NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
75.70 |
77.01 |
1.31 |
1.7% |
74.88 |
| High |
77.29 |
79.28 |
1.99 |
2.6% |
77.29 |
| Low |
75.69 |
76.44 |
0.75 |
1.0% |
73.78 |
| Close |
77.07 |
78.74 |
1.67 |
2.2% |
77.07 |
| Range |
1.60 |
2.84 |
1.24 |
77.5% |
3.51 |
| ATR |
2.06 |
2.12 |
0.06 |
2.7% |
0.00 |
| Volume |
308,106 |
368,285 |
60,179 |
19.5% |
1,671,292 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.67 |
85.55 |
80.30 |
|
| R3 |
83.83 |
82.71 |
79.52 |
|
| R2 |
80.99 |
80.99 |
79.26 |
|
| R1 |
79.87 |
79.87 |
79.00 |
80.43 |
| PP |
78.15 |
78.15 |
78.15 |
78.44 |
| S1 |
77.03 |
77.03 |
78.48 |
77.59 |
| S2 |
75.31 |
75.31 |
78.22 |
|
| S3 |
72.47 |
74.19 |
77.96 |
|
| S4 |
69.63 |
71.35 |
77.18 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.58 |
85.33 |
79.00 |
|
| R3 |
83.07 |
81.82 |
78.04 |
|
| R2 |
79.56 |
79.56 |
77.71 |
|
| R1 |
78.31 |
78.31 |
77.39 |
78.94 |
| PP |
76.05 |
76.05 |
76.05 |
76.36 |
| S1 |
74.80 |
74.80 |
76.75 |
75.43 |
| S2 |
72.54 |
72.54 |
76.43 |
|
| S3 |
69.03 |
71.29 |
76.10 |
|
| S4 |
65.52 |
67.78 |
75.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.28 |
73.82 |
5.46 |
6.9% |
2.00 |
2.5% |
90% |
True |
False |
358,263 |
| 10 |
79.28 |
72.94 |
6.34 |
8.1% |
1.95 |
2.5% |
91% |
True |
False |
298,696 |
| 20 |
79.28 |
67.27 |
12.01 |
15.3% |
1.98 |
2.5% |
96% |
True |
False |
225,787 |
| 40 |
79.28 |
66.98 |
12.30 |
15.6% |
2.33 |
3.0% |
96% |
True |
False |
173,441 |
| 60 |
79.28 |
64.21 |
15.07 |
19.1% |
2.37 |
3.0% |
96% |
True |
False |
135,509 |
| 80 |
81.44 |
64.21 |
17.23 |
21.9% |
2.26 |
2.9% |
84% |
False |
False |
113,018 |
| 100 |
81.44 |
64.21 |
17.23 |
21.9% |
2.40 |
3.0% |
84% |
False |
False |
97,134 |
| 120 |
81.44 |
64.21 |
17.23 |
21.9% |
2.35 |
3.0% |
84% |
False |
False |
84,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.35 |
|
2.618 |
86.72 |
|
1.618 |
83.88 |
|
1.000 |
82.12 |
|
0.618 |
81.04 |
|
HIGH |
79.28 |
|
0.618 |
78.20 |
|
0.500 |
77.86 |
|
0.382 |
77.52 |
|
LOW |
76.44 |
|
0.618 |
74.68 |
|
1.000 |
73.60 |
|
1.618 |
71.84 |
|
2.618 |
69.00 |
|
4.250 |
64.37 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.45 |
78.13 |
| PP |
78.15 |
77.51 |
| S1 |
77.86 |
76.90 |
|