NYMEX Light Sweet Crude Oil Future October 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 |
71.60 |
73.44 |
1.84 |
2.6% |
70.69 |
| High |
73.49 |
73.74 |
0.25 |
0.3% |
73.49 |
| Low |
71.01 |
72.39 |
1.38 |
1.9% |
69.72 |
| Close |
73.44 |
72.70 |
-0.74 |
-1.0% |
73.44 |
| Range |
2.48 |
1.35 |
-1.13 |
-45.6% |
3.77 |
| ATR |
2.26 |
2.19 |
-0.06 |
-2.9% |
0.00 |
| Volume |
100,630 |
64,054 |
-36,576 |
-36.3% |
352,939 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.99 |
76.20 |
73.44 |
|
| R3 |
75.64 |
74.85 |
73.07 |
|
| R2 |
74.29 |
74.29 |
72.95 |
|
| R1 |
73.50 |
73.50 |
72.82 |
73.22 |
| PP |
72.94 |
72.94 |
72.94 |
72.81 |
| S1 |
72.15 |
72.15 |
72.58 |
71.87 |
| S2 |
71.59 |
71.59 |
72.45 |
|
| S3 |
70.24 |
70.80 |
72.33 |
|
| S4 |
68.89 |
69.45 |
71.96 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.53 |
82.25 |
75.51 |
|
| R3 |
79.76 |
78.48 |
74.48 |
|
| R2 |
75.99 |
75.99 |
74.13 |
|
| R1 |
74.71 |
74.71 |
73.79 |
75.35 |
| PP |
72.22 |
72.22 |
72.22 |
72.54 |
| S1 |
70.94 |
70.94 |
73.09 |
71.58 |
| S2 |
68.45 |
68.45 |
72.75 |
|
| S3 |
64.68 |
67.17 |
72.40 |
|
| S4 |
60.91 |
63.40 |
71.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.74 |
69.72 |
4.02 |
5.5% |
2.01 |
2.8% |
74% |
True |
False |
83,398 |
| 10 |
73.74 |
67.42 |
6.32 |
8.7% |
1.93 |
2.7% |
84% |
True |
False |
83,408 |
| 20 |
73.74 |
66.83 |
6.91 |
9.5% |
2.17 |
3.0% |
85% |
True |
False |
70,196 |
| 40 |
74.60 |
66.83 |
7.77 |
10.7% |
2.27 |
3.1% |
76% |
False |
False |
52,710 |
| 60 |
80.64 |
64.58 |
16.06 |
22.1% |
2.28 |
3.1% |
51% |
False |
False |
43,631 |
| 80 |
80.64 |
64.42 |
16.22 |
22.3% |
2.31 |
3.2% |
51% |
False |
False |
36,649 |
| 100 |
80.64 |
64.42 |
16.22 |
22.3% |
2.28 |
3.1% |
51% |
False |
False |
30,832 |
| 120 |
81.03 |
64.42 |
16.61 |
22.8% |
2.24 |
3.1% |
50% |
False |
False |
27,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.48 |
|
2.618 |
77.27 |
|
1.618 |
75.92 |
|
1.000 |
75.09 |
|
0.618 |
74.57 |
|
HIGH |
73.74 |
|
0.618 |
73.22 |
|
0.500 |
73.07 |
|
0.382 |
72.91 |
|
LOW |
72.39 |
|
0.618 |
71.56 |
|
1.000 |
71.04 |
|
1.618 |
70.21 |
|
2.618 |
68.86 |
|
4.250 |
66.65 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.07 |
72.44 |
| PP |
72.94 |
72.19 |
| S1 |
72.82 |
71.93 |
|