NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
75.45 |
76.62 |
1.17 |
1.6% |
74.65 |
High |
76.98 |
78.89 |
1.91 |
2.5% |
76.98 |
Low |
75.45 |
76.16 |
0.71 |
0.9% |
73.60 |
Close |
76.78 |
78.40 |
1.62 |
2.1% |
76.78 |
Range |
1.53 |
2.73 |
1.20 |
78.4% |
3.38 |
ATR |
1.99 |
2.04 |
0.05 |
2.7% |
0.00 |
Volume |
106,730 |
109,574 |
2,844 |
2.7% |
515,097 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.01 |
84.93 |
79.90 |
|
R3 |
83.28 |
82.20 |
79.15 |
|
R2 |
80.55 |
80.55 |
78.90 |
|
R1 |
79.47 |
79.47 |
78.65 |
80.01 |
PP |
77.82 |
77.82 |
77.82 |
78.09 |
S1 |
76.74 |
76.74 |
78.15 |
77.28 |
S2 |
75.09 |
75.09 |
77.90 |
|
S3 |
72.36 |
74.01 |
77.65 |
|
S4 |
69.63 |
71.28 |
76.90 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.93 |
84.73 |
78.64 |
|
R3 |
82.55 |
81.35 |
77.71 |
|
R2 |
79.17 |
79.17 |
77.40 |
|
R1 |
77.97 |
77.97 |
77.09 |
78.57 |
PP |
75.79 |
75.79 |
75.79 |
76.09 |
S1 |
74.59 |
74.59 |
76.47 |
75.19 |
S2 |
72.41 |
72.41 |
76.16 |
|
S3 |
69.03 |
71.21 |
75.85 |
|
S4 |
65.65 |
67.83 |
74.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.89 |
73.64 |
5.25 |
6.7% |
1.92 |
2.4% |
91% |
True |
False |
109,760 |
10 |
78.89 |
72.71 |
6.18 |
7.9% |
1.88 |
2.4% |
92% |
True |
False |
99,659 |
20 |
78.89 |
67.42 |
11.47 |
14.6% |
1.90 |
2.4% |
96% |
True |
False |
91,533 |
40 |
78.89 |
66.83 |
12.06 |
15.4% |
2.25 |
2.9% |
96% |
True |
False |
71,182 |
60 |
78.89 |
64.58 |
14.31 |
18.3% |
2.27 |
2.9% |
97% |
True |
False |
56,822 |
80 |
80.64 |
64.58 |
16.06 |
20.5% |
2.17 |
2.8% |
86% |
False |
False |
47,355 |
100 |
80.64 |
64.42 |
16.22 |
20.7% |
2.29 |
2.9% |
86% |
False |
False |
40,135 |
120 |
80.64 |
64.42 |
16.22 |
20.7% |
2.24 |
2.9% |
86% |
False |
False |
34,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.49 |
2.618 |
86.04 |
1.618 |
83.31 |
1.000 |
81.62 |
0.618 |
80.58 |
HIGH |
78.89 |
0.618 |
77.85 |
0.500 |
77.53 |
0.382 |
77.20 |
LOW |
76.16 |
0.618 |
74.47 |
1.000 |
73.43 |
1.618 |
71.74 |
2.618 |
69.01 |
4.250 |
64.56 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
78.11 |
77.81 |
PP |
77.82 |
77.22 |
S1 |
77.53 |
76.64 |
|