NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
78.90 |
79.84 |
0.94 |
1.2% |
77.01 |
| High |
80.60 |
80.71 |
0.11 |
0.1% |
80.71 |
| Low |
78.87 |
79.07 |
0.20 |
0.3% |
76.44 |
| Close |
80.09 |
80.58 |
0.49 |
0.6% |
80.58 |
| Range |
1.73 |
1.64 |
-0.09 |
-5.2% |
4.27 |
| ATR |
2.01 |
1.98 |
-0.03 |
-1.3% |
0.00 |
| Volume |
374,358 |
299,547 |
-74,811 |
-20.0% |
1,713,821 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.04 |
84.45 |
81.48 |
|
| R3 |
83.40 |
82.81 |
81.03 |
|
| R2 |
81.76 |
81.76 |
80.88 |
|
| R1 |
81.17 |
81.17 |
80.73 |
81.47 |
| PP |
80.12 |
80.12 |
80.12 |
80.27 |
| S1 |
79.53 |
79.53 |
80.43 |
79.83 |
| S2 |
78.48 |
78.48 |
80.28 |
|
| S3 |
76.84 |
77.89 |
80.13 |
|
| S4 |
75.20 |
76.25 |
79.68 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.05 |
90.59 |
82.93 |
|
| R3 |
87.78 |
86.32 |
81.75 |
|
| R2 |
83.51 |
83.51 |
81.36 |
|
| R1 |
82.05 |
82.05 |
80.97 |
82.78 |
| PP |
79.24 |
79.24 |
79.24 |
79.61 |
| S1 |
77.78 |
77.78 |
80.19 |
78.51 |
| S2 |
74.97 |
74.97 |
79.80 |
|
| S3 |
70.70 |
73.51 |
79.41 |
|
| S4 |
66.43 |
69.24 |
78.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.71 |
76.44 |
4.27 |
5.3% |
1.81 |
2.2% |
97% |
True |
False |
342,764 |
| 10 |
80.71 |
73.78 |
6.93 |
8.6% |
1.84 |
2.3% |
98% |
True |
False |
338,511 |
| 20 |
80.71 |
69.69 |
11.02 |
13.7% |
1.88 |
2.3% |
99% |
True |
False |
266,544 |
| 40 |
80.71 |
66.98 |
13.73 |
17.0% |
2.19 |
2.7% |
99% |
True |
False |
197,586 |
| 60 |
80.71 |
64.21 |
16.50 |
20.5% |
2.30 |
2.8% |
99% |
True |
False |
154,533 |
| 80 |
81.44 |
64.21 |
17.23 |
21.4% |
2.22 |
2.8% |
95% |
False |
False |
127,254 |
| 100 |
81.44 |
64.21 |
17.23 |
21.4% |
2.37 |
2.9% |
95% |
False |
False |
109,773 |
| 120 |
81.44 |
64.21 |
17.23 |
21.4% |
2.31 |
2.9% |
95% |
False |
False |
95,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.68 |
|
2.618 |
85.00 |
|
1.618 |
83.36 |
|
1.000 |
82.35 |
|
0.618 |
81.72 |
|
HIGH |
80.71 |
|
0.618 |
80.08 |
|
0.500 |
79.89 |
|
0.382 |
79.70 |
|
LOW |
79.07 |
|
0.618 |
78.06 |
|
1.000 |
77.43 |
|
1.618 |
76.42 |
|
2.618 |
74.78 |
|
4.250 |
72.10 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.35 |
80.26 |
| PP |
80.12 |
79.95 |
| S1 |
79.89 |
79.63 |
|