NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
74.91 |
75.75 |
0.84 |
1.1% |
74.05 |
| High |
76.25 |
77.97 |
1.72 |
2.3% |
76.25 |
| Low |
74.87 |
75.47 |
0.60 |
0.8% |
73.12 |
| Close |
76.07 |
77.58 |
1.51 |
2.0% |
76.07 |
| Range |
1.38 |
2.50 |
1.12 |
81.2% |
3.13 |
| ATR |
1.86 |
1.91 |
0.05 |
2.4% |
0.00 |
| Volume |
100,706 |
103,927 |
3,221 |
3.2% |
485,184 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.51 |
83.54 |
78.96 |
|
| R3 |
82.01 |
81.04 |
78.27 |
|
| R2 |
79.51 |
79.51 |
78.04 |
|
| R1 |
78.54 |
78.54 |
77.81 |
79.03 |
| PP |
77.01 |
77.01 |
77.01 |
77.25 |
| S1 |
76.04 |
76.04 |
77.35 |
76.53 |
| S2 |
74.51 |
74.51 |
77.12 |
|
| S3 |
72.01 |
73.54 |
76.89 |
|
| S4 |
69.51 |
71.04 |
76.21 |
|
|
| 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 |
77.97 |
73.17 |
4.80 |
6.2% |
1.75 |
2.3% |
92% |
True |
False |
101,926 |
| 10 |
77.97 |
72.10 |
5.87 |
7.6% |
1.73 |
2.2% |
93% |
True |
False |
93,749 |
| 20 |
77.97 |
67.48 |
10.49 |
13.5% |
1.77 |
2.3% |
96% |
True |
False |
91,256 |
| 40 |
77.97 |
66.36 |
11.61 |
15.0% |
2.12 |
2.7% |
97% |
True |
False |
85,543 |
| 60 |
77.97 |
63.00 |
14.97 |
19.3% |
2.18 |
2.8% |
97% |
True |
False |
78,147 |
| 80 |
79.22 |
63.00 |
16.22 |
20.9% |
2.07 |
2.7% |
90% |
False |
False |
74,323 |
| 100 |
79.22 |
63.00 |
16.22 |
20.9% |
2.22 |
2.9% |
90% |
False |
False |
72,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.60 |
|
2.618 |
84.52 |
|
1.618 |
82.02 |
|
1.000 |
80.47 |
|
0.618 |
79.52 |
|
HIGH |
77.97 |
|
0.618 |
77.02 |
|
0.500 |
76.72 |
|
0.382 |
76.43 |
|
LOW |
75.47 |
|
0.618 |
73.93 |
|
1.000 |
72.97 |
|
1.618 |
71.43 |
|
2.618 |
68.93 |
|
4.250 |
64.85 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.29 |
77.04 |
| PP |
77.01 |
76.49 |
| S1 |
76.72 |
75.95 |
|