NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
69.73 |
70.58 |
0.85 |
1.2% |
69.51 |
| High |
70.94 |
71.61 |
0.67 |
0.9% |
70.94 |
| Low |
69.62 |
69.53 |
-0.09 |
-0.1% |
67.49 |
| Close |
70.58 |
69.62 |
-0.96 |
-1.4% |
70.58 |
| Range |
1.32 |
2.08 |
0.76 |
57.6% |
3.45 |
| ATR |
2.16 |
2.16 |
-0.01 |
-0.3% |
0.00 |
| Volume |
50,357 |
22,991 |
-27,366 |
-54.3% |
239,233 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.49 |
75.14 |
70.76 |
|
| R3 |
74.41 |
73.06 |
70.19 |
|
| R2 |
72.33 |
72.33 |
70.00 |
|
| R1 |
70.98 |
70.98 |
69.81 |
70.62 |
| PP |
70.25 |
70.25 |
70.25 |
70.07 |
| S1 |
68.90 |
68.90 |
69.43 |
68.54 |
| S2 |
68.17 |
68.17 |
69.24 |
|
| S3 |
66.09 |
66.82 |
69.05 |
|
| S4 |
64.01 |
64.74 |
68.48 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.02 |
78.75 |
72.48 |
|
| R3 |
76.57 |
75.30 |
71.53 |
|
| R2 |
73.12 |
73.12 |
71.21 |
|
| R1 |
71.85 |
71.85 |
70.90 |
72.49 |
| PP |
69.67 |
69.67 |
69.67 |
69.99 |
| S1 |
68.40 |
68.40 |
70.26 |
69.04 |
| S2 |
66.22 |
66.22 |
69.95 |
|
| S3 |
62.77 |
64.95 |
69.63 |
|
| S4 |
59.32 |
61.50 |
68.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.61 |
67.49 |
4.12 |
5.9% |
1.92 |
2.8% |
52% |
True |
False |
46,586 |
| 10 |
72.19 |
67.49 |
4.70 |
6.8% |
2.02 |
2.9% |
45% |
False |
False |
39,566 |
| 20 |
73.17 |
66.67 |
6.50 |
9.3% |
2.19 |
3.2% |
45% |
False |
False |
34,925 |
| 40 |
73.32 |
66.67 |
6.65 |
9.6% |
2.18 |
3.1% |
44% |
False |
False |
25,813 |
| 60 |
79.85 |
63.50 |
16.35 |
23.5% |
2.13 |
3.1% |
37% |
False |
False |
21,794 |
| 80 |
79.85 |
63.50 |
16.35 |
23.5% |
2.25 |
3.2% |
37% |
False |
False |
18,420 |
| 100 |
79.85 |
63.50 |
16.35 |
23.5% |
2.13 |
3.1% |
37% |
False |
False |
15,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.45 |
|
2.618 |
77.06 |
|
1.618 |
74.98 |
|
1.000 |
73.69 |
|
0.618 |
72.90 |
|
HIGH |
71.61 |
|
0.618 |
70.82 |
|
0.500 |
70.57 |
|
0.382 |
70.32 |
|
LOW |
69.53 |
|
0.618 |
68.24 |
|
1.000 |
67.45 |
|
1.618 |
66.16 |
|
2.618 |
64.08 |
|
4.250 |
60.69 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
70.57 |
70.36 |
| PP |
70.25 |
70.11 |
| S1 |
69.94 |
69.87 |
|