NYMEX Light Sweet Crude Oil Future November 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 |
75.25 |
74.89 |
-0.36 |
-0.5% |
73.01 |
| High |
76.24 |
75.70 |
-0.54 |
-0.7% |
76.46 |
| Low |
74.59 |
74.18 |
-0.41 |
-0.5% |
72.09 |
| Close |
74.86 |
75.16 |
0.30 |
0.4% |
74.75 |
| Range |
1.65 |
1.52 |
-0.13 |
-7.9% |
4.37 |
| ATR |
1.97 |
1.93 |
-0.03 |
-1.6% |
0.00 |
| Volume |
52,334 |
64,181 |
11,847 |
22.6% |
214,150 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.57 |
78.89 |
76.00 |
|
| R3 |
78.05 |
77.37 |
75.58 |
|
| R2 |
76.53 |
76.53 |
75.44 |
|
| R1 |
75.85 |
75.85 |
75.30 |
76.19 |
| PP |
75.01 |
75.01 |
75.01 |
75.19 |
| S1 |
74.33 |
74.33 |
75.02 |
74.67 |
| S2 |
73.49 |
73.49 |
74.88 |
|
| S3 |
71.97 |
72.81 |
74.74 |
|
| S4 |
70.45 |
71.29 |
74.32 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.54 |
85.52 |
77.15 |
|
| R3 |
83.17 |
81.15 |
75.95 |
|
| R2 |
78.80 |
78.80 |
75.55 |
|
| R1 |
76.78 |
76.78 |
75.15 |
77.79 |
| PP |
74.43 |
74.43 |
74.43 |
74.94 |
| S1 |
72.41 |
72.41 |
74.35 |
73.42 |
| S2 |
70.06 |
70.06 |
73.95 |
|
| S3 |
65.69 |
68.04 |
73.55 |
|
| S4 |
61.32 |
63.67 |
72.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.40 |
73.39 |
3.01 |
4.0% |
1.81 |
2.4% |
59% |
False |
False |
49,918 |
| 10 |
76.46 |
70.77 |
5.69 |
7.6% |
1.74 |
2.3% |
77% |
False |
False |
47,499 |
| 20 |
76.46 |
67.49 |
8.97 |
11.9% |
1.88 |
2.5% |
86% |
False |
False |
46,256 |
| 40 |
76.46 |
66.67 |
9.79 |
13.0% |
2.11 |
2.8% |
87% |
False |
False |
36,377 |
| 60 |
76.85 |
63.50 |
13.35 |
17.8% |
2.19 |
2.9% |
87% |
False |
False |
29,175 |
| 80 |
79.85 |
63.50 |
16.35 |
21.8% |
2.07 |
2.8% |
71% |
False |
False |
24,534 |
| 100 |
79.85 |
63.50 |
16.35 |
21.8% |
2.16 |
2.9% |
71% |
False |
False |
20,843 |
| 120 |
79.96 |
63.50 |
16.46 |
21.9% |
2.12 |
2.8% |
71% |
False |
False |
18,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.16 |
|
2.618 |
79.68 |
|
1.618 |
78.16 |
|
1.000 |
77.22 |
|
0.618 |
76.64 |
|
HIGH |
75.70 |
|
0.618 |
75.12 |
|
0.500 |
74.94 |
|
0.382 |
74.76 |
|
LOW |
74.18 |
|
0.618 |
73.24 |
|
1.000 |
72.66 |
|
1.618 |
71.72 |
|
2.618 |
70.20 |
|
4.250 |
67.72 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.09 |
75.05 |
| PP |
75.01 |
74.94 |
| S1 |
74.94 |
74.84 |
|