NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
73.44 |
72.86 |
-0.58 |
-0.8% |
70.69 |
High |
73.74 |
74.54 |
0.80 |
1.1% |
73.49 |
Low |
72.39 |
72.71 |
0.32 |
0.4% |
69.72 |
Close |
72.70 |
74.44 |
1.74 |
2.4% |
73.44 |
Range |
1.35 |
1.83 |
0.48 |
35.6% |
3.77 |
ATR |
2.19 |
2.17 |
-0.03 |
-1.1% |
0.00 |
Volume |
64,054 |
75,694 |
11,640 |
18.2% |
352,939 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.39 |
78.74 |
75.45 |
|
R3 |
77.56 |
76.91 |
74.94 |
|
R2 |
75.73 |
75.73 |
74.78 |
|
R1 |
75.08 |
75.08 |
74.61 |
75.41 |
PP |
73.90 |
73.90 |
73.90 |
74.06 |
S1 |
73.25 |
73.25 |
74.27 |
73.58 |
S2 |
72.07 |
72.07 |
74.10 |
|
S3 |
70.24 |
71.42 |
73.94 |
|
S4 |
68.41 |
69.59 |
73.43 |
|
|
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 |
74.54 |
69.93 |
4.61 |
6.2% |
1.97 |
2.6% |
98% |
True |
False |
89,310 |
10 |
74.54 |
67.42 |
7.12 |
9.6% |
1.98 |
2.7% |
99% |
True |
False |
86,405 |
20 |
74.54 |
66.83 |
7.71 |
10.4% |
2.19 |
2.9% |
99% |
True |
False |
71,394 |
40 |
74.60 |
66.83 |
7.77 |
10.4% |
2.25 |
3.0% |
98% |
False |
False |
54,005 |
60 |
80.48 |
64.58 |
15.90 |
21.4% |
2.29 |
3.1% |
62% |
False |
False |
44,691 |
80 |
80.64 |
64.42 |
16.22 |
21.8% |
2.26 |
3.0% |
62% |
False |
False |
37,306 |
100 |
80.64 |
64.42 |
16.22 |
21.8% |
2.28 |
3.1% |
62% |
False |
False |
31,514 |
120 |
81.03 |
64.42 |
16.61 |
22.3% |
2.23 |
3.0% |
60% |
False |
False |
27,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.32 |
2.618 |
79.33 |
1.618 |
77.50 |
1.000 |
76.37 |
0.618 |
75.67 |
HIGH |
74.54 |
0.618 |
73.84 |
0.500 |
73.63 |
0.382 |
73.41 |
LOW |
72.71 |
0.618 |
71.58 |
1.000 |
70.88 |
1.618 |
69.75 |
2.618 |
67.92 |
4.250 |
64.93 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
74.17 |
73.89 |
PP |
73.90 |
73.33 |
S1 |
73.63 |
72.78 |
|