NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
75.13 |
75.45 |
0.32 |
0.4% |
74.65 |
| High |
75.95 |
76.98 |
1.03 |
1.4% |
76.98 |
| Low |
74.38 |
75.45 |
1.07 |
1.4% |
73.60 |
| Close |
75.43 |
76.78 |
1.35 |
1.8% |
76.78 |
| Range |
1.57 |
1.53 |
-0.04 |
-2.5% |
3.38 |
| ATR |
2.02 |
1.99 |
-0.03 |
-1.7% |
0.00 |
| Volume |
108,501 |
106,730 |
-1,771 |
-1.6% |
515,097 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.99 |
80.42 |
77.62 |
|
| R3 |
79.46 |
78.89 |
77.20 |
|
| R2 |
77.93 |
77.93 |
77.06 |
|
| R1 |
77.36 |
77.36 |
76.92 |
77.65 |
| PP |
76.40 |
76.40 |
76.40 |
76.55 |
| S1 |
75.83 |
75.83 |
76.64 |
76.12 |
| S2 |
74.87 |
74.87 |
76.50 |
|
| S3 |
73.34 |
74.30 |
76.36 |
|
| S4 |
71.81 |
72.77 |
75.94 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.93 |
84.73 |
78.64 |
|
| R3 |
82.55 |
81.35 |
77.71 |
|
| R2 |
79.17 |
79.17 |
77.40 |
|
| R1 |
77.97 |
77.97 |
77.09 |
78.57 |
| PP |
75.79 |
75.79 |
75.79 |
76.09 |
| S1 |
74.59 |
74.59 |
76.47 |
75.19 |
| S2 |
72.41 |
72.41 |
76.16 |
|
| S3 |
69.03 |
71.21 |
75.85 |
|
| S4 |
65.65 |
67.83 |
74.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.98 |
73.60 |
3.38 |
4.4% |
1.80 |
2.3% |
94% |
True |
False |
103,019 |
| 10 |
76.98 |
72.39 |
4.59 |
6.0% |
1.74 |
2.3% |
96% |
True |
False |
95,107 |
| 20 |
76.98 |
67.42 |
9.56 |
12.5% |
1.88 |
2.4% |
98% |
True |
False |
88,948 |
| 40 |
76.98 |
66.83 |
10.15 |
13.2% |
2.22 |
2.9% |
98% |
True |
False |
69,444 |
| 60 |
76.98 |
64.58 |
12.40 |
16.2% |
2.28 |
3.0% |
98% |
True |
False |
55,525 |
| 80 |
80.64 |
64.58 |
16.06 |
20.9% |
2.15 |
2.8% |
76% |
False |
False |
46,120 |
| 100 |
80.64 |
64.42 |
16.22 |
21.1% |
2.27 |
3.0% |
76% |
False |
False |
39,108 |
| 120 |
80.64 |
64.42 |
16.22 |
21.1% |
2.23 |
2.9% |
76% |
False |
False |
33,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.48 |
|
2.618 |
80.99 |
|
1.618 |
79.46 |
|
1.000 |
78.51 |
|
0.618 |
77.93 |
|
HIGH |
76.98 |
|
0.618 |
76.40 |
|
0.500 |
76.22 |
|
0.382 |
76.03 |
|
LOW |
75.45 |
|
0.618 |
74.50 |
|
1.000 |
73.92 |
|
1.618 |
72.97 |
|
2.618 |
71.44 |
|
4.250 |
68.95 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.59 |
76.41 |
| PP |
76.40 |
76.05 |
| S1 |
76.22 |
75.68 |
|