NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
79.84 |
80.65 |
0.81 |
1.0% |
77.01 |
High |
80.71 |
82.00 |
1.29 |
1.6% |
80.71 |
Low |
79.07 |
80.13 |
1.06 |
1.3% |
76.44 |
Close |
80.58 |
81.80 |
1.22 |
1.5% |
80.58 |
Range |
1.64 |
1.87 |
0.23 |
14.0% |
4.27 |
ATR |
1.98 |
1.97 |
-0.01 |
-0.4% |
0.00 |
Volume |
299,547 |
297,270 |
-2,277 |
-0.8% |
1,713,821 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.92 |
86.23 |
82.83 |
|
R3 |
85.05 |
84.36 |
82.31 |
|
R2 |
83.18 |
83.18 |
82.14 |
|
R1 |
82.49 |
82.49 |
81.97 |
82.84 |
PP |
81.31 |
81.31 |
81.31 |
81.48 |
S1 |
80.62 |
80.62 |
81.63 |
80.97 |
S2 |
79.44 |
79.44 |
81.46 |
|
S3 |
77.57 |
78.75 |
81.29 |
|
S4 |
75.70 |
76.88 |
80.77 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.05 |
90.59 |
82.93 |
|
R3 |
87.78 |
86.32 |
81.75 |
|
R2 |
83.51 |
83.51 |
81.36 |
|
R1 |
82.05 |
82.05 |
80.97 |
82.78 |
PP |
79.24 |
79.24 |
79.24 |
79.61 |
S1 |
77.78 |
77.78 |
80.19 |
78.51 |
S2 |
74.97 |
74.97 |
79.80 |
|
S3 |
70.70 |
73.51 |
79.41 |
|
S4 |
66.43 |
69.24 |
78.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.00 |
78.29 |
3.71 |
4.5% |
1.61 |
2.0% |
95% |
True |
False |
328,561 |
10 |
82.00 |
73.82 |
8.18 |
10.0% |
1.81 |
2.2% |
98% |
True |
False |
343,412 |
20 |
82.00 |
69.82 |
12.18 |
14.9% |
1.90 |
2.3% |
98% |
True |
False |
274,576 |
40 |
82.00 |
66.98 |
15.02 |
18.4% |
2.15 |
2.6% |
99% |
True |
False |
202,804 |
60 |
82.00 |
64.21 |
17.79 |
21.7% |
2.27 |
2.8% |
99% |
True |
False |
157,922 |
80 |
82.00 |
64.21 |
17.79 |
21.7% |
2.22 |
2.7% |
99% |
True |
False |
130,334 |
100 |
82.00 |
64.21 |
17.79 |
21.7% |
2.36 |
2.9% |
99% |
True |
False |
112,494 |
120 |
82.00 |
64.21 |
17.79 |
21.7% |
2.31 |
2.8% |
99% |
True |
False |
97,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.95 |
2.618 |
86.90 |
1.618 |
85.03 |
1.000 |
83.87 |
0.618 |
83.16 |
HIGH |
82.00 |
0.618 |
81.29 |
0.500 |
81.07 |
0.382 |
80.84 |
LOW |
80.13 |
0.618 |
78.97 |
1.000 |
78.26 |
1.618 |
77.10 |
2.618 |
75.23 |
4.250 |
72.18 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
81.56 |
81.35 |
PP |
81.31 |
80.89 |
S1 |
81.07 |
80.44 |
|