NYMEX Light Sweet Crude Oil Future August 2023
Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
70.45 |
70.15 |
-0.30 |
-0.4% |
69.84 |
High |
71.77 |
72.17 |
0.40 |
0.6% |
71.04 |
Low |
69.69 |
69.90 |
0.21 |
0.3% |
67.05 |
Close |
69.79 |
71.79 |
2.00 |
2.9% |
70.64 |
Range |
2.08 |
2.27 |
0.19 |
9.1% |
3.99 |
ATR |
2.40 |
2.40 |
0.00 |
-0.1% |
0.00 |
Volume |
303,479 |
456,809 |
153,330 |
50.5% |
1,625,901 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.10 |
77.21 |
73.04 |
|
R3 |
75.83 |
74.94 |
72.41 |
|
R2 |
73.56 |
73.56 |
72.21 |
|
R1 |
72.67 |
72.67 |
72.00 |
73.12 |
PP |
71.29 |
71.29 |
71.29 |
71.51 |
S1 |
70.40 |
70.40 |
71.58 |
70.85 |
S2 |
69.02 |
69.02 |
71.37 |
|
S3 |
66.75 |
68.13 |
71.17 |
|
S4 |
64.48 |
65.86 |
70.54 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.55 |
80.08 |
72.83 |
|
R3 |
77.56 |
76.09 |
71.74 |
|
R2 |
73.57 |
73.57 |
71.37 |
|
R1 |
72.10 |
72.10 |
71.01 |
72.84 |
PP |
69.58 |
69.58 |
69.58 |
69.94 |
S1 |
68.11 |
68.11 |
70.27 |
68.85 |
S2 |
65.59 |
65.59 |
69.91 |
|
S3 |
61.60 |
64.12 |
69.54 |
|
S4 |
57.61 |
60.13 |
68.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.17 |
67.05 |
5.12 |
7.1% |
2.04 |
2.8% |
93% |
True |
False |
344,264 |
10 |
72.72 |
67.05 |
5.67 |
7.9% |
2.22 |
3.1% |
84% |
False |
False |
339,466 |
20 |
73.37 |
66.96 |
6.41 |
8.9% |
2.42 |
3.4% |
75% |
False |
False |
284,959 |
40 |
75.70 |
66.96 |
8.74 |
12.2% |
2.43 |
3.4% |
55% |
False |
False |
191,113 |
60 |
82.24 |
63.71 |
18.53 |
25.8% |
2.44 |
3.4% |
44% |
False |
False |
147,412 |
80 |
82.24 |
63.71 |
18.53 |
25.8% |
2.54 |
3.5% |
44% |
False |
False |
119,498 |
100 |
82.24 |
63.71 |
18.53 |
25.8% |
2.45 |
3.4% |
44% |
False |
False |
98,662 |
120 |
82.28 |
63.71 |
18.57 |
25.9% |
2.43 |
3.4% |
44% |
False |
False |
85,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.82 |
2.618 |
78.11 |
1.618 |
75.84 |
1.000 |
74.44 |
0.618 |
73.57 |
HIGH |
72.17 |
0.618 |
71.30 |
0.500 |
71.04 |
0.382 |
70.77 |
LOW |
69.90 |
0.618 |
68.50 |
1.000 |
67.63 |
1.618 |
66.23 |
2.618 |
63.96 |
4.250 |
60.25 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
71.54 |
71.48 |
PP |
71.29 |
71.16 |
S1 |
71.04 |
70.85 |
|