NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.79 |
81.78 |
0.99 |
1.2% |
79.79 |
| High |
82.11 |
82.20 |
0.09 |
0.1% |
82.11 |
| Low |
80.56 |
80.65 |
0.09 |
0.1% |
77.96 |
| Close |
81.75 |
81.02 |
-0.73 |
-0.9% |
81.75 |
| Range |
1.55 |
1.55 |
0.00 |
0.0% |
4.15 |
| ATR |
1.93 |
1.90 |
-0.03 |
-1.4% |
0.00 |
| Volume |
55,712 |
63,855 |
8,143 |
14.6% |
336,399 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.94 |
85.03 |
81.87 |
|
| R3 |
84.39 |
83.48 |
81.45 |
|
| R2 |
82.84 |
82.84 |
81.30 |
|
| R1 |
81.93 |
81.93 |
81.16 |
81.61 |
| PP |
81.29 |
81.29 |
81.29 |
81.13 |
| S1 |
80.38 |
80.38 |
80.88 |
80.06 |
| S2 |
79.74 |
79.74 |
80.74 |
|
| S3 |
78.19 |
78.83 |
80.59 |
|
| S4 |
76.64 |
77.28 |
80.17 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.06 |
91.55 |
84.03 |
|
| R3 |
88.91 |
87.40 |
82.89 |
|
| R2 |
84.76 |
84.76 |
82.51 |
|
| R1 |
83.25 |
83.25 |
82.13 |
84.01 |
| PP |
80.61 |
80.61 |
80.61 |
80.98 |
| S1 |
79.10 |
79.10 |
81.37 |
79.86 |
| S2 |
76.46 |
76.46 |
80.99 |
|
| S3 |
72.31 |
74.95 |
80.61 |
|
| S4 |
68.16 |
70.80 |
79.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.20 |
77.96 |
4.24 |
5.2% |
2.14 |
2.6% |
72% |
True |
False |
69,376 |
| 10 |
82.20 |
77.53 |
4.67 |
5.8% |
1.80 |
2.2% |
75% |
True |
False |
67,817 |
| 20 |
82.20 |
72.42 |
9.78 |
12.1% |
1.80 |
2.2% |
88% |
True |
False |
59,807 |
| 40 |
82.20 |
66.67 |
15.53 |
19.2% |
1.94 |
2.4% |
92% |
True |
False |
49,079 |
| 60 |
82.20 |
66.67 |
15.53 |
19.2% |
2.04 |
2.5% |
92% |
True |
False |
39,366 |
| 80 |
82.20 |
63.50 |
18.70 |
23.1% |
2.07 |
2.6% |
94% |
True |
False |
33,052 |
| 100 |
82.20 |
63.50 |
18.70 |
23.1% |
2.13 |
2.6% |
94% |
True |
False |
28,331 |
| 120 |
82.20 |
63.50 |
18.70 |
23.1% |
2.09 |
2.6% |
94% |
True |
False |
24,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.79 |
|
2.618 |
86.26 |
|
1.618 |
84.71 |
|
1.000 |
83.75 |
|
0.618 |
83.16 |
|
HIGH |
82.20 |
|
0.618 |
81.61 |
|
0.500 |
81.43 |
|
0.382 |
81.24 |
|
LOW |
80.65 |
|
0.618 |
79.69 |
|
1.000 |
79.10 |
|
1.618 |
78.14 |
|
2.618 |
76.59 |
|
4.250 |
74.06 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.43 |
80.71 |
| PP |
81.29 |
80.39 |
| S1 |
81.16 |
80.08 |
|