81 |
66.05 |
| S2 |
64.98 |
64.98 |
68.38 |
|
| S3 |
60.31 |
62.44 |
67.96 |
|
| S4 |
55.64 |
57.77 |
66.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.19 |
67.52 |
4.67 |
6.9% |
2.13 |
3.1% |
10% |
False |
False |
40,913 |
| 10 |
72.19 |
67.20 |
4.99 |
7.3% |
2.20 |
3.2% |
16% |
False |
False |
34,229 |
| 20 |
73.17 |
66.67 |
6.50 |
9.6% |
2.40 |
3.5% |
21% |
False |
False |
30,916 |
| 40 |
74.01 |
63.50 |
10.51 |
15.5% |
2.34 |
3.4% |
43% |
False |
False |
23,840 |
| 60 |
79.85 |
63.50 |
16.35 |
24.0% |
2.15 |
3.2% |
28% |
False |
False |
19,902 |
| 80 |
79.85 |
63.50 |
16.35 |
24.0% |
2.27 |
3.3% |
28% |
False |
False |
16,533 |
| 100 |
79.85 |
63.50 |
16.35 |
24.0% |
2.15 |
3.2% |
28% |
False |
False |
14,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.03 |
|
2.618 |
76.24 |
|
1.618 |
73.92 |
|
1.000 |
72.49 |
|
0.618 |
71.60 |
|
HIGH |
70.17 |
|
0.618 |
69.28 |
|
0.500 |
69.01 |
|
0.382 |
68.74 |
|
LOW |
67.85 |
|
0.618 |
66.42 |
|
1.000 |
65.53 |
|
1.618 |
64.10 |
|
2.618 |
61.78 |
|
4.250 |
57.99 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.01 |
68.85 |
| PP |
68.68 |
68.57 |
| S1 |
68.34 |
68.29 |
|