NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
71.67 |
71.60 |
-0.07 |
-0.1% |
70.69 |
| High |
72.15 |
73.49 |
1.34 |
1.9% |
73.49 |
| Low |
70.12 |
71.01 |
0.89 |
1.3% |
69.72 |
| Close |
71.56 |
73.44 |
1.88 |
2.6% |
73.44 |
| Range |
2.03 |
2.48 |
0.45 |
22.2% |
3.77 |
| ATR |
2.24 |
2.26 |
0.02 |
0.8% |
0.00 |
| Volume |
113,170 |
100,630 |
-12,540 |
-11.1% |
352,939 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.09 |
79.24 |
74.80 |
|
| R3 |
77.61 |
76.76 |
74.12 |
|
| R2 |
75.13 |
75.13 |
73.89 |
|
| R1 |
74.28 |
74.28 |
73.67 |
74.71 |
| PP |
72.65 |
72.65 |
72.65 |
72.86 |
| S1 |
71.80 |
71.80 |
73.21 |
72.23 |
| S2 |
70.17 |
70.17 |
72.99 |
|
| S3 |
67.69 |
69.32 |
72.76 |
|
| S4 |
65.21 |
66.84 |
72.08 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.53 |
82.25 |
75.51 |
|
| R3 |
79.76 |
78.48 |
74.48 |
|
| R2 |
75.99 |
75.99 |
74.13 |
|
| R1 |
74.71 |
74.71 |
73.79 |
75.35 |
| PP |
72.22 |
72.22 |
72.22 |
72.54 |
| S1 |
70.94 |
70.94 |
73.09 |
71.58 |
| S2 |
68.45 |
68.45 |
72.75 |
|
| S3 |
64.68 |
67.17 |
72.40 |
|
| S4 |
60.91 |
63.40 |
71.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.49 |
69.70 |
3.79 |
5.2% |
2.02 |
2.8% |
99% |
True |
False |
88,555 |
| 10 |
73.49 |
67.42 |
6.07 |
8.3% |
2.02 |
2.7% |
99% |
True |
False |
82,789 |
| 20 |
73.49 |
66.83 |
6.66 |
9.1% |
2.30 |
3.1% |
99% |
True |
False |
71,303 |
| 40 |
74.60 |
66.83 |
7.77 |
10.6% |
2.28 |
3.1% |
85% |
False |
False |
51,706 |
| 60 |
80.64 |
64.58 |
16.06 |
21.9% |
2.28 |
3.1% |
55% |
False |
False |
42,938 |
| 80 |
80.64 |
64.42 |
16.22 |
22.1% |
2.34 |
3.2% |
56% |
False |
False |
35,997 |
| 100 |
80.64 |
64.42 |
16.22 |
22.1% |
2.28 |
3.1% |
56% |
False |
False |
30,274 |
| 120 |
81.03 |
64.42 |
16.61 |
22.6% |
2.24 |
3.0% |
54% |
False |
False |
26,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.03 |
|
2.618 |
79.98 |
|
1.618 |
77.50 |
|
1.000 |
75.97 |
|
0.618 |
75.02 |
|
HIGH |
73.49 |
|
0.618 |
72.54 |
|
0.500 |
72.25 |
|
0.382 |
71.96 |
|
LOW |
71.01 |
|
0.618 |
69.48 |
|
1.000 |
68.53 |
|
1.618 |
67.00 |
|
2.618 |
64.52 |
|
4.250 |
60.47 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.04 |
72.86 |
| PP |
72.65 |
72.29 |
| S1 |
72.25 |
71.71 |
|