NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
71.80 |
71.89 |
0.09 |
0.1% |
70.45 |
| High |
72.34 |
73.92 |
1.58 |
2.2% |
73.92 |
| Low |
70.22 |
71.19 |
0.97 |
1.4% |
69.69 |
| Close |
71.80 |
73.86 |
2.06 |
2.9% |
73.86 |
| Range |
2.12 |
2.73 |
0.61 |
28.8% |
4.23 |
| ATR |
2.38 |
2.40 |
0.03 |
1.1% |
0.00 |
| Volume |
395,381 |
362,632 |
-32,749 |
-8.3% |
1,518,301 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.18 |
80.25 |
75.36 |
|
| R3 |
78.45 |
77.52 |
74.61 |
|
| R2 |
75.72 |
75.72 |
74.36 |
|
| R1 |
74.79 |
74.79 |
74.11 |
75.26 |
| PP |
72.99 |
72.99 |
72.99 |
73.22 |
| S1 |
72.06 |
72.06 |
73.61 |
72.53 |
| S2 |
70.26 |
70.26 |
73.36 |
|
| S3 |
67.53 |
69.33 |
73.11 |
|
| S4 |
64.80 |
66.60 |
72.36 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.18 |
83.75 |
76.19 |
|
| R3 |
80.95 |
79.52 |
75.02 |
|
| R2 |
76.72 |
76.72 |
74.64 |
|
| R1 |
75.29 |
75.29 |
74.25 |
76.01 |
| PP |
72.49 |
72.49 |
72.49 |
72.85 |
| S1 |
71.06 |
71.06 |
73.47 |
71.78 |
| S2 |
68.26 |
68.26 |
73.08 |
|
| S3 |
64.03 |
66.83 |
72.70 |
|
| S4 |
59.80 |
62.60 |
71.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.92 |
69.53 |
4.39 |
5.9% |
2.14 |
2.9% |
99% |
True |
False |
363,634 |
| 10 |
73.92 |
67.05 |
6.87 |
9.3% |
2.14 |
2.9% |
99% |
True |
False |
346,667 |
| 20 |
73.92 |
66.96 |
6.96 |
9.4% |
2.45 |
3.3% |
99% |
True |
False |
311,467 |
| 40 |
75.70 |
66.96 |
8.74 |
11.8% |
2.43 |
3.3% |
79% |
False |
False |
206,293 |
| 60 |
82.24 |
63.71 |
18.53 |
25.1% |
2.46 |
3.3% |
55% |
False |
False |
159,127 |
| 80 |
82.24 |
63.71 |
18.53 |
25.1% |
2.52 |
3.4% |
55% |
False |
False |
128,441 |
| 100 |
82.24 |
63.71 |
18.53 |
25.1% |
2.46 |
3.3% |
55% |
False |
False |
105,945 |
| 120 |
82.28 |
63.71 |
18.57 |
25.1% |
2.43 |
3.3% |
55% |
False |
False |
91,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.52 |
|
2.618 |
81.07 |
|
1.618 |
78.34 |
|
1.000 |
76.65 |
|
0.618 |
75.61 |
|
HIGH |
73.92 |
|
0.618 |
72.88 |
|
0.500 |
72.56 |
|
0.382 |
72.23 |
|
LOW |
71.19 |
|
0.618 |
69.50 |
|
1.000 |
68.46 |
|
1.618 |
66.77 |
|
2.618 |
64.04 |
|
4.250 |
59.59 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.43 |
73.21 |
| PP |
72.99 |
72.56 |
| S1 |
72.56 |
71.91 |
|