NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
69.79 |
70.63 |
0.84 |
1.2% |
68.51 |
| High |
70.99 |
71.11 |
0.12 |
0.2% |
70.99 |
| Low |
69.45 |
68.94 |
-0.51 |
-0.7% |
66.22 |
| Close |
70.93 |
70.19 |
-0.74 |
-1.0% |
70.93 |
| Range |
1.54 |
2.17 |
0.63 |
40.9% |
4.77 |
| ATR |
2.19 |
2.19 |
0.00 |
-0.1% |
0.00 |
| Volume |
9,308 |
11,702 |
2,394 |
25.7% |
68,718 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.59 |
75.56 |
71.38 |
|
| R3 |
74.42 |
73.39 |
70.79 |
|
| R2 |
72.25 |
72.25 |
70.59 |
|
| R1 |
71.22 |
71.22 |
70.39 |
70.65 |
| PP |
70.08 |
70.08 |
70.08 |
69.80 |
| S1 |
69.05 |
69.05 |
69.99 |
68.48 |
| S2 |
67.91 |
67.91 |
69.79 |
|
| S3 |
65.74 |
66.88 |
69.59 |
|
| S4 |
63.57 |
64.71 |
69.00 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.69 |
82.08 |
73.55 |
|
| R3 |
78.92 |
77.31 |
72.24 |
|
| R2 |
74.15 |
74.15 |
71.80 |
|
| R1 |
72.54 |
72.54 |
71.37 |
73.35 |
| PP |
69.38 |
69.38 |
69.38 |
69.78 |
| S1 |
67.77 |
67.77 |
70.49 |
68.58 |
| S2 |
64.61 |
64.61 |
70.06 |
|
| S3 |
59.84 |
63.00 |
69.62 |
|
| S4 |
55.07 |
58.23 |
68.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.11 |
66.73 |
4.38 |
6.2% |
2.16 |
3.1% |
79% |
True |
False |
12,743 |
| 10 |
71.57 |
66.22 |
5.35 |
7.6% |
2.19 |
3.1% |
74% |
False |
False |
12,561 |
| 20 |
72.72 |
66.22 |
6.50 |
9.3% |
2.17 |
3.1% |
61% |
False |
False |
10,522 |
| 40 |
75.99 |
65.00 |
10.99 |
15.7% |
2.12 |
3.0% |
47% |
False |
False |
7,624 |
| 60 |
78.41 |
65.00 |
13.41 |
19.1% |
1.92 |
2.7% |
39% |
False |
False |
6,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.33 |
|
2.618 |
76.79 |
|
1.618 |
74.62 |
|
1.000 |
73.28 |
|
0.618 |
72.45 |
|
HIGH |
71.11 |
|
0.618 |
70.28 |
|
0.500 |
70.03 |
|
0.382 |
69.77 |
|
LOW |
68.94 |
|
0.618 |
67.60 |
|
1.000 |
66.77 |
|
1.618 |
65.43 |
|
2.618 |
63.26 |
|
4.250 |
59.72 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.14 |
69.89 |
| PP |
70.08 |
69.58 |
| S1 |
70.03 |
69.28 |
|