NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
72.86 |
74.44 |
1.58 |
2.2% |
70.69 |
| High |
74.54 |
75.61 |
1.07 |
1.4% |
73.49 |
| Low |
72.71 |
74.26 |
1.55 |
2.1% |
69.72 |
| Close |
74.44 |
75.25 |
0.81 |
1.1% |
73.44 |
| Range |
1.83 |
1.35 |
-0.48 |
-26.2% |
3.77 |
| ATR |
2.17 |
2.11 |
-0.06 |
-2.7% |
0.00 |
| Volume |
75,694 |
121,208 |
45,514 |
60.1% |
352,939 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.09 |
78.52 |
75.99 |
|
| R3 |
77.74 |
77.17 |
75.62 |
|
| R2 |
76.39 |
76.39 |
75.50 |
|
| R1 |
75.82 |
75.82 |
75.37 |
76.11 |
| PP |
75.04 |
75.04 |
75.04 |
75.18 |
| S1 |
74.47 |
74.47 |
75.13 |
74.76 |
| S2 |
73.69 |
73.69 |
75.00 |
|
| S3 |
72.34 |
73.12 |
74.88 |
|
| S4 |
70.99 |
71.77 |
74.51 |
|
|
| 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 |
75.61 |
70.12 |
5.49 |
7.3% |
1.81 |
2.4% |
93% |
True |
False |
94,951 |
| 10 |
75.61 |
67.42 |
8.19 |
10.9% |
1.87 |
2.5% |
96% |
True |
False |
86,545 |
| 20 |
75.61 |
67.27 |
8.34 |
11.1% |
2.09 |
2.8% |
96% |
True |
False |
74,164 |
| 40 |
75.61 |
66.83 |
8.78 |
11.7% |
2.24 |
3.0% |
96% |
True |
False |
56,457 |
| 60 |
80.11 |
64.58 |
15.53 |
20.6% |
2.29 |
3.0% |
69% |
False |
False |
46,400 |
| 80 |
80.64 |
64.42 |
16.22 |
21.6% |
2.24 |
3.0% |
67% |
False |
False |
38,656 |
| 100 |
80.64 |
64.42 |
16.22 |
21.6% |
2.27 |
3.0% |
67% |
False |
False |
32,648 |
| 120 |
81.03 |
64.42 |
16.61 |
22.1% |
2.23 |
3.0% |
65% |
False |
False |
28,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.35 |
|
2.618 |
79.14 |
|
1.618 |
77.79 |
|
1.000 |
76.96 |
|
0.618 |
76.44 |
|
HIGH |
75.61 |
|
0.618 |
75.09 |
|
0.500 |
74.94 |
|
0.382 |
74.78 |
|
LOW |
74.26 |
|
0.618 |
73.43 |
|
1.000 |
72.91 |
|
1.618 |
72.08 |
|
2.618 |
70.73 |
|
4.250 |
68.52 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.15 |
74.83 |
| PP |
75.04 |
74.42 |
| S1 |
74.94 |
74.00 |
|