NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
71.85 |
71.85 |
0.00 |
0.0% |
70.61 |
| High |
72.37 |
73.82 |
1.45 |
2.0% |
73.82 |
| Low |
70.28 |
71.22 |
0.94 |
1.3% |
69.82 |
| Close |
71.79 |
73.77 |
1.98 |
2.8% |
73.77 |
| Range |
2.09 |
2.60 |
0.51 |
24.4% |
4.00 |
| ATR |
2.32 |
2.34 |
0.02 |
0.9% |
0.00 |
| Volume |
217,749 |
178,318 |
-39,431 |
-18.1% |
718,013 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.74 |
79.85 |
75.20 |
|
| R3 |
78.14 |
77.25 |
74.49 |
|
| R2 |
75.54 |
75.54 |
74.25 |
|
| R1 |
74.65 |
74.65 |
74.01 |
75.10 |
| PP |
72.94 |
72.94 |
72.94 |
73.16 |
| S1 |
72.05 |
72.05 |
73.53 |
72.50 |
| S2 |
70.34 |
70.34 |
73.29 |
|
| S3 |
67.74 |
69.45 |
73.06 |
|
| S4 |
65.14 |
66.85 |
72.34 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.47 |
83.12 |
75.97 |
|
| R3 |
80.47 |
79.12 |
74.87 |
|
| R2 |
76.47 |
76.47 |
74.50 |
|
| R1 |
75.12 |
75.12 |
74.14 |
75.80 |
| PP |
72.47 |
72.47 |
72.47 |
72.81 |
| S1 |
71.12 |
71.12 |
73.40 |
71.80 |
| S2 |
68.47 |
68.47 |
73.04 |
|
| S3 |
64.47 |
67.12 |
72.67 |
|
| S4 |
60.47 |
63.12 |
71.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.82 |
69.69 |
4.13 |
5.6% |
2.09 |
2.8% |
99% |
True |
False |
170,930 |
| 10 |
73.82 |
67.27 |
6.55 |
8.9% |
2.09 |
2.8% |
99% |
True |
False |
149,895 |
| 20 |
73.82 |
66.98 |
6.84 |
9.3% |
2.38 |
3.2% |
99% |
True |
False |
146,816 |
| 40 |
74.99 |
66.98 |
8.01 |
10.9% |
2.36 |
3.2% |
85% |
False |
False |
111,053 |
| 60 |
81.44 |
64.21 |
17.23 |
23.4% |
2.38 |
3.2% |
55% |
False |
False |
91,678 |
| 80 |
81.44 |
64.21 |
17.23 |
23.4% |
2.45 |
3.3% |
55% |
False |
False |
79,773 |
| 100 |
81.44 |
64.21 |
17.23 |
23.4% |
2.40 |
3.2% |
55% |
False |
False |
68,188 |
| 120 |
81.75 |
64.21 |
17.54 |
23.8% |
2.38 |
3.2% |
55% |
False |
False |
61,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.87 |
|
2.618 |
80.63 |
|
1.618 |
78.03 |
|
1.000 |
76.42 |
|
0.618 |
75.43 |
|
HIGH |
73.82 |
|
0.618 |
72.83 |
|
0.500 |
72.52 |
|
0.382 |
72.21 |
|
LOW |
71.22 |
|
0.618 |
69.61 |
|
1.000 |
68.62 |
|
1.618 |
67.01 |
|
2.618 |
64.41 |
|
4.250 |
60.17 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.35 |
73.16 |
| PP |
72.94 |
72.54 |
| S1 |
72.52 |
71.93 |
|