NYMEX Light Sweet Crude Oil Future November 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 |
72.53 |
74.06 |
1.53 |
2.1% |
70.58 |
| High |
74.20 |
75.23 |
1.03 |
1.4% |
73.11 |
| Low |
72.42 |
73.95 |
1.53 |
2.1% |
69.53 |
| Close |
74.11 |
74.91 |
0.80 |
1.1% |
73.05 |
| Range |
1.78 |
1.28 |
-0.50 |
-28.1% |
3.58 |
| ATR |
2.07 |
2.02 |
-0.06 |
-2.7% |
0.00 |
| Volume |
36,010 |
44,837 |
8,827 |
24.5% |
170,234 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.54 |
78.00 |
75.61 |
|
| R3 |
77.26 |
76.72 |
75.26 |
|
| R2 |
75.98 |
75.98 |
75.14 |
|
| R1 |
75.44 |
75.44 |
75.03 |
75.71 |
| PP |
74.70 |
74.70 |
74.70 |
74.83 |
| S1 |
74.16 |
74.16 |
74.79 |
74.43 |
| S2 |
73.42 |
73.42 |
74.68 |
|
| S3 |
72.14 |
72.88 |
74.56 |
|
| S4 |
70.86 |
71.60 |
74.21 |
|
|
| 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 |
75.23 |
69.89 |
5.34 |
7.1% |
1.72 |
2.3% |
94% |
True |
False |
44,378 |
| 10 |
75.23 |
67.49 |
7.74 |
10.3% |
1.80 |
2.4% |
96% |
True |
False |
43,663 |
| 20 |
75.23 |
67.20 |
8.03 |
10.7% |
2.00 |
2.7% |
96% |
True |
False |
38,946 |
| 40 |
75.23 |
66.67 |
8.56 |
11.4% |
2.13 |
2.8% |
96% |
True |
False |
30,491 |
| 60 |
79.38 |
63.50 |
15.88 |
21.2% |
2.18 |
2.9% |
72% |
False |
False |
25,193 |
| 80 |
79.85 |
63.50 |
16.35 |
21.8% |
2.13 |
2.8% |
70% |
False |
False |
21,228 |
| 100 |
79.85 |
63.50 |
16.35 |
21.8% |
2.15 |
2.9% |
70% |
False |
False |
17,966 |
| 120 |
80.50 |
63.50 |
17.00 |
22.7% |
2.10 |
2.8% |
67% |
False |
False |
15,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.67 |
|
2.618 |
78.58 |
|
1.618 |
77.30 |
|
1.000 |
76.51 |
|
0.618 |
76.02 |
|
HIGH |
75.23 |
|
0.618 |
74.74 |
|
0.500 |
74.59 |
|
0.382 |
74.44 |
|
LOW |
73.95 |
|
0.618 |
73.16 |
|
1.000 |
72.67 |
|
1.618 |
71.88 |
|
2.618 |
70.60 |
|
4.250 |
68.51 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.80 |
74.49 |
| PP |
74.70 |
74.08 |
| S1 |
74.59 |
73.66 |
|