NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
73.93 |
75.54 |
1.61 |
2.2% |
73.44 |
| High |
75.65 |
76.59 |
0.94 |
1.2% |
76.84 |
| Low |
73.64 |
74.84 |
1.20 |
1.6% |
72.39 |
| Close |
75.42 |
75.11 |
-0.31 |
-0.4% |
75.05 |
| Range |
2.01 |
1.75 |
-0.26 |
-12.9% |
4.45 |
| ATR |
2.08 |
2.06 |
-0.02 |
-1.1% |
0.00 |
| Volume |
107,530 |
116,466 |
8,936 |
8.3% |
435,973 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.76 |
79.69 |
76.07 |
|
| R3 |
79.01 |
77.94 |
75.59 |
|
| R2 |
77.26 |
77.26 |
75.43 |
|
| R1 |
76.19 |
76.19 |
75.27 |
75.85 |
| PP |
75.51 |
75.51 |
75.51 |
75.35 |
| S1 |
74.44 |
74.44 |
74.95 |
74.10 |
| S2 |
73.76 |
73.76 |
74.79 |
|
| S3 |
72.01 |
72.69 |
74.63 |
|
| S4 |
70.26 |
70.94 |
74.15 |
|
|
| 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 |
73.60 |
3.24 |
4.3% |
1.95 |
2.6% |
47% |
False |
False |
94,976 |
| 10 |
76.84 |
70.12 |
6.72 |
8.9% |
1.88 |
2.5% |
74% |
False |
False |
94,963 |
| 20 |
76.84 |
67.42 |
9.42 |
12.5% |
1.98 |
2.6% |
82% |
False |
False |
85,799 |
| 40 |
76.84 |
66.83 |
10.01 |
13.3% |
2.24 |
3.0% |
83% |
False |
False |
65,565 |
| 60 |
77.52 |
64.58 |
12.94 |
17.2% |
2.31 |
3.1% |
81% |
False |
False |
52,686 |
| 80 |
80.64 |
64.58 |
16.06 |
21.4% |
2.19 |
2.9% |
66% |
False |
False |
43,809 |
| 100 |
80.64 |
64.42 |
16.22 |
21.6% |
2.28 |
3.0% |
66% |
False |
False |
37,040 |
| 120 |
80.64 |
64.42 |
16.22 |
21.6% |
2.24 |
3.0% |
66% |
False |
False |
32,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.03 |
|
2.618 |
81.17 |
|
1.618 |
79.42 |
|
1.000 |
78.34 |
|
0.618 |
77.67 |
|
HIGH |
76.59 |
|
0.618 |
75.92 |
|
0.500 |
75.72 |
|
0.382 |
75.51 |
|
LOW |
74.84 |
|
0.618 |
73.76 |
|
1.000 |
73.09 |
|
1.618 |
72.01 |
|
2.618 |
70.26 |
|
4.250 |
67.40 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.72 |
75.11 |
| PP |
75.51 |
75.10 |
| S1 |
75.31 |
75.10 |
|