NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
73.19 |
74.83 |
1.64 |
2.2% |
70.45 |
| High |
74.96 |
76.15 |
1.19 |
1.6% |
73.92 |
| Low |
72.98 |
74.67 |
1.69 |
2.3% |
69.69 |
| Close |
74.83 |
75.75 |
0.92 |
1.2% |
73.86 |
| Range |
1.98 |
1.48 |
-0.50 |
-25.3% |
4.23 |
| ATR |
2.31 |
2.25 |
-0.06 |
-2.6% |
0.00 |
| Volume |
326,883 |
352,887 |
26,004 |
8.0% |
1,518,301 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.96 |
79.34 |
76.56 |
|
| R3 |
78.48 |
77.86 |
76.16 |
|
| R2 |
77.00 |
77.00 |
76.02 |
|
| R1 |
76.38 |
76.38 |
75.89 |
76.69 |
| PP |
75.52 |
75.52 |
75.52 |
75.68 |
| S1 |
74.90 |
74.90 |
75.61 |
75.21 |
| S2 |
74.04 |
74.04 |
75.48 |
|
| S3 |
72.56 |
73.42 |
75.34 |
|
| S4 |
71.08 |
71.94 |
74.94 |
|
|
| 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 |
76.15 |
70.22 |
5.93 |
7.8% |
1.96 |
2.6% |
93% |
True |
False |
347,759 |
| 10 |
76.15 |
67.05 |
9.10 |
12.0% |
2.00 |
2.6% |
96% |
True |
False |
346,011 |
| 20 |
76.15 |
67.05 |
9.10 |
12.0% |
2.23 |
2.9% |
96% |
True |
False |
329,500 |
| 40 |
76.15 |
66.96 |
9.19 |
12.1% |
2.39 |
3.2% |
96% |
True |
False |
224,193 |
| 60 |
81.64 |
63.71 |
17.93 |
23.7% |
2.47 |
3.3% |
67% |
False |
False |
173,438 |
| 80 |
82.24 |
63.71 |
18.53 |
24.5% |
2.40 |
3.2% |
65% |
False |
False |
139,528 |
| 100 |
82.24 |
63.71 |
18.53 |
24.5% |
2.45 |
3.2% |
65% |
False |
False |
115,280 |
| 120 |
82.28 |
63.71 |
18.57 |
24.5% |
2.42 |
3.2% |
65% |
False |
False |
98,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.44 |
|
2.618 |
80.02 |
|
1.618 |
78.54 |
|
1.000 |
77.63 |
|
0.618 |
77.06 |
|
HIGH |
76.15 |
|
0.618 |
75.58 |
|
0.500 |
75.41 |
|
0.382 |
75.24 |
|
LOW |
74.67 |
|
0.618 |
73.76 |
|
1.000 |
73.19 |
|
1.618 |
72.28 |
|
2.618 |
70.80 |
|
4.250 |
68.38 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.64 |
75.30 |
| PP |
75.52 |
74.86 |
| S1 |
75.41 |
74.41 |
|