NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
80.77 |
81.10 |
0.33 |
0.4% |
76.29 |
| High |
81.23 |
81.44 |
0.21 |
0.3% |
79.87 |
| Low |
79.76 |
78.27 |
-1.49 |
-1.9% |
75.84 |
| Close |
80.46 |
78.73 |
-1.73 |
-2.2% |
79.76 |
| Range |
1.47 |
3.17 |
1.70 |
115.6% |
4.03 |
| ATR |
1.78 |
1.88 |
0.10 |
5.6% |
0.00 |
| Volume |
64,660 |
78,373 |
13,713 |
21.2% |
346,743 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.99 |
87.03 |
80.47 |
|
| R3 |
85.82 |
83.86 |
79.60 |
|
| R2 |
82.65 |
82.65 |
79.31 |
|
| R1 |
80.69 |
80.69 |
79.02 |
80.09 |
| PP |
79.48 |
79.48 |
79.48 |
79.18 |
| S1 |
77.52 |
77.52 |
78.44 |
76.92 |
| S2 |
76.31 |
76.31 |
78.15 |
|
| S3 |
73.14 |
74.35 |
77.86 |
|
| S4 |
69.97 |
71.18 |
76.99 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.58 |
89.20 |
81.98 |
|
| R3 |
86.55 |
85.17 |
80.87 |
|
| R2 |
82.52 |
82.52 |
80.50 |
|
| R1 |
81.14 |
81.14 |
80.13 |
81.83 |
| PP |
78.49 |
78.49 |
78.49 |
78.84 |
| S1 |
77.11 |
77.11 |
79.39 |
77.80 |
| S2 |
74.46 |
74.46 |
79.02 |
|
| S3 |
70.43 |
73.08 |
78.65 |
|
| S4 |
66.40 |
69.05 |
77.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.44 |
78.07 |
3.37 |
4.3% |
1.88 |
2.4% |
20% |
True |
False |
66,486 |
| 10 |
81.44 |
74.18 |
7.26 |
9.2% |
1.75 |
2.2% |
63% |
True |
False |
66,650 |
| 20 |
81.44 |
69.89 |
11.55 |
14.7% |
1.77 |
2.2% |
77% |
True |
False |
56,667 |
| 40 |
81.44 |
66.67 |
14.77 |
18.8% |
1.98 |
2.5% |
82% |
True |
False |
46,431 |
| 60 |
81.44 |
66.67 |
14.77 |
18.8% |
2.04 |
2.6% |
82% |
True |
False |
36,628 |
| 80 |
81.44 |
63.50 |
17.94 |
22.8% |
2.05 |
2.6% |
85% |
True |
False |
30,924 |
| 100 |
81.44 |
63.50 |
17.94 |
22.8% |
2.16 |
2.7% |
85% |
True |
False |
26,458 |
| 120 |
81.44 |
63.50 |
17.94 |
22.8% |
2.08 |
2.6% |
85% |
True |
False |
22,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.91 |
|
2.618 |
89.74 |
|
1.618 |
86.57 |
|
1.000 |
84.61 |
|
0.618 |
83.40 |
|
HIGH |
81.44 |
|
0.618 |
80.23 |
|
0.500 |
79.86 |
|
0.382 |
79.48 |
|
LOW |
78.27 |
|
0.618 |
76.31 |
|
1.000 |
75.10 |
|
1.618 |
73.14 |
|
2.618 |
69.97 |
|
4.250 |
64.80 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.86 |
79.86 |
| PP |
79.48 |
79.48 |
| S1 |
79.11 |
79.11 |
|