NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.65 |
81.73 |
1.08 |
1.3% |
77.01 |
| High |
82.00 |
82.22 |
0.22 |
0.3% |
80.71 |
| Low |
80.13 |
80.59 |
0.46 |
0.6% |
76.44 |
| Close |
81.80 |
81.37 |
-0.43 |
-0.5% |
80.58 |
| Range |
1.87 |
1.63 |
-0.24 |
-12.8% |
4.27 |
| ATR |
1.97 |
1.95 |
-0.02 |
-1.2% |
0.00 |
| Volume |
297,270 |
307,859 |
10,589 |
3.6% |
1,713,821 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.28 |
85.46 |
82.27 |
|
| R3 |
84.65 |
83.83 |
81.82 |
|
| R2 |
83.02 |
83.02 |
81.67 |
|
| R1 |
82.20 |
82.20 |
81.52 |
81.80 |
| PP |
81.39 |
81.39 |
81.39 |
81.19 |
| S1 |
80.57 |
80.57 |
81.22 |
80.17 |
| S2 |
79.76 |
79.76 |
81.07 |
|
| S3 |
78.13 |
78.94 |
80.92 |
|
| S4 |
76.50 |
77.31 |
80.47 |
|
|
| 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 |
82.22 |
78.55 |
3.67 |
4.5% |
1.62 |
2.0% |
77% |
True |
False |
320,213 |
| 10 |
82.22 |
74.52 |
7.70 |
9.5% |
1.76 |
2.2% |
89% |
True |
False |
335,361 |
| 20 |
82.22 |
70.03 |
12.19 |
15.0% |
1.88 |
2.3% |
93% |
True |
False |
284,611 |
| 40 |
82.22 |
66.98 |
15.24 |
18.7% |
2.14 |
2.6% |
94% |
True |
False |
208,113 |
| 60 |
82.22 |
66.98 |
15.24 |
18.7% |
2.21 |
2.7% |
94% |
True |
False |
161,606 |
| 80 |
82.22 |
64.21 |
18.01 |
22.1% |
2.22 |
2.7% |
95% |
True |
False |
133,679 |
| 100 |
82.22 |
64.21 |
18.01 |
22.1% |
2.36 |
2.9% |
95% |
True |
False |
115,390 |
| 120 |
82.22 |
64.21 |
18.01 |
22.1% |
2.30 |
2.8% |
95% |
True |
False |
99,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.15 |
|
2.618 |
86.49 |
|
1.618 |
84.86 |
|
1.000 |
83.85 |
|
0.618 |
83.23 |
|
HIGH |
82.22 |
|
0.618 |
81.60 |
|
0.500 |
81.41 |
|
0.382 |
81.21 |
|
LOW |
80.59 |
|
0.618 |
79.58 |
|
1.000 |
78.96 |
|
1.618 |
77.95 |
|
2.618 |
76.32 |
|
4.250 |
73.66 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.41 |
81.13 |
| PP |
81.39 |
80.89 |
| S1 |
81.38 |
80.65 |
|