NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
69.49 |
68.01 |
-1.48 |
-2.1% |
71.69 |
| High |
70.15 |
69.73 |
-0.42 |
-0.6% |
72.72 |
| Low |
67.50 |
67.05 |
-0.45 |
-0.7% |
67.35 |
| Close |
67.70 |
69.56 |
1.86 |
2.7% |
69.16 |
| Range |
2.65 |
2.68 |
0.03 |
1.1% |
5.37 |
| ATR |
2.55 |
2.56 |
0.01 |
0.4% |
0.00 |
| Volume |
384,752 |
368,295 |
-16,457 |
-4.3% |
1,438,971 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.82 |
75.87 |
71.03 |
|
| R3 |
74.14 |
73.19 |
70.30 |
|
| R2 |
71.46 |
71.46 |
70.05 |
|
| R1 |
70.51 |
70.51 |
69.81 |
70.99 |
| PP |
68.78 |
68.78 |
68.78 |
69.02 |
| S1 |
67.83 |
67.83 |
69.31 |
68.31 |
| S2 |
66.10 |
66.10 |
69.07 |
|
| S3 |
63.42 |
65.15 |
68.82 |
|
| S4 |
60.74 |
62.47 |
68.09 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.85 |
82.88 |
72.11 |
|
| R3 |
80.48 |
77.51 |
70.64 |
|
| R2 |
75.11 |
75.11 |
70.14 |
|
| R1 |
72.14 |
72.14 |
69.65 |
70.94 |
| PP |
69.74 |
69.74 |
69.74 |
69.15 |
| S1 |
66.77 |
66.77 |
68.67 |
65.57 |
| S2 |
64.37 |
64.37 |
68.18 |
|
| S3 |
59.00 |
61.40 |
67.68 |
|
| S4 |
53.63 |
56.03 |
66.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.65 |
67.05 |
5.60 |
8.1% |
2.55 |
3.7% |
45% |
False |
True |
355,397 |
| 10 |
72.72 |
67.05 |
5.67 |
8.2% |
2.45 |
3.5% |
44% |
False |
True |
324,503 |
| 20 |
75.70 |
66.96 |
8.74 |
12.6% |
2.64 |
3.8% |
30% |
False |
False |
244,934 |
| 40 |
75.70 |
63.71 |
11.99 |
17.2% |
2.67 |
3.8% |
49% |
False |
False |
167,023 |
| 60 |
82.24 |
63.71 |
18.53 |
26.6% |
2.44 |
3.5% |
32% |
False |
False |
128,043 |
| 80 |
82.24 |
63.71 |
18.53 |
26.6% |
2.57 |
3.7% |
32% |
False |
False |
103,442 |
| 100 |
82.24 |
63.71 |
18.53 |
26.6% |
2.48 |
3.6% |
32% |
False |
False |
85,834 |
| 120 |
82.28 |
63.71 |
18.57 |
26.7% |
2.43 |
3.5% |
32% |
False |
False |
74,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.12 |
|
2.618 |
76.75 |
|
1.618 |
74.07 |
|
1.000 |
72.41 |
|
0.618 |
71.39 |
|
HIGH |
69.73 |
|
0.618 |
68.71 |
|
0.500 |
68.39 |
|
0.382 |
68.07 |
|
LOW |
67.05 |
|
0.618 |
65.39 |
|
1.000 |
64.37 |
|
1.618 |
62.71 |
|
2.618 |
60.03 |
|
4.250 |
55.66 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
69.17 |
69.24 |
| PP |
68.78 |
68.92 |
| S1 |
68.39 |
68.60 |
|