NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
73.86 |
73.19 |
-0.67 |
-0.9% |
70.45 |
| High |
74.15 |
74.96 |
0.81 |
1.1% |
73.92 |
| Low |
72.67 |
72.98 |
0.31 |
0.4% |
69.69 |
| Close |
72.99 |
74.83 |
1.84 |
2.5% |
73.86 |
| Range |
1.48 |
1.98 |
0.50 |
33.8% |
4.23 |
| ATR |
2.34 |
2.31 |
-0.03 |
-1.1% |
0.00 |
| Volume |
301,014 |
326,883 |
25,869 |
8.6% |
1,518,301 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.20 |
79.49 |
75.92 |
|
| R3 |
78.22 |
77.51 |
75.37 |
|
| R2 |
76.24 |
76.24 |
75.19 |
|
| R1 |
75.53 |
75.53 |
75.01 |
75.89 |
| PP |
74.26 |
74.26 |
74.26 |
74.43 |
| S1 |
73.55 |
73.55 |
74.65 |
73.91 |
| S2 |
72.28 |
72.28 |
74.47 |
|
| S3 |
70.30 |
71.57 |
74.29 |
|
| S4 |
68.32 |
69.59 |
73.74 |
|
|
| 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 |
74.96 |
69.90 |
5.06 |
6.8% |
2.12 |
2.8% |
97% |
True |
False |
368,543 |
| 10 |
74.96 |
67.05 |
7.91 |
10.6% |
2.12 |
2.8% |
98% |
True |
False |
349,198 |
| 20 |
74.96 |
66.96 |
8.00 |
10.7% |
2.33 |
3.1% |
98% |
True |
False |
323,037 |
| 40 |
75.70 |
66.96 |
8.74 |
11.7% |
2.40 |
3.2% |
90% |
False |
False |
217,011 |
| 60 |
81.98 |
63.71 |
18.27 |
24.4% |
2.47 |
3.3% |
61% |
False |
False |
168,359 |
| 80 |
82.24 |
63.71 |
18.53 |
24.8% |
2.43 |
3.2% |
60% |
False |
False |
135,480 |
| 100 |
82.24 |
63.71 |
18.53 |
24.8% |
2.46 |
3.3% |
60% |
False |
False |
111,860 |
| 120 |
82.28 |
63.71 |
18.57 |
24.8% |
2.43 |
3.2% |
60% |
False |
False |
96,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.38 |
|
2.618 |
80.14 |
|
1.618 |
78.16 |
|
1.000 |
76.94 |
|
0.618 |
76.18 |
|
HIGH |
74.96 |
|
0.618 |
74.20 |
|
0.500 |
73.97 |
|
0.382 |
73.74 |
|
LOW |
72.98 |
|
0.618 |
71.76 |
|
1.000 |
71.00 |
|
1.618 |
69.78 |
|
2.618 |
67.80 |
|
4.250 |
64.57 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.54 |
74.25 |
| PP |
74.26 |
73.66 |
| S1 |
73.97 |
73.08 |
|