NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
73.69 |
74.59 |
0.90 |
1.2% |
70.23 |
| High |
74.83 |
76.06 |
1.23 |
1.6% |
72.70 |
| Low |
73.58 |
74.38 |
0.80 |
1.1% |
69.32 |
| Close |
74.54 |
75.74 |
1.20 |
1.6% |
72.66 |
| Range |
1.25 |
1.68 |
0.43 |
34.4% |
3.38 |
| ATR |
1.99 |
1.97 |
-0.02 |
-1.1% |
0.00 |
| Volume |
90,919 |
116,355 |
25,436 |
28.0% |
363,661 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.43 |
79.77 |
76.66 |
|
| R3 |
78.75 |
78.09 |
76.20 |
|
| R2 |
77.07 |
77.07 |
76.05 |
|
| R1 |
76.41 |
76.41 |
75.89 |
76.74 |
| PP |
75.39 |
75.39 |
75.39 |
75.56 |
| S1 |
74.73 |
74.73 |
75.59 |
75.06 |
| S2 |
73.71 |
73.71 |
75.43 |
|
| S3 |
72.03 |
73.05 |
75.28 |
|
| S4 |
70.35 |
71.37 |
74.82 |
|
|
| 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 |
76.06 |
70.50 |
5.56 |
7.3% |
1.62 |
2.1% |
94% |
True |
False |
95,065 |
| 10 |
76.06 |
68.99 |
7.07 |
9.3% |
1.70 |
2.2% |
95% |
True |
False |
88,994 |
| 20 |
76.06 |
67.40 |
8.66 |
11.4% |
1.93 |
2.5% |
96% |
True |
False |
86,613 |
| 40 |
76.06 |
66.36 |
9.70 |
12.8% |
2.12 |
2.8% |
97% |
True |
False |
78,673 |
| 60 |
78.15 |
63.00 |
15.15 |
20.0% |
2.22 |
2.9% |
84% |
False |
False |
73,752 |
| 80 |
79.22 |
63.00 |
16.22 |
21.4% |
2.14 |
2.8% |
79% |
False |
False |
71,618 |
| 100 |
79.22 |
63.00 |
16.22 |
21.4% |
2.22 |
2.9% |
79% |
False |
False |
68,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.20 |
|
2.618 |
80.46 |
|
1.618 |
78.78 |
|
1.000 |
77.74 |
|
0.618 |
77.10 |
|
HIGH |
76.06 |
|
0.618 |
75.42 |
|
0.500 |
75.22 |
|
0.382 |
75.02 |
|
LOW |
74.38 |
|
0.618 |
73.34 |
|
1.000 |
72.70 |
|
1.618 |
71.66 |
|
2.618 |
69.98 |
|
4.250 |
67.24 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.57 |
75.19 |
| PP |
75.39 |
74.63 |
| S1 |
75.22 |
74.08 |
|