NYMEX Light Sweet Crude Oil Future January 2024
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
68.00 |
69.19 |
1.19 |
1.8% |
70.63 |
| High |
69.63 |
70.29 |
0.66 |
0.9% |
71.52 |
| Low |
67.45 |
68.84 |
1.39 |
2.1% |
67.26 |
| Close |
69.50 |
69.68 |
0.18 |
0.3% |
68.91 |
| Range |
2.18 |
1.45 |
-0.73 |
-33.5% |
4.26 |
| ATR |
2.11 |
2.06 |
-0.05 |
-2.2% |
0.00 |
| Volume |
20,621 |
10,554 |
-10,067 |
-48.8% |
66,642 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.95 |
73.27 |
70.48 |
|
| R3 |
72.50 |
71.82 |
70.08 |
|
| R2 |
71.05 |
71.05 |
69.95 |
|
| R1 |
70.37 |
70.37 |
69.81 |
70.71 |
| PP |
69.60 |
69.60 |
69.60 |
69.78 |
| S1 |
68.92 |
68.92 |
69.55 |
69.26 |
| S2 |
68.15 |
68.15 |
69.41 |
|
| S3 |
66.70 |
67.47 |
69.28 |
|
| S4 |
65.25 |
66.02 |
68.88 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.01 |
79.72 |
71.25 |
|
| R3 |
77.75 |
75.46 |
70.08 |
|
| R2 |
73.49 |
73.49 |
69.69 |
|
| R1 |
71.20 |
71.20 |
69.30 |
70.22 |
| PP |
69.23 |
69.23 |
69.23 |
68.74 |
| S1 |
66.94 |
66.94 |
68.52 |
65.96 |
| S2 |
64.97 |
64.97 |
68.13 |
|
| S3 |
60.71 |
62.68 |
67.74 |
|
| S4 |
56.45 |
58.42 |
66.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.29 |
67.26 |
3.03 |
4.3% |
1.76 |
2.5% |
80% |
True |
False |
17,883 |
| 10 |
71.52 |
67.26 |
4.26 |
6.1% |
1.98 |
2.8% |
57% |
False |
False |
16,596 |
| 20 |
72.72 |
66.22 |
6.50 |
9.3% |
2.12 |
3.0% |
53% |
False |
False |
14,127 |
| 40 |
72.72 |
65.00 |
7.72 |
11.1% |
2.06 |
3.0% |
61% |
False |
False |
10,056 |
| 60 |
78.41 |
65.00 |
13.41 |
19.2% |
1.91 |
2.7% |
35% |
False |
False |
8,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.45 |
|
2.618 |
74.09 |
|
1.618 |
72.64 |
|
1.000 |
71.74 |
|
0.618 |
71.19 |
|
HIGH |
70.29 |
|
0.618 |
69.74 |
|
0.500 |
69.57 |
|
0.382 |
69.39 |
|
LOW |
68.84 |
|
0.618 |
67.94 |
|
1.000 |
67.39 |
|
1.618 |
66.49 |
|
2.618 |
65.04 |
|
4.250 |
62.68 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.64 |
69.41 |
| PP |
69.60 |
69.14 |
| S1 |
69.57 |
68.87 |
|