NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
70.50 |
71.25 |
0.75 |
1.1% |
69.61 |
| High |
71.59 |
71.76 |
0.17 |
0.2% |
71.59 |
| Low |
69.96 |
69.46 |
-0.50 |
-0.7% |
66.67 |
| Close |
71.51 |
70.75 |
-0.76 |
-1.1% |
71.51 |
| Range |
1.63 |
2.30 |
0.67 |
41.1% |
4.92 |
| ATR |
2.35 |
2.34 |
0.00 |
-0.1% |
0.00 |
| Volume |
23,801 |
22,948 |
-853 |
-3.6% |
152,294 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.56 |
76.45 |
72.02 |
|
| R3 |
75.26 |
74.15 |
71.38 |
|
| R2 |
72.96 |
72.96 |
71.17 |
|
| R1 |
71.85 |
71.85 |
70.96 |
71.26 |
| PP |
70.66 |
70.66 |
70.66 |
70.36 |
| S1 |
69.55 |
69.55 |
70.54 |
68.96 |
| S2 |
68.36 |
68.36 |
70.33 |
|
| S3 |
66.06 |
67.25 |
70.12 |
|
| S4 |
63.76 |
64.95 |
69.49 |
|
|
| 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 |
71.76 |
67.20 |
4.56 |
6.4% |
2.27 |
3.2% |
78% |
True |
False |
27,546 |
| 10 |
72.37 |
66.67 |
5.70 |
8.1% |
2.37 |
3.4% |
72% |
False |
False |
30,460 |
| 20 |
73.32 |
66.67 |
6.65 |
9.4% |
2.33 |
3.3% |
61% |
False |
False |
25,824 |
| 40 |
76.99 |
63.50 |
13.49 |
19.1% |
2.36 |
3.3% |
54% |
False |
False |
20,273 |
| 60 |
79.85 |
63.50 |
16.35 |
23.1% |
2.16 |
3.0% |
44% |
False |
False |
17,033 |
| 80 |
79.85 |
63.50 |
16.35 |
23.1% |
2.23 |
3.1% |
44% |
False |
False |
14,208 |
| 100 |
79.96 |
63.50 |
16.46 |
23.3% |
2.16 |
3.1% |
44% |
False |
False |
12,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.54 |
|
2.618 |
77.78 |
|
1.618 |
75.48 |
|
1.000 |
74.06 |
|
0.618 |
73.18 |
|
HIGH |
71.76 |
|
0.618 |
70.88 |
|
0.500 |
70.61 |
|
0.382 |
70.34 |
|
LOW |
69.46 |
|
0.618 |
68.04 |
|
1.000 |
67.16 |
|
1.618 |
65.74 |
|
2.618 |
63.44 |
|
4.250 |
59.69 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.70 |
70.44 |
| PP |
70.66 |
70.13 |
| S1 |
70.61 |
69.82 |
|