NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
75.32 |
76.71 |
1.39 |
1.8% |
73.44 |
| High |
76.84 |
76.78 |
-0.06 |
-0.1% |
76.84 |
| Low |
75.00 |
74.79 |
-0.21 |
-0.3% |
72.39 |
| Close |
76.47 |
75.05 |
-1.42 |
-1.9% |
75.05 |
| Range |
1.84 |
1.99 |
0.15 |
8.2% |
4.45 |
| ATR |
2.09 |
2.08 |
-0.01 |
-0.3% |
0.00 |
| Volume |
113,446 |
61,571 |
-51,875 |
-45.7% |
435,973 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.51 |
80.27 |
76.14 |
|
| R3 |
79.52 |
78.28 |
75.60 |
|
| R2 |
77.53 |
77.53 |
75.41 |
|
| R1 |
76.29 |
76.29 |
75.23 |
75.92 |
| PP |
75.54 |
75.54 |
75.54 |
75.35 |
| S1 |
74.30 |
74.30 |
74.87 |
73.93 |
| S2 |
73.55 |
73.55 |
74.69 |
|
| S3 |
71.56 |
72.31 |
74.50 |
|
| S4 |
69.57 |
70.32 |
73.96 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.11 |
86.03 |
77.50 |
|
| R3 |
83.66 |
81.58 |
76.27 |
|
| R2 |
79.21 |
79.21 |
75.87 |
|
| R1 |
77.13 |
77.13 |
75.46 |
78.17 |
| PP |
74.76 |
74.76 |
74.76 |
75.28 |
| S1 |
72.68 |
72.68 |
74.64 |
73.72 |
| S2 |
70.31 |
70.31 |
74.23 |
|
| S3 |
65.86 |
68.23 |
73.83 |
|
| S4 |
61.41 |
63.78 |
72.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.84 |
72.39 |
4.45 |
5.9% |
1.67 |
2.2% |
60% |
False |
False |
87,194 |
| 10 |
76.84 |
69.70 |
7.14 |
9.5% |
1.85 |
2.5% |
75% |
False |
False |
87,875 |
| 20 |
76.84 |
67.42 |
9.42 |
12.6% |
2.04 |
2.7% |
81% |
False |
False |
78,131 |
| 40 |
76.84 |
66.83 |
10.01 |
13.3% |
2.26 |
3.0% |
82% |
False |
False |
59,922 |
| 60 |
79.02 |
64.58 |
14.44 |
19.2% |
2.31 |
3.1% |
73% |
False |
False |
48,889 |
| 80 |
80.64 |
64.58 |
16.06 |
21.4% |
2.20 |
2.9% |
65% |
False |
False |
40,520 |
| 100 |
80.64 |
64.42 |
16.22 |
21.6% |
2.27 |
3.0% |
66% |
False |
False |
34,286 |
| 120 |
81.03 |
64.42 |
16.61 |
22.1% |
2.23 |
3.0% |
64% |
False |
False |
29,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.24 |
|
2.618 |
81.99 |
|
1.618 |
80.00 |
|
1.000 |
78.77 |
|
0.618 |
78.01 |
|
HIGH |
76.78 |
|
0.618 |
76.02 |
|
0.500 |
75.79 |
|
0.382 |
75.55 |
|
LOW |
74.79 |
|
0.618 |
73.56 |
|
1.000 |
72.80 |
|
1.618 |
71.57 |
|
2.618 |
69.58 |
|
4.250 |
66.33 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.79 |
75.55 |
| PP |
75.54 |
75.38 |
| S1 |
75.30 |
75.22 |
|