NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
78.47 |
78.88 |
0.41 |
0.5% |
74.65 |
| High |
79.46 |
79.31 |
-0.15 |
-0.2% |
76.98 |
| Low |
77.93 |
78.17 |
0.24 |
0.3% |
73.60 |
| Close |
79.20 |
78.40 |
-0.80 |
-1.0% |
76.78 |
| Range |
1.53 |
1.14 |
-0.39 |
-25.5% |
3.38 |
| ATR |
2.01 |
1.94 |
-0.06 |
-3.1% |
0.00 |
| Volume |
122,788 |
112,965 |
-9,823 |
-8.0% |
515,097 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.05 |
81.36 |
79.03 |
|
| R3 |
80.91 |
80.22 |
78.71 |
|
| R2 |
79.77 |
79.77 |
78.61 |
|
| R1 |
79.08 |
79.08 |
78.50 |
78.86 |
| PP |
78.63 |
78.63 |
78.63 |
78.51 |
| S1 |
77.94 |
77.94 |
78.30 |
77.72 |
| S2 |
77.49 |
77.49 |
78.19 |
|
| S3 |
76.35 |
76.80 |
78.09 |
|
| S4 |
75.21 |
75.66 |
77.77 |
|
|
| 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 |
6.5% |
1.70 |
2.2% |
79% |
False |
False |
112,111 |
| 10 |
79.46 |
73.60 |
5.86 |
7.5% |
1.83 |
2.3% |
82% |
False |
False |
103,544 |
| 20 |
79.46 |
67.42 |
12.04 |
15.4% |
1.85 |
2.4% |
91% |
False |
False |
95,044 |
| 40 |
79.46 |
66.83 |
12.63 |
16.1% |
2.20 |
2.8% |
92% |
False |
False |
75,513 |
| 60 |
79.46 |
64.58 |
14.88 |
19.0% |
2.25 |
2.9% |
93% |
False |
False |
59,873 |
| 80 |
80.64 |
64.58 |
16.06 |
20.5% |
2.16 |
2.8% |
86% |
False |
False |
50,079 |
| 100 |
80.64 |
64.42 |
16.22 |
20.7% |
2.29 |
2.9% |
86% |
False |
False |
42,373 |
| 120 |
80.64 |
64.42 |
16.22 |
20.7% |
2.21 |
2.8% |
86% |
False |
False |
36,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.16 |
|
2.618 |
82.29 |
|
1.618 |
81.15 |
|
1.000 |
80.45 |
|
0.618 |
80.01 |
|
HIGH |
79.31 |
|
0.618 |
78.87 |
|
0.500 |
78.74 |
|
0.382 |
78.61 |
|
LOW |
78.17 |
|
0.618 |
77.47 |
|
1.000 |
77.03 |
|
1.618 |
76.33 |
|
2.618 |
75.19 |
|
4.250 |
73.33 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.74 |
78.20 |
| PP |
78.63 |
78.01 |
| S1 |
78.51 |
77.81 |
|