NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.54 |
79.40 |
-2.14 |
-2.6% |
76.62 |
| High |
81.95 |
81.40 |
-0.55 |
-0.7% |
80.29 |
| Low |
78.68 |
78.33 |
-0.35 |
-0.4% |
76.16 |
| Close |
79.13 |
81.08 |
1.95 |
2.5% |
80.18 |
| Range |
3.27 |
3.07 |
-0.20 |
-6.1% |
4.13 |
| ATR |
1.97 |
2.05 |
0.08 |
4.0% |
0.00 |
| Volume |
135,795 |
150,285 |
14,490 |
10.7% |
585,440 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.48 |
88.35 |
82.77 |
|
| R3 |
86.41 |
85.28 |
81.92 |
|
| R2 |
83.34 |
83.34 |
81.64 |
|
| R1 |
82.21 |
82.21 |
81.36 |
82.78 |
| PP |
80.27 |
80.27 |
80.27 |
80.55 |
| S1 |
79.14 |
79.14 |
80.80 |
79.71 |
| S2 |
77.20 |
77.20 |
80.52 |
|
| S3 |
74.13 |
76.07 |
80.24 |
|
| S4 |
71.06 |
73.00 |
79.39 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.27 |
89.85 |
82.45 |
|
| R3 |
87.14 |
85.72 |
81.32 |
|
| R2 |
83.01 |
83.01 |
80.94 |
|
| R1 |
81.59 |
81.59 |
80.56 |
82.30 |
| PP |
78.88 |
78.88 |
78.88 |
79.23 |
| S1 |
77.46 |
77.46 |
79.80 |
78.17 |
| S2 |
74.75 |
74.75 |
79.42 |
|
| S3 |
70.62 |
73.33 |
79.04 |
|
| S4 |
66.49 |
69.20 |
77.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.95 |
78.33 |
3.62 |
4.5% |
2.26 |
2.8% |
76% |
False |
True |
117,057 |
| 10 |
81.95 |
75.45 |
6.50 |
8.0% |
1.99 |
2.4% |
87% |
False |
False |
117,612 |
| 20 |
81.95 |
71.01 |
10.94 |
13.5% |
1.91 |
2.4% |
92% |
False |
False |
106,054 |
| 40 |
81.95 |
66.83 |
15.12 |
18.6% |
2.09 |
2.6% |
94% |
False |
False |
87,102 |
| 60 |
81.95 |
66.83 |
15.12 |
18.6% |
2.16 |
2.7% |
94% |
False |
False |
68,592 |
| 80 |
81.95 |
64.58 |
17.37 |
21.4% |
2.18 |
2.7% |
95% |
False |
False |
57,683 |
| 100 |
81.95 |
64.42 |
17.53 |
21.6% |
2.27 |
2.8% |
95% |
False |
False |
49,118 |
| 120 |
81.95 |
64.42 |
17.53 |
21.6% |
2.21 |
2.7% |
95% |
False |
False |
42,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.45 |
|
2.618 |
89.44 |
|
1.618 |
86.37 |
|
1.000 |
84.47 |
|
0.618 |
83.30 |
|
HIGH |
81.40 |
|
0.618 |
80.23 |
|
0.500 |
79.87 |
|
0.382 |
79.50 |
|
LOW |
78.33 |
|
0.618 |
76.43 |
|
1.000 |
75.26 |
|
1.618 |
73.36 |
|
2.618 |
70.29 |
|
4.250 |
65.28 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.68 |
80.77 |
| PP |
80.27 |
80.45 |
| S1 |
79.87 |
80.14 |
|