NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
71.85 |
73.76 |
1.91 |
2.7% |
70.61 |
| High |
73.82 |
74.06 |
0.24 |
0.3% |
73.82 |
| Low |
71.22 |
72.63 |
1.41 |
2.0% |
69.82 |
| Close |
73.77 |
72.95 |
-0.82 |
-1.1% |
73.77 |
| Range |
2.60 |
1.43 |
-1.17 |
-45.0% |
4.00 |
| ATR |
2.34 |
2.27 |
-0.06 |
-2.8% |
0.00 |
| Volume |
178,318 |
143,741 |
-34,577 |
-19.4% |
718,013 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.50 |
76.66 |
73.74 |
|
| R3 |
76.07 |
75.23 |
73.34 |
|
| R2 |
74.64 |
74.64 |
73.21 |
|
| R1 |
73.80 |
73.80 |
73.08 |
73.51 |
| PP |
73.21 |
73.21 |
73.21 |
73.07 |
| S1 |
72.37 |
72.37 |
72.82 |
72.08 |
| S2 |
71.78 |
71.78 |
72.69 |
|
| S3 |
70.35 |
70.94 |
72.56 |
|
| S4 |
68.92 |
69.51 |
72.16 |
|
|
| 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 |
74.06 |
69.82 |
4.24 |
5.8% |
2.08 |
2.9% |
74% |
True |
False |
172,350 |
| 10 |
74.06 |
67.27 |
6.79 |
9.3% |
2.01 |
2.8% |
84% |
True |
False |
152,877 |
| 20 |
74.06 |
66.98 |
7.08 |
9.7% |
2.25 |
3.1% |
84% |
True |
False |
143,508 |
| 40 |
74.99 |
66.98 |
8.01 |
11.0% |
2.35 |
3.2% |
75% |
False |
False |
113,181 |
| 60 |
81.44 |
64.21 |
17.23 |
23.6% |
2.37 |
3.3% |
51% |
False |
False |
93,148 |
| 80 |
81.44 |
64.21 |
17.23 |
23.6% |
2.42 |
3.3% |
51% |
False |
False |
81,229 |
| 100 |
81.44 |
64.21 |
17.23 |
23.6% |
2.39 |
3.3% |
51% |
False |
False |
69,392 |
| 120 |
81.75 |
64.21 |
17.54 |
24.0% |
2.37 |
3.3% |
50% |
False |
False |
62,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.14 |
|
2.618 |
77.80 |
|
1.618 |
76.37 |
|
1.000 |
75.49 |
|
0.618 |
74.94 |
|
HIGH |
74.06 |
|
0.618 |
73.51 |
|
0.500 |
73.35 |
|
0.382 |
73.18 |
|
LOW |
72.63 |
|
0.618 |
71.75 |
|
1.000 |
71.20 |
|
1.618 |
70.32 |
|
2.618 |
68.89 |
|
4.250 |
66.55 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.35 |
72.69 |
| PP |
73.21 |
72.43 |
| S1 |
73.08 |
72.17 |
|