NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
75.24 |
76.29 |
1.05 |
1.4% |
74.39 |
| High |
76.63 |
78.45 |
1.82 |
2.4% |
76.63 |
| Low |
75.19 |
75.84 |
0.65 |
0.9% |
73.39 |
| Close |
76.45 |
78.02 |
1.57 |
2.1% |
76.45 |
| Range |
1.44 |
2.61 |
1.17 |
81.3% |
3.24 |
| ATR |
1.90 |
1.95 |
0.05 |
2.7% |
0.00 |
| Volume |
59,179 |
68,818 |
9,639 |
16.3% |
275,400 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.27 |
84.25 |
79.46 |
|
| R3 |
82.66 |
81.64 |
78.74 |
|
| R2 |
80.05 |
80.05 |
78.50 |
|
| R1 |
79.03 |
79.03 |
78.26 |
79.54 |
| PP |
77.44 |
77.44 |
77.44 |
77.69 |
| S1 |
76.42 |
76.42 |
77.78 |
76.93 |
| S2 |
74.83 |
74.83 |
77.54 |
|
| S3 |
72.22 |
73.81 |
77.30 |
|
| S4 |
69.61 |
71.20 |
76.58 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.21 |
84.07 |
78.23 |
|
| R3 |
81.97 |
80.83 |
77.34 |
|
| R2 |
78.73 |
78.73 |
77.04 |
|
| R1 |
77.59 |
77.59 |
76.75 |
78.16 |
| PP |
75.49 |
75.49 |
75.49 |
75.78 |
| S1 |
74.35 |
74.35 |
76.15 |
74.92 |
| S2 |
72.25 |
72.25 |
75.86 |
|
| S3 |
69.01 |
71.11 |
75.56 |
|
| S4 |
65.77 |
67.87 |
74.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.45 |
73.43 |
5.02 |
6.4% |
1.83 |
2.3% |
91% |
True |
False |
61,584 |
| 10 |
78.45 |
72.42 |
6.03 |
7.7% |
1.79 |
2.3% |
93% |
True |
False |
51,797 |
| 20 |
78.45 |
67.49 |
10.96 |
14.0% |
1.82 |
2.3% |
96% |
True |
False |
48,391 |
| 40 |
78.45 |
66.67 |
11.78 |
15.1% |
2.13 |
2.7% |
96% |
True |
False |
38,349 |
| 60 |
78.45 |
63.50 |
14.95 |
19.2% |
2.17 |
2.8% |
97% |
True |
False |
30,902 |
| 80 |
79.85 |
63.50 |
16.35 |
21.0% |
2.06 |
2.6% |
89% |
False |
False |
25,971 |
| 100 |
79.85 |
63.50 |
16.35 |
21.0% |
2.17 |
2.8% |
89% |
False |
False |
22,075 |
| 120 |
79.85 |
63.50 |
16.35 |
21.0% |
2.11 |
2.7% |
89% |
False |
False |
19,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.54 |
|
2.618 |
85.28 |
|
1.618 |
82.67 |
|
1.000 |
81.06 |
|
0.618 |
80.06 |
|
HIGH |
78.45 |
|
0.618 |
77.45 |
|
0.500 |
77.15 |
|
0.382 |
76.84 |
|
LOW |
75.84 |
|
0.618 |
74.23 |
|
1.000 |
73.23 |
|
1.618 |
71.62 |
|
2.618 |
69.01 |
|
4.250 |
64.75 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.73 |
77.45 |
| PP |
77.44 |
76.88 |
| S1 |
77.15 |
76.32 |
|