NYMEX Light Sweet Crude Oil Future November 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 |
68.61 |
70.50 |
1.89 |
2.8% |
69.61 |
| High |
70.77 |
71.59 |
0.82 |
1.2% |
71.59 |
| Low |
67.88 |
69.96 |
2.08 |
3.1% |
66.67 |
| Close |
70.52 |
71.51 |
0.99 |
1.4% |
71.51 |
| Range |
2.89 |
1.63 |
-1.26 |
-43.6% |
4.92 |
| ATR |
2.40 |
2.35 |
-0.06 |
-2.3% |
0.00 |
| Volume |
27,700 |
23,801 |
-3,899 |
-14.1% |
152,294 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.91 |
75.34 |
72.41 |
|
| R3 |
74.28 |
73.71 |
71.96 |
|
| R2 |
72.65 |
72.65 |
71.81 |
|
| R1 |
72.08 |
72.08 |
71.66 |
72.37 |
| PP |
71.02 |
71.02 |
71.02 |
71.16 |
| S1 |
70.45 |
70.45 |
71.36 |
70.74 |
| S2 |
69.39 |
69.39 |
71.21 |
|
| S3 |
67.76 |
68.82 |
71.06 |
|
| S4 |
66.13 |
67.19 |
70.61 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.68 |
83.02 |
74.22 |
|
| R3 |
79.76 |
78.10 |
72.86 |
|
| R2 |
74.84 |
74.84 |
72.41 |
|
| R1 |
73.18 |
73.18 |
71.96 |
74.01 |
| PP |
69.92 |
69.92 |
69.92 |
70.34 |
| S1 |
68.26 |
68.26 |
71.06 |
69.09 |
| S2 |
65.00 |
65.00 |
70.61 |
|
| S3 |
60.08 |
63.34 |
70.16 |
|
| S4 |
55.16 |
58.42 |
68.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.59 |
66.67 |
4.92 |
6.9% |
2.43 |
3.4% |
98% |
True |
False |
30,458 |
| 10 |
73.17 |
66.67 |
6.50 |
9.1% |
2.36 |
3.3% |
74% |
False |
False |
30,284 |
| 20 |
73.32 |
66.67 |
6.65 |
9.3% |
2.33 |
3.3% |
73% |
False |
False |
25,273 |
| 40 |
76.99 |
63.50 |
13.49 |
18.9% |
2.34 |
3.3% |
59% |
False |
False |
20,091 |
| 60 |
79.85 |
63.50 |
16.35 |
22.9% |
2.15 |
3.0% |
49% |
False |
False |
16,746 |
| 80 |
79.85 |
63.50 |
16.35 |
22.9% |
2.22 |
3.1% |
49% |
False |
False |
13,968 |
| 100 |
79.96 |
63.50 |
16.46 |
23.0% |
2.15 |
3.0% |
49% |
False |
False |
12,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.52 |
|
2.618 |
75.86 |
|
1.618 |
74.23 |
|
1.000 |
73.22 |
|
0.618 |
72.60 |
|
HIGH |
71.59 |
|
0.618 |
70.97 |
|
0.500 |
70.78 |
|
0.382 |
70.58 |
|
LOW |
69.96 |
|
0.618 |
68.95 |
|
1.000 |
68.33 |
|
1.618 |
67.32 |
|
2.618 |
65.69 |
|
4.250 |
63.03 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.27 |
70.92 |
| PP |
71.02 |
70.33 |
| S1 |
70.78 |
69.74 |
|