NYMEX Light Sweet Crude Oil Future December 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 |
74.87 |
74.56 |
-0.31 |
-0.4% |
72.66 |
| High |
75.87 |
75.40 |
-0.47 |
-0.6% |
76.06 |
| Low |
74.31 |
73.92 |
-0.39 |
-0.5% |
71.74 |
| Close |
74.57 |
74.84 |
0.27 |
0.4% |
74.42 |
| Range |
1.56 |
1.48 |
-0.08 |
-5.1% |
4.32 |
| ATR |
1.93 |
1.90 |
-0.03 |
-1.7% |
0.00 |
| Volume |
93,440 |
95,286 |
1,846 |
2.0% |
435,537 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.16 |
78.48 |
75.65 |
|
| R3 |
77.68 |
77.00 |
75.25 |
|
| R2 |
76.20 |
76.20 |
75.11 |
|
| R1 |
75.52 |
75.52 |
74.98 |
75.86 |
| PP |
74.72 |
74.72 |
74.72 |
74.89 |
| S1 |
74.04 |
74.04 |
74.70 |
74.38 |
| S2 |
73.24 |
73.24 |
74.57 |
|
| S3 |
71.76 |
72.56 |
74.43 |
|
| S4 |
70.28 |
71.08 |
74.03 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.03 |
85.05 |
76.80 |
|
| R3 |
82.71 |
80.73 |
75.61 |
|
| R2 |
78.39 |
78.39 |
75.21 |
|
| R1 |
76.41 |
76.41 |
74.82 |
77.40 |
| PP |
74.07 |
74.07 |
74.07 |
74.57 |
| S1 |
72.09 |
72.09 |
74.02 |
73.08 |
| S2 |
69.75 |
69.75 |
73.63 |
|
| S3 |
65.43 |
67.77 |
73.23 |
|
| S4 |
61.11 |
63.45 |
72.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.00 |
73.12 |
2.88 |
3.8% |
1.75 |
2.3% |
60% |
False |
False |
90,176 |
| 10 |
76.06 |
70.50 |
5.56 |
7.4% |
1.68 |
2.2% |
78% |
False |
False |
92,620 |
| 20 |
76.06 |
67.40 |
8.66 |
11.6% |
1.83 |
2.4% |
86% |
False |
False |
92,082 |
| 40 |
76.06 |
66.36 |
9.70 |
13.0% |
2.10 |
2.8% |
87% |
False |
False |
84,268 |
| 60 |
76.43 |
63.00 |
13.43 |
17.9% |
2.21 |
3.0% |
88% |
False |
False |
77,207 |
| 80 |
79.22 |
63.00 |
16.22 |
21.7% |
2.09 |
2.8% |
73% |
False |
False |
73,339 |
| 100 |
79.22 |
63.00 |
16.22 |
21.7% |
2.21 |
3.0% |
73% |
False |
False |
70,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.69 |
|
2.618 |
79.27 |
|
1.618 |
77.79 |
|
1.000 |
76.88 |
|
0.618 |
76.31 |
|
HIGH |
75.40 |
|
0.618 |
74.83 |
|
0.500 |
74.66 |
|
0.382 |
74.49 |
|
LOW |
73.92 |
|
0.618 |
73.01 |
|
1.000 |
72.44 |
|
1.618 |
71.53 |
|
2.618 |
70.05 |
|
4.250 |
67.63 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.78 |
74.73 |
| PP |
74.72 |
74.63 |
| S1 |
74.66 |
74.52 |
|