NYMEX Light Sweet Crude Oil Future November 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 |
73.01 |
72.53 |
-0.48 |
-0.7% |
70.58 |
| High |
73.35 |
74.20 |
0.85 |
1.2% |
73.11 |
| Low |
72.09 |
72.42 |
0.33 |
0.5% |
69.53 |
| Close |
72.39 |
74.11 |
1.72 |
2.4% |
73.05 |
| Range |
1.26 |
1.78 |
0.52 |
41.3% |
3.58 |
| ATR |
2.09 |
2.07 |
-0.02 |
-1.0% |
0.00 |
| Volume |
40,389 |
36,010 |
-4,379 |
-10.8% |
170,234 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.92 |
78.29 |
75.09 |
|
| R3 |
77.14 |
76.51 |
74.60 |
|
| R2 |
75.36 |
75.36 |
74.44 |
|
| R1 |
74.73 |
74.73 |
74.27 |
75.05 |
| PP |
73.58 |
73.58 |
73.58 |
73.73 |
| S1 |
72.95 |
72.95 |
73.95 |
73.27 |
| S2 |
71.80 |
71.80 |
73.78 |
|
| S3 |
70.02 |
71.17 |
73.62 |
|
| S4 |
68.24 |
69.39 |
73.13 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.64 |
81.42 |
75.02 |
|
| R3 |
79.06 |
77.84 |
74.03 |
|
| R2 |
75.48 |
75.48 |
73.71 |
|
| R1 |
74.26 |
74.26 |
73.38 |
74.87 |
| PP |
71.90 |
71.90 |
71.90 |
72.20 |
| S1 |
70.68 |
70.68 |
72.72 |
71.29 |
| S2 |
68.32 |
68.32 |
72.39 |
|
| S3 |
64.74 |
67.10 |
72.07 |
|
| S4 |
61.16 |
63.52 |
71.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.20 |
69.74 |
4.46 |
6.0% |
1.88 |
2.5% |
98% |
True |
False |
44,728 |
| 10 |
74.20 |
67.49 |
6.71 |
9.1% |
1.90 |
2.6% |
99% |
True |
False |
45,657 |
| 20 |
74.20 |
66.67 |
7.53 |
10.2% |
2.09 |
2.8% |
99% |
True |
False |
38,580 |
| 40 |
74.20 |
66.67 |
7.53 |
10.2% |
2.14 |
2.9% |
99% |
True |
False |
29,675 |
| 60 |
79.72 |
63.50 |
16.22 |
21.9% |
2.18 |
2.9% |
65% |
False |
False |
24,627 |
| 80 |
79.85 |
63.50 |
16.35 |
22.1% |
2.16 |
2.9% |
65% |
False |
False |
20,753 |
| 100 |
79.85 |
63.50 |
16.35 |
22.1% |
2.15 |
2.9% |
65% |
False |
False |
17,591 |
| 120 |
80.50 |
63.50 |
17.00 |
22.9% |
2.11 |
2.8% |
62% |
False |
False |
15,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.77 |
|
2.618 |
78.86 |
|
1.618 |
77.08 |
|
1.000 |
75.98 |
|
0.618 |
75.30 |
|
HIGH |
74.20 |
|
0.618 |
73.52 |
|
0.500 |
73.31 |
|
0.382 |
73.10 |
|
LOW |
72.42 |
|
0.618 |
71.32 |
|
1.000 |
70.64 |
|
1.618 |
69.54 |
|
2.618 |
67.76 |
|
4.250 |
64.86 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.84 |
73.57 |
| PP |
73.58 |
73.03 |
| S1 |
73.31 |
72.49 |
|