NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
75.54 |
75.13 |
-0.41 |
-0.5% |
73.44 |
| High |
76.59 |
75.95 |
-0.64 |
-0.8% |
76.84 |
| Low |
74.84 |
74.38 |
-0.46 |
-0.6% |
72.39 |
| Close |
75.11 |
75.43 |
0.32 |
0.4% |
75.05 |
| Range |
1.75 |
1.57 |
-0.18 |
-10.3% |
4.45 |
| ATR |
2.06 |
2.02 |
-0.03 |
-1.7% |
0.00 |
| Volume |
116,466 |
108,501 |
-7,965 |
-6.8% |
435,973 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.96 |
79.27 |
76.29 |
|
| R3 |
78.39 |
77.70 |
75.86 |
|
| R2 |
76.82 |
76.82 |
75.72 |
|
| R1 |
76.13 |
76.13 |
75.57 |
76.48 |
| PP |
75.25 |
75.25 |
75.25 |
75.43 |
| S1 |
74.56 |
74.56 |
75.29 |
74.91 |
| S2 |
73.68 |
73.68 |
75.14 |
|
| S3 |
72.11 |
72.99 |
75.00 |
|
| S4 |
70.54 |
71.42 |
74.57 |
|
|
| 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 |
76.78 |
73.60 |
3.18 |
4.2% |
1.90 |
2.5% |
58% |
False |
False |
93,987 |
| 10 |
76.84 |
71.01 |
5.83 |
7.7% |
1.83 |
2.4% |
76% |
False |
False |
94,497 |
| 20 |
76.84 |
67.42 |
9.42 |
12.5% |
1.97 |
2.6% |
85% |
False |
False |
89,052 |
| 40 |
76.84 |
66.83 |
10.01 |
13.3% |
2.23 |
3.0% |
86% |
False |
False |
67,738 |
| 60 |
77.46 |
64.58 |
12.88 |
17.1% |
2.30 |
3.0% |
84% |
False |
False |
54,180 |
| 80 |
80.64 |
64.58 |
16.06 |
21.3% |
2.17 |
2.9% |
68% |
False |
False |
44,941 |
| 100 |
80.64 |
64.42 |
16.22 |
21.5% |
2.28 |
3.0% |
68% |
False |
False |
38,067 |
| 120 |
80.64 |
64.42 |
16.22 |
21.5% |
2.24 |
3.0% |
68% |
False |
False |
33,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.62 |
|
2.618 |
80.06 |
|
1.618 |
78.49 |
|
1.000 |
77.52 |
|
0.618 |
76.92 |
|
HIGH |
75.95 |
|
0.618 |
75.35 |
|
0.500 |
75.17 |
|
0.382 |
74.98 |
|
LOW |
74.38 |
|
0.618 |
73.41 |
|
1.000 |
72.81 |
|
1.618 |
71.84 |
|
2.618 |
70.27 |
|
4.250 |
67.71 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.34 |
75.33 |
| PP |
75.25 |
75.22 |
| S1 |
75.17 |
75.12 |
|