NYMEX Light Sweet Crude Oil Future August 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
74.18 |
75.84 |
1.66 |
2.2% |
73.86 |
| High |
75.96 |
76.97 |
1.01 |
1.3% |
77.33 |
| Low |
73.88 |
75.07 |
1.19 |
1.6% |
72.67 |
| Close |
75.75 |
75.35 |
-0.40 |
-0.5% |
75.42 |
| Range |
2.08 |
1.90 |
-0.18 |
-8.7% |
4.66 |
| ATR |
2.22 |
2.20 |
-0.02 |
-1.0% |
0.00 |
| Volume |
125,092 |
92,920 |
-32,172 |
-25.7% |
1,660,088 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.50 |
80.32 |
76.40 |
|
| R3 |
79.60 |
78.42 |
75.87 |
|
| R2 |
77.70 |
77.70 |
75.70 |
|
| R1 |
76.52 |
76.52 |
75.52 |
76.16 |
| PP |
75.80 |
75.80 |
75.80 |
75.62 |
| S1 |
74.62 |
74.62 |
75.18 |
74.26 |
| S2 |
73.90 |
73.90 |
75.00 |
|
| S3 |
72.00 |
72.72 |
74.83 |
|
| S4 |
70.10 |
70.82 |
74.31 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.12 |
86.93 |
77.98 |
|
| R3 |
84.46 |
82.27 |
76.70 |
|
| R2 |
79.80 |
79.80 |
76.27 |
|
| R1 |
77.61 |
77.61 |
75.85 |
78.71 |
| PP |
75.14 |
75.14 |
75.14 |
75.69 |
| S1 |
72.95 |
72.95 |
74.99 |
74.05 |
| S2 |
70.48 |
70.48 |
74.57 |
|
| S3 |
65.82 |
68.29 |
74.14 |
|
| S4 |
61.16 |
63.63 |
72.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.33 |
73.84 |
3.49 |
4.6% |
2.09 |
2.8% |
43% |
False |
False |
228,420 |
| 10 |
77.33 |
70.22 |
7.11 |
9.4% |
2.02 |
2.7% |
72% |
False |
False |
288,089 |
| 20 |
77.33 |
67.05 |
10.28 |
13.6% |
2.12 |
2.8% |
81% |
False |
False |
313,778 |
| 40 |
77.33 |
66.96 |
10.37 |
13.8% |
2.39 |
3.2% |
81% |
False |
False |
243,929 |
| 60 |
78.62 |
63.71 |
14.91 |
19.8% |
2.49 |
3.3% |
78% |
False |
False |
188,865 |
| 80 |
82.24 |
63.71 |
18.53 |
24.6% |
2.35 |
3.1% |
63% |
False |
False |
151,373 |
| 100 |
82.24 |
63.71 |
18.53 |
24.6% |
2.46 |
3.3% |
63% |
False |
False |
125,893 |
| 120 |
82.24 |
63.71 |
18.53 |
24.6% |
2.43 |
3.2% |
63% |
False |
False |
107,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.05 |
|
2.618 |
81.94 |
|
1.618 |
80.04 |
|
1.000 |
78.87 |
|
0.618 |
78.14 |
|
HIGH |
76.97 |
|
0.618 |
76.24 |
|
0.500 |
76.02 |
|
0.382 |
75.80 |
|
LOW |
75.07 |
|
0.618 |
73.90 |
|
1.000 |
73.17 |
|
1.618 |
72.00 |
|
2.618 |
70.10 |
|
4.250 |
67.00 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.02 |
75.41 |
| PP |
75.80 |
75.39 |
| S1 |
75.57 |
75.37 |
|