NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
68.92 |
70.81 |
1.89 |
2.7% |
70.42 |
| High |
71.15 |
72.03 |
0.88 |
1.2% |
72.03 |
| Low |
68.14 |
70.18 |
2.04 |
3.0% |
66.96 |
| Close |
70.81 |
71.93 |
1.12 |
1.6% |
71.93 |
| Range |
3.01 |
1.85 |
-1.16 |
-38.5% |
5.07 |
| ATR |
2.68 |
2.63 |
-0.06 |
-2.2% |
0.00 |
| Volume |
262,831 |
297,844 |
35,013 |
13.3% |
1,249,682 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.93 |
76.28 |
72.95 |
|
| R3 |
75.08 |
74.43 |
72.44 |
|
| R2 |
73.23 |
73.23 |
72.27 |
|
| R1 |
72.58 |
72.58 |
72.10 |
72.91 |
| PP |
71.38 |
71.38 |
71.38 |
71.54 |
| S1 |
70.73 |
70.73 |
71.76 |
71.06 |
| S2 |
69.53 |
69.53 |
71.59 |
|
| S3 |
67.68 |
68.88 |
71.42 |
|
| S4 |
65.83 |
67.03 |
70.91 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.52 |
83.79 |
74.72 |
|
| R3 |
80.45 |
78.72 |
73.32 |
|
| R2 |
75.38 |
75.38 |
72.86 |
|
| R1 |
73.65 |
73.65 |
72.39 |
74.52 |
| PP |
70.31 |
70.31 |
70.31 |
70.74 |
| S1 |
68.58 |
68.58 |
71.47 |
69.45 |
| S2 |
65.24 |
65.24 |
71.00 |
|
| S3 |
60.17 |
63.51 |
70.54 |
|
| S4 |
55.10 |
58.44 |
69.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.03 |
66.96 |
5.07 |
7.0% |
2.69 |
3.7% |
98% |
True |
False |
249,936 |
| 10 |
75.70 |
66.96 |
8.74 |
12.2% |
2.74 |
3.8% |
57% |
False |
False |
202,300 |
| 20 |
75.70 |
66.96 |
8.74 |
12.2% |
2.64 |
3.7% |
57% |
False |
False |
156,301 |
| 40 |
78.62 |
63.71 |
14.91 |
20.7% |
2.65 |
3.7% |
55% |
False |
False |
117,092 |
| 60 |
82.24 |
63.71 |
18.53 |
25.8% |
2.43 |
3.4% |
44% |
False |
False |
90,675 |
| 80 |
82.24 |
63.71 |
18.53 |
25.8% |
2.53 |
3.5% |
44% |
False |
False |
73,914 |
| 100 |
82.24 |
63.71 |
18.53 |
25.8% |
2.48 |
3.4% |
44% |
False |
False |
61,978 |
| 120 |
82.28 |
63.71 |
18.57 |
25.8% |
2.43 |
3.4% |
44% |
False |
False |
54,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.89 |
|
2.618 |
76.87 |
|
1.618 |
75.02 |
|
1.000 |
73.88 |
|
0.618 |
73.17 |
|
HIGH |
72.03 |
|
0.618 |
71.32 |
|
0.500 |
71.11 |
|
0.382 |
70.89 |
|
LOW |
70.18 |
|
0.618 |
69.04 |
|
1.000 |
68.33 |
|
1.618 |
67.19 |
|
2.618 |
65.34 |
|
4.250 |
62.32 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.66 |
71.32 |
| PP |
71.38 |
70.70 |
| S1 |
71.11 |
70.09 |
|