NYMEX Light Sweet Crude Oil Future September 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 |
73.13 |
74.70 |
1.57 |
2.1% |
70.61 |
High |
74.82 |
75.94 |
1.12 |
1.5% |
73.82 |
Low |
72.94 |
74.53 |
1.59 |
2.2% |
69.82 |
Close |
74.71 |
75.54 |
0.83 |
1.1% |
73.77 |
Range |
1.88 |
1.41 |
-0.47 |
-25.0% |
4.00 |
ATR |
2.24 |
2.18 |
-0.06 |
-2.7% |
0.00 |
Volume |
193,290 |
251,403 |
58,113 |
30.1% |
718,013 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.57 |
78.96 |
76.32 |
|
R3 |
78.16 |
77.55 |
75.93 |
|
R2 |
76.75 |
76.75 |
75.80 |
|
R1 |
76.14 |
76.14 |
75.67 |
76.45 |
PP |
75.34 |
75.34 |
75.34 |
75.49 |
S1 |
74.73 |
74.73 |
75.41 |
75.04 |
S2 |
73.93 |
73.93 |
75.28 |
|
S3 |
72.52 |
73.32 |
75.15 |
|
S4 |
71.11 |
71.91 |
74.76 |
|
|
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 |
75.94 |
70.28 |
5.66 |
7.5% |
1.88 |
2.5% |
93% |
True |
False |
196,900 |
10 |
75.94 |
67.27 |
8.67 |
11.5% |
1.94 |
2.6% |
95% |
True |
False |
170,879 |
20 |
75.94 |
67.27 |
8.67 |
11.5% |
2.16 |
2.9% |
95% |
True |
False |
151,733 |
40 |
75.94 |
66.98 |
8.96 |
11.9% |
2.32 |
3.1% |
96% |
True |
False |
121,366 |
60 |
80.91 |
64.21 |
16.70 |
22.1% |
2.39 |
3.2% |
68% |
False |
False |
99,280 |
80 |
81.44 |
64.21 |
17.23 |
22.8% |
2.34 |
3.1% |
66% |
False |
False |
85,313 |
100 |
81.44 |
64.21 |
17.23 |
22.8% |
2.39 |
3.2% |
66% |
False |
False |
73,425 |
120 |
81.75 |
64.21 |
17.54 |
23.2% |
2.36 |
3.1% |
65% |
False |
False |
65,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.93 |
2.618 |
79.63 |
1.618 |
78.22 |
1.000 |
77.35 |
0.618 |
76.81 |
HIGH |
75.94 |
0.618 |
75.40 |
0.500 |
75.24 |
0.382 |
75.07 |
LOW |
74.53 |
0.618 |
73.66 |
1.000 |
73.12 |
1.618 |
72.25 |
2.618 |
70.84 |
4.250 |
68.54 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
75.44 |
75.12 |
PP |
75.34 |
74.70 |
S1 |
75.24 |
74.29 |
|