NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
76.71 |
74.65 |
-2.06 |
-2.7% |
73.44 |
High |
76.78 |
75.76 |
-1.02 |
-1.3% |
76.84 |
Low |
74.79 |
73.60 |
-1.19 |
-1.6% |
72.39 |
Close |
75.05 |
73.89 |
-1.16 |
-1.5% |
75.05 |
Range |
1.99 |
2.16 |
0.17 |
8.5% |
4.45 |
ATR |
2.08 |
2.09 |
0.01 |
0.3% |
0.00 |
Volume |
61,571 |
75,870 |
14,299 |
23.2% |
435,973 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.90 |
79.55 |
75.08 |
|
R3 |
78.74 |
77.39 |
74.48 |
|
R2 |
76.58 |
76.58 |
74.29 |
|
R1 |
75.23 |
75.23 |
74.09 |
74.83 |
PP |
74.42 |
74.42 |
74.42 |
74.21 |
S1 |
73.07 |
73.07 |
73.69 |
72.67 |
S2 |
72.26 |
72.26 |
73.49 |
|
S3 |
70.10 |
70.91 |
73.30 |
|
S4 |
67.94 |
68.75 |
72.70 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.11 |
86.03 |
77.50 |
|
R3 |
83.66 |
81.58 |
76.27 |
|
R2 |
79.21 |
79.21 |
75.87 |
|
R1 |
77.13 |
77.13 |
75.46 |
78.17 |
PP |
74.76 |
74.76 |
74.76 |
75.28 |
S1 |
72.68 |
72.68 |
74.64 |
73.72 |
S2 |
70.31 |
70.31 |
74.23 |
|
S3 |
65.86 |
68.23 |
73.83 |
|
S4 |
61.41 |
63.78 |
72.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.84 |
72.71 |
4.13 |
5.6% |
1.83 |
2.5% |
29% |
False |
False |
89,557 |
10 |
76.84 |
69.72 |
7.12 |
9.6% |
1.92 |
2.6% |
59% |
False |
False |
86,478 |
20 |
76.84 |
67.42 |
9.42 |
12.7% |
2.00 |
2.7% |
69% |
False |
False |
79,580 |
40 |
76.84 |
66.83 |
10.01 |
13.5% |
2.23 |
3.0% |
71% |
False |
False |
61,108 |
60 |
77.52 |
64.58 |
12.94 |
17.5% |
2.30 |
3.1% |
72% |
False |
False |
49,963 |
80 |
80.64 |
64.58 |
16.06 |
21.7% |
2.20 |
3.0% |
58% |
False |
False |
41,294 |
100 |
80.64 |
64.42 |
16.22 |
22.0% |
2.28 |
3.1% |
58% |
False |
False |
35,006 |
120 |
80.68 |
64.42 |
16.26 |
22.0% |
2.24 |
3.0% |
58% |
False |
False |
30,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.94 |
2.618 |
81.41 |
1.618 |
79.25 |
1.000 |
77.92 |
0.618 |
77.09 |
HIGH |
75.76 |
0.618 |
74.93 |
0.500 |
74.68 |
0.382 |
74.43 |
LOW |
73.60 |
0.618 |
72.27 |
1.000 |
71.44 |
1.618 |
70.11 |
2.618 |
67.95 |
4.250 |
64.42 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
74.68 |
75.22 |
PP |
74.42 |
74.78 |
S1 |
74.15 |
74.33 |
|