NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
74.56 |
74.91 |
0.35 |
0.5% |
74.05 |
| High |
75.40 |
76.25 |
0.85 |
1.1% |
76.25 |
| Low |
73.92 |
74.87 |
0.95 |
1.3% |
73.12 |
| Close |
74.84 |
76.07 |
1.23 |
1.6% |
76.07 |
| Range |
1.48 |
1.38 |
-0.10 |
-6.8% |
3.13 |
| ATR |
1.90 |
1.86 |
-0.03 |
-1.8% |
0.00 |
| Volume |
95,286 |
100,706 |
5,420 |
5.7% |
485,184 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.87 |
79.35 |
76.83 |
|
| R3 |
78.49 |
77.97 |
76.45 |
|
| R2 |
77.11 |
77.11 |
76.32 |
|
| R1 |
76.59 |
76.59 |
76.20 |
76.85 |
| PP |
75.73 |
75.73 |
75.73 |
75.86 |
| S1 |
75.21 |
75.21 |
75.94 |
75.47 |
| S2 |
74.35 |
74.35 |
75.82 |
|
| S3 |
72.97 |
73.83 |
75.69 |
|
| S4 |
71.59 |
72.45 |
75.31 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.54 |
83.43 |
77.79 |
|
| R3 |
81.41 |
80.30 |
76.93 |
|
| R2 |
78.28 |
78.28 |
76.64 |
|
| R1 |
77.17 |
77.17 |
76.36 |
77.73 |
| PP |
75.15 |
75.15 |
75.15 |
75.42 |
| S1 |
74.04 |
74.04 |
75.78 |
74.60 |
| S2 |
72.02 |
72.02 |
75.50 |
|
| S3 |
68.89 |
70.91 |
75.21 |
|
| S4 |
65.76 |
67.78 |
74.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.25 |
73.12 |
3.13 |
4.1% |
1.65 |
2.2% |
94% |
True |
False |
97,036 |
| 10 |
76.25 |
71.74 |
4.51 |
5.9% |
1.60 |
2.1% |
96% |
True |
False |
92,072 |
| 20 |
76.25 |
67.40 |
8.85 |
11.6% |
1.75 |
2.3% |
98% |
True |
False |
90,367 |
| 40 |
76.25 |
66.36 |
9.89 |
13.0% |
2.09 |
2.7% |
98% |
True |
False |
85,094 |
| 60 |
76.25 |
63.00 |
13.25 |
17.4% |
2.19 |
2.9% |
99% |
True |
False |
77,938 |
| 80 |
79.22 |
63.00 |
16.22 |
21.3% |
2.06 |
2.7% |
81% |
False |
False |
73,727 |
| 100 |
79.22 |
63.00 |
16.22 |
21.3% |
2.21 |
2.9% |
81% |
False |
False |
71,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.12 |
|
2.618 |
79.86 |
|
1.618 |
78.48 |
|
1.000 |
77.63 |
|
0.618 |
77.10 |
|
HIGH |
76.25 |
|
0.618 |
75.72 |
|
0.500 |
75.56 |
|
0.382 |
75.40 |
|
LOW |
74.87 |
|
0.618 |
74.02 |
|
1.000 |
73.49 |
|
1.618 |
72.64 |
|
2.618 |
71.26 |
|
4.250 |
69.01 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.90 |
75.74 |
| PP |
75.73 |
75.41 |
| S1 |
75.56 |
75.09 |
|