NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
76.62 |
78.47 |
1.85 |
2.4% |
74.65 |
| High |
78.89 |
79.46 |
0.57 |
0.7% |
76.98 |
| Low |
76.16 |
77.93 |
1.77 |
2.3% |
73.60 |
| Close |
78.40 |
79.20 |
0.80 |
1.0% |
76.78 |
| Range |
2.73 |
1.53 |
-1.20 |
-44.0% |
3.38 |
| ATR |
2.04 |
2.01 |
-0.04 |
-1.8% |
0.00 |
| Volume |
109,574 |
122,788 |
13,214 |
12.1% |
515,097 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.45 |
82.86 |
80.04 |
|
| R3 |
81.92 |
81.33 |
79.62 |
|
| R2 |
80.39 |
80.39 |
79.48 |
|
| R1 |
79.80 |
79.80 |
79.34 |
80.10 |
| PP |
78.86 |
78.86 |
78.86 |
79.01 |
| S1 |
78.27 |
78.27 |
79.06 |
78.57 |
| S2 |
77.33 |
77.33 |
78.92 |
|
| S3 |
75.80 |
76.74 |
78.78 |
|
| S4 |
74.27 |
75.21 |
78.36 |
|
|
| 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 |
79.46 |
74.38 |
5.08 |
6.4% |
1.82 |
2.3% |
95% |
True |
False |
112,811 |
| 10 |
79.46 |
73.60 |
5.86 |
7.4% |
1.85 |
2.3% |
96% |
True |
False |
104,368 |
| 20 |
79.46 |
67.42 |
12.04 |
15.2% |
1.91 |
2.4% |
98% |
True |
False |
95,386 |
| 40 |
79.46 |
66.83 |
12.63 |
15.9% |
2.21 |
2.8% |
98% |
True |
False |
73,208 |
| 60 |
79.46 |
64.58 |
14.88 |
18.8% |
2.28 |
2.9% |
98% |
True |
False |
58,354 |
| 80 |
80.64 |
64.58 |
16.06 |
20.3% |
2.17 |
2.7% |
91% |
False |
False |
48,773 |
| 100 |
80.64 |
64.42 |
16.22 |
20.5% |
2.29 |
2.9% |
91% |
False |
False |
41,297 |
| 120 |
80.64 |
64.42 |
16.22 |
20.5% |
2.23 |
2.8% |
91% |
False |
False |
35,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.96 |
|
2.618 |
83.47 |
|
1.618 |
81.94 |
|
1.000 |
80.99 |
|
0.618 |
80.41 |
|
HIGH |
79.46 |
|
0.618 |
78.88 |
|
0.500 |
78.70 |
|
0.382 |
78.51 |
|
LOW |
77.93 |
|
0.618 |
76.98 |
|
1.000 |
76.40 |
|
1.618 |
75.45 |
|
2.618 |
73.92 |
|
4.250 |
71.43 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.03 |
78.62 |
| PP |
78.86 |
78.04 |
| S1 |
78.70 |
77.46 |
|