NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
79.34 |
78.90 |
-0.44 |
-0.6% |
74.88 |
High |
79.77 |
80.60 |
0.83 |
1.0% |
77.29 |
Low |
78.55 |
78.87 |
0.32 |
0.4% |
73.78 |
Close |
78.78 |
80.09 |
1.31 |
1.7% |
77.07 |
Range |
1.22 |
1.73 |
0.51 |
41.8% |
3.51 |
ATR |
2.02 |
2.01 |
-0.01 |
-0.7% |
0.00 |
Volume |
322,031 |
374,358 |
52,327 |
16.2% |
1,671,292 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.04 |
84.30 |
81.04 |
|
R3 |
83.31 |
82.57 |
80.57 |
|
R2 |
81.58 |
81.58 |
80.41 |
|
R1 |
80.84 |
80.84 |
80.25 |
81.21 |
PP |
79.85 |
79.85 |
79.85 |
80.04 |
S1 |
79.11 |
79.11 |
79.93 |
79.48 |
S2 |
78.12 |
78.12 |
79.77 |
|
S3 |
76.39 |
77.38 |
79.61 |
|
S4 |
74.66 |
75.65 |
79.14 |
|
|
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 |
80.60 |
75.69 |
4.91 |
6.1% |
1.80 |
2.2% |
90% |
True |
False |
344,476 |
10 |
80.60 |
73.78 |
6.82 |
8.5% |
1.88 |
2.4% |
93% |
True |
False |
329,034 |
20 |
80.60 |
69.11 |
11.49 |
14.3% |
1.88 |
2.3% |
96% |
True |
False |
256,875 |
40 |
80.60 |
66.98 |
13.62 |
17.0% |
2.21 |
2.8% |
96% |
True |
False |
192,917 |
60 |
80.60 |
64.21 |
16.39 |
20.5% |
2.34 |
2.9% |
97% |
True |
False |
150,760 |
80 |
81.44 |
64.21 |
17.23 |
21.5% |
2.25 |
2.8% |
92% |
False |
False |
124,665 |
100 |
81.44 |
64.21 |
17.23 |
21.5% |
2.38 |
3.0% |
92% |
False |
False |
106,980 |
120 |
81.44 |
64.21 |
17.23 |
21.5% |
2.33 |
2.9% |
92% |
False |
False |
92,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.95 |
2.618 |
85.13 |
1.618 |
83.40 |
1.000 |
82.33 |
0.618 |
81.67 |
HIGH |
80.60 |
0.618 |
79.94 |
0.500 |
79.74 |
0.382 |
79.53 |
LOW |
78.87 |
0.618 |
77.80 |
1.000 |
77.14 |
1.618 |
76.07 |
2.618 |
74.34 |
4.250 |
71.52 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
79.97 |
79.88 |
PP |
79.85 |
79.66 |
S1 |
79.74 |
79.45 |
|