NYMEX Light Sweet Crude Oil Future September 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 |
73.76 |
73.13 |
-0.63 |
-0.9% |
70.61 |
High |
74.06 |
74.82 |
0.76 |
1.0% |
73.82 |
Low |
72.63 |
72.94 |
0.31 |
0.4% |
69.82 |
Close |
72.95 |
74.71 |
1.76 |
2.4% |
73.77 |
Range |
1.43 |
1.88 |
0.45 |
31.5% |
4.00 |
ATR |
2.27 |
2.24 |
-0.03 |
-1.2% |
0.00 |
Volume |
143,741 |
193,290 |
49,549 |
34.5% |
718,013 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.80 |
79.13 |
75.74 |
|
R3 |
77.92 |
77.25 |
75.23 |
|
R2 |
76.04 |
76.04 |
75.05 |
|
R1 |
75.37 |
75.37 |
74.88 |
75.71 |
PP |
74.16 |
74.16 |
74.16 |
74.32 |
S1 |
73.49 |
73.49 |
74.54 |
73.83 |
S2 |
72.28 |
72.28 |
74.37 |
|
S3 |
70.40 |
71.61 |
74.19 |
|
S4 |
68.52 |
69.73 |
73.68 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.47 |
83.12 |
75.97 |
|
R3 |
80.47 |
79.12 |
74.87 |
|
R2 |
76.47 |
76.47 |
74.50 |
|
R1 |
75.12 |
75.12 |
74.14 |
75.80 |
PP |
72.47 |
72.47 |
72.47 |
72.81 |
S1 |
71.12 |
71.12 |
73.40 |
71.80 |
S2 |
68.47 |
68.47 |
73.04 |
|
S3 |
64.47 |
67.12 |
72.67 |
|
S4 |
60.47 |
63.12 |
71.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.82 |
70.03 |
4.79 |
6.4% |
2.04 |
2.7% |
98% |
True |
False |
189,577 |
10 |
74.82 |
67.27 |
7.55 |
10.1% |
2.06 |
2.8% |
99% |
True |
False |
162,785 |
20 |
74.82 |
66.98 |
7.84 |
10.5% |
2.26 |
3.0% |
99% |
True |
False |
146,787 |
40 |
74.99 |
66.98 |
8.01 |
10.7% |
2.33 |
3.1% |
97% |
False |
False |
116,442 |
60 |
81.25 |
64.21 |
17.04 |
22.8% |
2.39 |
3.2% |
62% |
False |
False |
95,781 |
80 |
81.44 |
64.21 |
17.23 |
23.1% |
2.36 |
3.2% |
61% |
False |
False |
82,700 |
100 |
81.44 |
64.21 |
17.23 |
23.1% |
2.39 |
3.2% |
61% |
False |
False |
71,109 |
120 |
81.75 |
64.21 |
17.54 |
23.5% |
2.37 |
3.2% |
60% |
False |
False |
63,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.81 |
2.618 |
79.74 |
1.618 |
77.86 |
1.000 |
76.70 |
0.618 |
75.98 |
HIGH |
74.82 |
0.618 |
74.10 |
0.500 |
73.88 |
0.382 |
73.66 |
LOW |
72.94 |
0.618 |
71.78 |
1.000 |
71.06 |
1.618 |
69.90 |
2.618 |
68.02 |
4.250 |
64.95 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
74.43 |
74.15 |
PP |
74.16 |
73.58 |
S1 |
73.88 |
73.02 |
|