NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
77.01 |
78.85 |
1.84 |
2.4% |
74.88 |
High |
79.28 |
79.90 |
0.62 |
0.8% |
77.29 |
Low |
76.44 |
78.29 |
1.85 |
2.4% |
73.78 |
Close |
78.74 |
79.63 |
0.89 |
1.1% |
77.07 |
Range |
2.84 |
1.61 |
-1.23 |
-43.3% |
3.51 |
ATR |
2.12 |
2.08 |
-0.04 |
-1.7% |
0.00 |
Volume |
368,285 |
349,600 |
-18,685 |
-5.1% |
1,671,292 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.10 |
83.48 |
80.52 |
|
R3 |
82.49 |
81.87 |
80.07 |
|
R2 |
80.88 |
80.88 |
79.93 |
|
R1 |
80.26 |
80.26 |
79.78 |
80.57 |
PP |
79.27 |
79.27 |
79.27 |
79.43 |
S1 |
78.65 |
78.65 |
79.48 |
78.96 |
S2 |
77.66 |
77.66 |
79.33 |
|
S3 |
76.05 |
77.04 |
79.19 |
|
S4 |
74.44 |
75.43 |
78.74 |
|
|
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 |
79.90 |
74.52 |
5.38 |
6.8% |
1.91 |
2.4% |
95% |
True |
False |
350,509 |
10 |
79.90 |
73.78 |
6.12 |
7.7% |
1.92 |
2.4% |
96% |
True |
False |
314,327 |
20 |
79.90 |
67.27 |
12.63 |
15.9% |
1.99 |
2.5% |
98% |
True |
False |
238,556 |
40 |
79.90 |
66.98 |
12.92 |
16.2% |
2.29 |
2.9% |
98% |
True |
False |
179,157 |
60 |
79.90 |
64.21 |
15.69 |
19.7% |
2.37 |
3.0% |
98% |
True |
False |
140,403 |
80 |
81.44 |
64.21 |
17.23 |
21.6% |
2.26 |
2.8% |
89% |
False |
False |
116,943 |
100 |
81.44 |
64.21 |
17.23 |
21.6% |
2.40 |
3.0% |
89% |
False |
False |
100,408 |
120 |
81.44 |
64.21 |
17.23 |
21.6% |
2.35 |
2.9% |
89% |
False |
False |
87,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.74 |
2.618 |
84.11 |
1.618 |
82.50 |
1.000 |
81.51 |
0.618 |
80.89 |
HIGH |
79.90 |
0.618 |
79.28 |
0.500 |
79.10 |
0.382 |
78.91 |
LOW |
78.29 |
0.618 |
77.30 |
1.000 |
76.68 |
1.618 |
75.69 |
2.618 |
74.08 |
4.250 |
71.45 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
79.45 |
79.02 |
PP |
79.27 |
78.41 |
S1 |
79.10 |
77.80 |
|