NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
69.51 |
68.92 |
-0.59 |
-0.8% |
75.10 |
| High |
70.64 |
71.15 |
0.51 |
0.7% |
75.70 |
| Low |
68.26 |
68.14 |
-0.12 |
-0.2% |
69.21 |
| Close |
68.46 |
70.81 |
2.35 |
3.4% |
70.33 |
| Range |
2.38 |
3.01 |
0.63 |
26.5% |
6.49 |
| ATR |
2.66 |
2.68 |
0.03 |
0.9% |
0.00 |
| Volume |
212,222 |
262,831 |
50,609 |
23.8% |
773,323 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.06 |
77.95 |
72.47 |
|
| R3 |
76.05 |
74.94 |
71.64 |
|
| R2 |
73.04 |
73.04 |
71.36 |
|
| R1 |
71.93 |
71.93 |
71.09 |
72.49 |
| PP |
70.03 |
70.03 |
70.03 |
70.31 |
| S1 |
68.92 |
68.92 |
70.53 |
69.48 |
| S2 |
67.02 |
67.02 |
70.26 |
|
| S3 |
64.01 |
65.91 |
69.98 |
|
| S4 |
61.00 |
62.90 |
69.15 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.22 |
87.26 |
73.90 |
|
| R3 |
84.73 |
80.77 |
72.11 |
|
| R2 |
78.24 |
78.24 |
71.52 |
|
| R1 |
74.28 |
74.28 |
70.92 |
73.02 |
| PP |
71.75 |
71.75 |
71.75 |
71.11 |
| S1 |
67.79 |
67.79 |
69.74 |
66.53 |
| S2 |
65.26 |
65.26 |
69.14 |
|
| S3 |
58.77 |
61.30 |
68.55 |
|
| S4 |
52.28 |
54.81 |
66.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.93 |
66.96 |
4.97 |
7.0% |
2.65 |
3.7% |
77% |
False |
False |
222,426 |
| 10 |
75.70 |
66.96 |
8.74 |
12.3% |
2.77 |
3.9% |
44% |
False |
False |
183,610 |
| 20 |
75.70 |
66.96 |
8.74 |
12.3% |
2.62 |
3.7% |
44% |
False |
False |
145,235 |
| 40 |
78.62 |
63.71 |
14.91 |
21.1% |
2.65 |
3.7% |
48% |
False |
False |
110,901 |
| 60 |
82.24 |
63.71 |
18.53 |
26.2% |
2.43 |
3.4% |
38% |
False |
False |
86,265 |
| 80 |
82.24 |
63.71 |
18.53 |
26.2% |
2.54 |
3.6% |
38% |
False |
False |
70,439 |
| 100 |
82.24 |
63.71 |
18.53 |
26.2% |
2.48 |
3.5% |
38% |
False |
False |
59,164 |
| 120 |
82.28 |
63.71 |
18.57 |
26.2% |
2.43 |
3.4% |
38% |
False |
False |
51,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.94 |
|
2.618 |
79.03 |
|
1.618 |
76.02 |
|
1.000 |
74.16 |
|
0.618 |
73.01 |
|
HIGH |
71.15 |
|
0.618 |
70.00 |
|
0.500 |
69.65 |
|
0.382 |
69.29 |
|
LOW |
68.14 |
|
0.618 |
66.28 |
|
1.000 |
65.13 |
|
1.618 |
63.27 |
|
2.618 |
60.26 |
|
4.250 |
55.35 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.42 |
70.28 |
| PP |
70.03 |
69.76 |
| S1 |
69.65 |
69.23 |
|