NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.28 |
80.60 |
0.32 |
0.4% |
75.75 |
| High |
80.71 |
80.92 |
0.21 |
0.3% |
79.43 |
| Low |
79.31 |
77.85 |
-1.46 |
-1.8% |
75.47 |
| Close |
79.98 |
78.32 |
-1.66 |
-2.1% |
79.32 |
| Range |
1.40 |
3.07 |
1.67 |
119.3% |
3.96 |
| ATR |
1.74 |
1.83 |
0.10 |
5.5% |
0.00 |
| Volume |
98,015 |
115,278 |
17,263 |
17.6% |
500,973 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.24 |
86.35 |
80.01 |
|
| R3 |
85.17 |
83.28 |
79.16 |
|
| R2 |
82.10 |
82.10 |
78.88 |
|
| R1 |
80.21 |
80.21 |
78.60 |
79.62 |
| PP |
79.03 |
79.03 |
79.03 |
78.74 |
| S1 |
77.14 |
77.14 |
78.04 |
76.55 |
| S2 |
75.96 |
75.96 |
77.76 |
|
| S3 |
72.89 |
74.07 |
77.48 |
|
| S4 |
69.82 |
71.00 |
76.63 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.95 |
88.60 |
81.50 |
|
| R3 |
85.99 |
84.64 |
80.41 |
|
| R2 |
82.03 |
82.03 |
80.05 |
|
| R1 |
80.68 |
80.68 |
79.68 |
81.36 |
| PP |
78.07 |
78.07 |
78.07 |
78.41 |
| S1 |
76.72 |
76.72 |
78.96 |
77.40 |
| S2 |
74.11 |
74.11 |
78.59 |
|
| S3 |
70.15 |
72.76 |
78.23 |
|
| S4 |
66.19 |
68.80 |
77.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.92 |
77.63 |
3.29 |
4.2% |
1.82 |
2.3% |
21% |
True |
False |
97,229 |
| 10 |
80.92 |
73.92 |
7.00 |
8.9% |
1.69 |
2.2% |
63% |
True |
False |
98,663 |
| 20 |
80.92 |
69.64 |
11.28 |
14.4% |
1.71 |
2.2% |
77% |
True |
False |
95,603 |
| 40 |
80.92 |
66.36 |
14.56 |
18.6% |
1.94 |
2.5% |
82% |
True |
False |
90,056 |
| 60 |
80.92 |
66.36 |
14.56 |
18.6% |
2.03 |
2.6% |
82% |
True |
False |
80,750 |
| 80 |
80.92 |
63.00 |
17.92 |
22.9% |
2.07 |
2.6% |
85% |
True |
False |
76,082 |
| 100 |
80.92 |
63.00 |
17.92 |
22.9% |
2.18 |
2.8% |
85% |
True |
False |
76,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.97 |
|
2.618 |
88.96 |
|
1.618 |
85.89 |
|
1.000 |
83.99 |
|
0.618 |
82.82 |
|
HIGH |
80.92 |
|
0.618 |
79.75 |
|
0.500 |
79.39 |
|
0.382 |
79.02 |
|
LOW |
77.85 |
|
0.618 |
75.95 |
|
1.000 |
74.78 |
|
1.618 |
72.88 |
|
2.618 |
69.81 |
|
4.250 |
64.80 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.39 |
79.39 |
| PP |
79.03 |
79.03 |
| S1 |
78.68 |
78.68 |
|