NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
71.89 |
73.86 |
1.97 |
2.7% |
70.45 |
| High |
73.92 |
74.15 |
0.23 |
0.3% |
73.92 |
| Low |
71.19 |
72.67 |
1.48 |
2.1% |
69.69 |
| Close |
73.86 |
72.99 |
-0.87 |
-1.2% |
73.86 |
| Range |
2.73 |
1.48 |
-1.25 |
-45.8% |
4.23 |
| ATR |
2.40 |
2.34 |
-0.07 |
-2.7% |
0.00 |
| Volume |
362,632 |
301,014 |
-61,618 |
-17.0% |
1,518,301 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.71 |
76.83 |
73.80 |
|
| R3 |
76.23 |
75.35 |
73.40 |
|
| R2 |
74.75 |
74.75 |
73.26 |
|
| R1 |
73.87 |
73.87 |
73.13 |
73.57 |
| PP |
73.27 |
73.27 |
73.27 |
73.12 |
| S1 |
72.39 |
72.39 |
72.85 |
72.09 |
| S2 |
71.79 |
71.79 |
72.72 |
|
| S3 |
70.31 |
70.91 |
72.58 |
|
| S4 |
68.83 |
69.43 |
72.18 |
|
|
| 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 |
74.15 |
69.69 |
4.46 |
6.1% |
2.14 |
2.9% |
74% |
True |
False |
363,863 |
| 10 |
74.15 |
67.05 |
7.10 |
9.7% |
2.06 |
2.8% |
84% |
True |
False |
344,521 |
| 20 |
74.15 |
66.96 |
7.19 |
9.9% |
2.31 |
3.2% |
84% |
True |
False |
314,708 |
| 40 |
75.70 |
66.96 |
8.74 |
12.0% |
2.42 |
3.3% |
69% |
False |
False |
211,252 |
| 60 |
82.18 |
63.71 |
18.47 |
25.3% |
2.46 |
3.4% |
50% |
False |
False |
163,409 |
| 80 |
82.24 |
63.71 |
18.53 |
25.4% |
2.49 |
3.4% |
50% |
False |
False |
131,945 |
| 100 |
82.24 |
63.71 |
18.53 |
25.4% |
2.45 |
3.4% |
50% |
False |
False |
108,748 |
| 120 |
82.28 |
63.71 |
18.57 |
25.4% |
2.43 |
3.3% |
50% |
False |
False |
93,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.44 |
|
2.618 |
78.02 |
|
1.618 |
76.54 |
|
1.000 |
75.63 |
|
0.618 |
75.06 |
|
HIGH |
74.15 |
|
0.618 |
73.58 |
|
0.500 |
73.41 |
|
0.382 |
73.24 |
|
LOW |
72.67 |
|
0.618 |
71.76 |
|
1.000 |
71.19 |
|
1.618 |
70.28 |
|
2.618 |
68.80 |
|
4.250 |
66.38 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.41 |
72.72 |
| PP |
73.27 |
72.45 |
| S1 |
73.13 |
72.19 |
|