NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.60 |
78.49 |
-2.11 |
-2.6% |
75.75 |
| High |
80.92 |
80.45 |
-0.47 |
-0.6% |
79.43 |
| Low |
77.85 |
77.56 |
-0.29 |
-0.4% |
75.47 |
| Close |
78.32 |
80.12 |
1.80 |
2.3% |
79.32 |
| Range |
3.07 |
2.89 |
-0.18 |
-5.9% |
3.96 |
| ATR |
1.83 |
1.91 |
0.08 |
4.1% |
0.00 |
| Volume |
115,278 |
112,543 |
-2,735 |
-2.4% |
500,973 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.05 |
86.97 |
81.71 |
|
| R3 |
85.16 |
84.08 |
80.91 |
|
| R2 |
82.27 |
82.27 |
80.65 |
|
| R1 |
81.19 |
81.19 |
80.38 |
81.73 |
| PP |
79.38 |
79.38 |
79.38 |
79.65 |
| S1 |
78.30 |
78.30 |
79.86 |
78.84 |
| S2 |
76.49 |
76.49 |
79.59 |
|
| S3 |
73.60 |
75.41 |
79.33 |
|
| S4 |
70.71 |
72.52 |
78.53 |
|
|
| 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 |
77.56 |
3.36 |
4.2% |
2.11 |
2.6% |
76% |
False |
True |
97,341 |
| 10 |
80.92 |
74.87 |
6.05 |
7.6% |
1.83 |
2.3% |
87% |
False |
False |
100,389 |
| 20 |
80.92 |
70.50 |
10.42 |
13.0% |
1.76 |
2.2% |
92% |
False |
False |
96,504 |
| 40 |
80.92 |
66.36 |
14.56 |
18.2% |
1.96 |
2.4% |
95% |
False |
False |
90,922 |
| 60 |
80.92 |
66.36 |
14.56 |
18.2% |
2.04 |
2.5% |
95% |
False |
False |
81,706 |
| 80 |
80.92 |
63.00 |
17.92 |
22.4% |
2.09 |
2.6% |
96% |
False |
False |
77,104 |
| 100 |
80.92 |
63.00 |
17.92 |
22.4% |
2.19 |
2.7% |
96% |
False |
False |
76,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.73 |
|
2.618 |
88.02 |
|
1.618 |
85.13 |
|
1.000 |
83.34 |
|
0.618 |
82.24 |
|
HIGH |
80.45 |
|
0.618 |
79.35 |
|
0.500 |
79.01 |
|
0.382 |
78.66 |
|
LOW |
77.56 |
|
0.618 |
75.77 |
|
1.000 |
74.67 |
|
1.618 |
72.88 |
|
2.618 |
69.99 |
|
4.250 |
65.28 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.75 |
79.83 |
| PP |
79.38 |
79.53 |
| S1 |
79.01 |
79.24 |
|