NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
75.33 |
75.70 |
0.37 |
0.5% |
74.88 |
High |
76.15 |
77.29 |
1.14 |
1.5% |
77.29 |
Low |
74.52 |
75.69 |
1.17 |
1.6% |
73.78 |
Close |
75.65 |
77.07 |
1.42 |
1.9% |
77.07 |
Range |
1.63 |
1.60 |
-0.03 |
-1.8% |
3.51 |
ATR |
2.10 |
2.06 |
-0.03 |
-1.6% |
0.00 |
Volume |
340,962 |
308,106 |
-32,856 |
-9.6% |
1,671,292 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.48 |
80.88 |
77.95 |
|
R3 |
79.88 |
79.28 |
77.51 |
|
R2 |
78.28 |
78.28 |
77.36 |
|
R1 |
77.68 |
77.68 |
77.22 |
77.98 |
PP |
76.68 |
76.68 |
76.68 |
76.84 |
S1 |
76.08 |
76.08 |
76.92 |
76.38 |
S2 |
75.08 |
75.08 |
76.78 |
|
S3 |
73.48 |
74.48 |
76.63 |
|
S4 |
71.88 |
72.88 |
76.19 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.58 |
85.33 |
79.00 |
|
R3 |
83.07 |
81.82 |
78.04 |
|
R2 |
79.56 |
79.56 |
77.71 |
|
R1 |
78.31 |
78.31 |
77.39 |
78.94 |
PP |
76.05 |
76.05 |
76.05 |
76.36 |
S1 |
74.80 |
74.80 |
76.75 |
75.43 |
S2 |
72.54 |
72.54 |
76.43 |
|
S3 |
69.03 |
71.29 |
76.10 |
|
S4 |
65.52 |
67.78 |
75.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.29 |
73.78 |
3.51 |
4.6% |
1.88 |
2.4% |
94% |
True |
False |
334,258 |
10 |
77.29 |
72.63 |
4.66 |
6.0% |
1.81 |
2.3% |
95% |
True |
False |
276,242 |
20 |
77.29 |
67.27 |
10.02 |
13.0% |
1.95 |
2.5% |
98% |
True |
False |
213,068 |
40 |
77.29 |
66.98 |
10.31 |
13.4% |
2.29 |
3.0% |
98% |
True |
False |
166,610 |
60 |
77.29 |
64.21 |
13.08 |
17.0% |
2.38 |
3.1% |
98% |
True |
False |
130,702 |
80 |
81.44 |
64.21 |
17.23 |
22.4% |
2.24 |
2.9% |
75% |
False |
False |
108,821 |
100 |
81.44 |
64.21 |
17.23 |
22.4% |
2.39 |
3.1% |
75% |
False |
False |
93,710 |
120 |
81.44 |
64.21 |
17.23 |
22.4% |
2.35 |
3.1% |
75% |
False |
False |
81,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.09 |
2.618 |
81.48 |
1.618 |
79.88 |
1.000 |
78.89 |
0.618 |
78.28 |
HIGH |
77.29 |
0.618 |
76.68 |
0.500 |
76.49 |
0.382 |
76.30 |
LOW |
75.69 |
0.618 |
74.70 |
1.000 |
74.09 |
1.618 |
73.10 |
2.618 |
71.50 |
4.250 |
68.89 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
76.88 |
76.68 |
PP |
76.68 |
76.29 |
S1 |
76.49 |
75.91 |
|