NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
74.44 |
75.32 |
0.88 |
1.2% |
70.69 |
| High |
75.61 |
76.84 |
1.23 |
1.6% |
73.49 |
| Low |
74.26 |
75.00 |
0.74 |
1.0% |
69.72 |
| Close |
75.25 |
76.47 |
1.22 |
1.6% |
73.44 |
| Range |
1.35 |
1.84 |
0.49 |
36.3% |
3.77 |
| ATR |
2.11 |
2.09 |
-0.02 |
-0.9% |
0.00 |
| Volume |
121,208 |
113,446 |
-7,762 |
-6.4% |
352,939 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.62 |
80.89 |
77.48 |
|
| R3 |
79.78 |
79.05 |
76.98 |
|
| R2 |
77.94 |
77.94 |
76.81 |
|
| R1 |
77.21 |
77.21 |
76.64 |
77.58 |
| PP |
76.10 |
76.10 |
76.10 |
76.29 |
| S1 |
75.37 |
75.37 |
76.30 |
75.74 |
| S2 |
74.26 |
74.26 |
76.13 |
|
| S3 |
72.42 |
73.53 |
75.96 |
|
| S4 |
70.58 |
71.69 |
75.46 |
|
|
| 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 |
76.84 |
71.01 |
5.83 |
7.6% |
1.77 |
2.3% |
94% |
True |
False |
95,006 |
| 10 |
76.84 |
69.15 |
7.69 |
10.1% |
1.80 |
2.4% |
95% |
True |
False |
88,212 |
| 20 |
76.84 |
67.42 |
9.42 |
12.3% |
2.05 |
2.7% |
96% |
True |
False |
77,446 |
| 40 |
76.84 |
66.83 |
10.01 |
13.1% |
2.24 |
2.9% |
96% |
True |
False |
58,739 |
| 60 |
79.39 |
64.58 |
14.81 |
19.4% |
2.30 |
3.0% |
80% |
False |
False |
48,108 |
| 80 |
80.64 |
64.42 |
16.22 |
21.2% |
2.22 |
2.9% |
74% |
False |
False |
39,871 |
| 100 |
80.64 |
64.42 |
16.22 |
21.2% |
2.28 |
3.0% |
74% |
False |
False |
33,722 |
| 120 |
81.03 |
64.42 |
16.61 |
21.7% |
2.22 |
2.9% |
73% |
False |
False |
29,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.66 |
|
2.618 |
81.66 |
|
1.618 |
79.82 |
|
1.000 |
78.68 |
|
0.618 |
77.98 |
|
HIGH |
76.84 |
|
0.618 |
76.14 |
|
0.500 |
75.92 |
|
0.382 |
75.70 |
|
LOW |
75.00 |
|
0.618 |
73.86 |
|
1.000 |
73.16 |
|
1.618 |
72.02 |
|
2.618 |
70.18 |
|
4.250 |
67.18 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.29 |
75.91 |
| PP |
76.10 |
75.34 |
| S1 |
75.92 |
74.78 |
|