NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
79.79 |
80.77 |
0.98 |
1.2% |
76.29 |
| High |
81.01 |
81.23 |
0.22 |
0.3% |
79.87 |
| Low |
79.30 |
79.76 |
0.46 |
0.6% |
75.84 |
| Close |
80.84 |
80.46 |
-0.38 |
-0.5% |
79.76 |
| Range |
1.71 |
1.47 |
-0.24 |
-14.0% |
4.03 |
| ATR |
1.81 |
1.78 |
-0.02 |
-1.3% |
0.00 |
| Volume |
53,370 |
64,660 |
11,290 |
21.2% |
346,743 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.89 |
84.15 |
81.27 |
|
| R3 |
83.42 |
82.68 |
80.86 |
|
| R2 |
81.95 |
81.95 |
80.73 |
|
| R1 |
81.21 |
81.21 |
80.59 |
80.85 |
| PP |
80.48 |
80.48 |
80.48 |
80.30 |
| S1 |
79.74 |
79.74 |
80.33 |
79.38 |
| S2 |
79.01 |
79.01 |
80.19 |
|
| S3 |
77.54 |
78.27 |
80.06 |
|
| S4 |
76.07 |
76.80 |
79.65 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.58 |
89.20 |
81.98 |
|
| R3 |
86.55 |
85.17 |
80.87 |
|
| R2 |
82.52 |
82.52 |
80.50 |
|
| R1 |
81.14 |
81.14 |
80.13 |
81.83 |
| PP |
78.49 |
78.49 |
78.49 |
78.84 |
| S1 |
77.11 |
77.11 |
79.39 |
77.80 |
| S2 |
74.46 |
74.46 |
79.02 |
|
| S3 |
70.43 |
73.08 |
78.65 |
|
| S4 |
66.40 |
69.05 |
77.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.23 |
77.76 |
3.47 |
4.3% |
1.46 |
1.8% |
78% |
True |
False |
64,799 |
| 10 |
81.23 |
74.18 |
7.05 |
8.8% |
1.60 |
2.0% |
89% |
True |
False |
64,046 |
| 20 |
81.23 |
69.74 |
11.49 |
14.3% |
1.72 |
2.1% |
93% |
True |
False |
55,078 |
| 40 |
81.23 |
66.67 |
14.56 |
18.1% |
1.95 |
2.4% |
95% |
True |
False |
45,001 |
| 60 |
81.23 |
66.67 |
14.56 |
18.1% |
2.02 |
2.5% |
95% |
True |
False |
35,568 |
| 80 |
81.23 |
63.50 |
17.73 |
22.0% |
2.03 |
2.5% |
96% |
True |
False |
30,115 |
| 100 |
81.23 |
63.50 |
17.73 |
22.0% |
2.14 |
2.7% |
96% |
True |
False |
25,752 |
| 120 |
81.23 |
63.50 |
17.73 |
22.0% |
2.06 |
2.6% |
96% |
True |
False |
22,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.48 |
|
2.618 |
85.08 |
|
1.618 |
83.61 |
|
1.000 |
82.70 |
|
0.618 |
82.14 |
|
HIGH |
81.23 |
|
0.618 |
80.67 |
|
0.500 |
80.50 |
|
0.382 |
80.32 |
|
LOW |
79.76 |
|
0.618 |
78.85 |
|
1.000 |
78.29 |
|
1.618 |
77.38 |
|
2.618 |
75.91 |
|
4.250 |
73.51 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.50 |
80.23 |
| PP |
80.48 |
80.00 |
| S1 |
80.47 |
79.77 |
|