NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.73 |
82.05 |
0.32 |
0.4% |
77.01 |
| High |
82.22 |
82.43 |
0.21 |
0.3% |
80.71 |
| Low |
80.59 |
79.05 |
-1.54 |
-1.9% |
76.44 |
| Close |
81.37 |
79.49 |
-1.88 |
-2.3% |
80.58 |
| Range |
1.63 |
3.38 |
1.75 |
107.4% |
4.27 |
| ATR |
1.95 |
2.05 |
0.10 |
5.2% |
0.00 |
| Volume |
307,859 |
414,825 |
106,966 |
34.7% |
1,713,821 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.46 |
88.36 |
81.35 |
|
| R3 |
87.08 |
84.98 |
80.42 |
|
| R2 |
83.70 |
83.70 |
80.11 |
|
| R1 |
81.60 |
81.60 |
79.80 |
80.96 |
| PP |
80.32 |
80.32 |
80.32 |
80.01 |
| S1 |
78.22 |
78.22 |
79.18 |
77.58 |
| S2 |
76.94 |
76.94 |
78.87 |
|
| S3 |
73.56 |
74.84 |
78.56 |
|
| S4 |
70.18 |
71.46 |
77.63 |
|
|
| 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 |
82.43 |
78.87 |
3.56 |
4.5% |
2.05 |
2.6% |
17% |
True |
False |
338,771 |
| 10 |
82.43 |
74.52 |
7.91 |
10.0% |
1.92 |
2.4% |
63% |
True |
False |
338,284 |
| 20 |
82.43 |
70.28 |
12.15 |
15.3% |
1.93 |
2.4% |
76% |
True |
False |
294,613 |
| 40 |
82.43 |
66.98 |
15.45 |
19.4% |
2.14 |
2.7% |
81% |
True |
False |
215,566 |
| 60 |
82.43 |
66.98 |
15.45 |
19.4% |
2.22 |
2.8% |
81% |
True |
False |
167,512 |
| 80 |
82.43 |
64.21 |
18.22 |
22.9% |
2.25 |
2.8% |
84% |
True |
False |
138,362 |
| 100 |
82.43 |
64.21 |
18.22 |
22.9% |
2.37 |
3.0% |
84% |
True |
False |
119,270 |
| 120 |
82.43 |
64.21 |
18.22 |
22.9% |
2.32 |
2.9% |
84% |
True |
False |
103,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.80 |
|
2.618 |
91.28 |
|
1.618 |
87.90 |
|
1.000 |
85.81 |
|
0.618 |
84.52 |
|
HIGH |
82.43 |
|
0.618 |
81.14 |
|
0.500 |
80.74 |
|
0.382 |
80.34 |
|
LOW |
79.05 |
|
0.618 |
76.96 |
|
1.000 |
75.67 |
|
1.618 |
73.58 |
|
2.618 |
70.20 |
|
4.250 |
64.69 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.74 |
80.74 |
| PP |
80.32 |
80.32 |
| S1 |
79.91 |
79.91 |
|