NYMEX Light Sweet Crude Oil Future October 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
78.49 |
79.33 |
0.84 |
1.1% |
76.62 |
| High |
80.08 |
80.29 |
0.21 |
0.3% |
80.29 |
| Low |
78.47 |
78.67 |
0.20 |
0.3% |
76.16 |
| Close |
79.63 |
80.18 |
0.55 |
0.7% |
80.18 |
| Range |
1.61 |
1.62 |
0.01 |
0.6% |
4.13 |
| ATR |
1.93 |
1.90 |
-0.02 |
-1.1% |
0.00 |
| Volume |
138,780 |
101,333 |
-37,447 |
-27.0% |
585,440 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.57 |
84.00 |
81.07 |
|
| R3 |
82.95 |
82.38 |
80.63 |
|
| R2 |
81.33 |
81.33 |
80.48 |
|
| R1 |
80.76 |
80.76 |
80.33 |
81.05 |
| PP |
79.71 |
79.71 |
79.71 |
79.86 |
| S1 |
79.14 |
79.14 |
80.03 |
79.43 |
| S2 |
78.09 |
78.09 |
79.88 |
|
| S3 |
76.47 |
77.52 |
79.73 |
|
| S4 |
74.85 |
75.90 |
79.29 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.27 |
89.85 |
82.45 |
|
| R3 |
87.14 |
85.72 |
81.32 |
|
| R2 |
83.01 |
83.01 |
80.94 |
|
| R1 |
81.59 |
81.59 |
80.56 |
82.30 |
| PP |
78.88 |
78.88 |
78.88 |
79.23 |
| S1 |
77.46 |
77.46 |
79.80 |
78.17 |
| S2 |
74.75 |
74.75 |
79.42 |
|
| S3 |
70.62 |
73.33 |
79.04 |
|
| S4 |
66.49 |
69.20 |
77.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.29 |
76.16 |
4.13 |
5.2% |
1.73 |
2.2% |
97% |
True |
False |
117,088 |
| 10 |
80.29 |
73.60 |
6.69 |
8.3% |
1.77 |
2.2% |
98% |
True |
False |
110,053 |
| 20 |
80.29 |
69.70 |
10.59 |
13.2% |
1.81 |
2.3% |
99% |
True |
False |
98,964 |
| 40 |
80.29 |
66.83 |
13.46 |
16.8% |
2.12 |
2.6% |
99% |
True |
False |
79,233 |
| 60 |
80.29 |
64.58 |
15.71 |
19.6% |
2.21 |
2.8% |
99% |
True |
False |
62,747 |
| 80 |
80.64 |
64.58 |
16.06 |
20.0% |
2.13 |
2.7% |
97% |
False |
False |
52,465 |
| 100 |
80.64 |
64.42 |
16.22 |
20.2% |
2.27 |
2.8% |
97% |
False |
False |
44,652 |
| 120 |
80.64 |
64.42 |
16.22 |
20.2% |
2.19 |
2.7% |
97% |
False |
False |
38,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.18 |
|
2.618 |
84.53 |
|
1.618 |
82.91 |
|
1.000 |
81.91 |
|
0.618 |
81.29 |
|
HIGH |
80.29 |
|
0.618 |
79.67 |
|
0.500 |
79.48 |
|
0.382 |
79.29 |
|
LOW |
78.67 |
|
0.618 |
77.67 |
|
1.000 |
77.05 |
|
1.618 |
76.05 |
|
2.618 |
74.43 |
|
4.250 |
71.79 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.95 |
79.86 |
| PP |
79.71 |
79.55 |
| S1 |
79.48 |
79.23 |
|