NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
72.66 |
72.21 |
-0.45 |
-0.6% |
70.23 |
| High |
72.97 |
73.84 |
0.87 |
1.2% |
72.70 |
| Low |
71.74 |
72.10 |
0.36 |
0.5% |
69.32 |
| Close |
72.07 |
73.76 |
1.69 |
2.3% |
72.66 |
| Range |
1.23 |
1.74 |
0.51 |
41.5% |
3.38 |
| ATR |
2.07 |
2.05 |
-0.02 |
-1.0% |
0.00 |
| Volume |
87,149 |
74,711 |
-12,438 |
-14.3% |
363,661 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.45 |
77.85 |
74.72 |
|
| R3 |
76.71 |
76.11 |
74.24 |
|
| R2 |
74.97 |
74.97 |
74.08 |
|
| R1 |
74.37 |
74.37 |
73.92 |
74.67 |
| PP |
73.23 |
73.23 |
73.23 |
73.39 |
| S1 |
72.63 |
72.63 |
73.60 |
72.93 |
| S2 |
71.49 |
71.49 |
73.44 |
|
| S3 |
69.75 |
70.89 |
73.28 |
|
| S4 |
68.01 |
69.15 |
72.80 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.70 |
80.56 |
74.52 |
|
| R3 |
78.32 |
77.18 |
73.59 |
|
| R2 |
74.94 |
74.94 |
73.28 |
|
| R1 |
73.80 |
73.80 |
72.97 |
74.37 |
| PP |
71.56 |
71.56 |
71.56 |
71.85 |
| S1 |
70.42 |
70.42 |
72.35 |
70.99 |
| S2 |
68.18 |
68.18 |
72.04 |
|
| S3 |
64.80 |
67.04 |
71.73 |
|
| S4 |
61.42 |
63.66 |
70.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.84 |
69.50 |
4.34 |
5.9% |
1.84 |
2.5% |
98% |
True |
False |
90,972 |
| 10 |
73.84 |
67.48 |
6.36 |
8.6% |
1.86 |
2.5% |
99% |
True |
False |
90,786 |
| 20 |
73.84 |
66.36 |
7.48 |
10.1% |
2.06 |
2.8% |
99% |
True |
False |
85,757 |
| 40 |
73.84 |
66.36 |
7.48 |
10.1% |
2.15 |
2.9% |
99% |
True |
False |
75,895 |
| 60 |
79.05 |
63.00 |
16.05 |
21.8% |
2.21 |
3.0% |
67% |
False |
False |
72,049 |
| 80 |
79.22 |
63.00 |
16.22 |
22.0% |
2.19 |
3.0% |
66% |
False |
False |
71,252 |
| 100 |
79.22 |
63.00 |
16.22 |
22.0% |
2.23 |
3.0% |
66% |
False |
False |
67,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.24 |
|
2.618 |
78.40 |
|
1.618 |
76.66 |
|
1.000 |
75.58 |
|
0.618 |
74.92 |
|
HIGH |
73.84 |
|
0.618 |
73.18 |
|
0.500 |
72.97 |
|
0.382 |
72.76 |
|
LOW |
72.10 |
|
0.618 |
71.02 |
|
1.000 |
70.36 |
|
1.618 |
69.28 |
|
2.618 |
67.54 |
|
4.250 |
64.71 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.50 |
73.23 |
| PP |
73.23 |
72.70 |
| S1 |
72.97 |
72.17 |
|