NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
79.33 |
80.23 |
0.90 |
1.1% |
76.62 |
High |
80.29 |
81.50 |
1.21 |
1.5% |
80.29 |
Low |
78.67 |
79.72 |
1.05 |
1.3% |
76.16 |
Close |
80.18 |
81.32 |
1.14 |
1.4% |
80.18 |
Range |
1.62 |
1.78 |
0.16 |
9.9% |
4.13 |
ATR |
1.90 |
1.89 |
-0.01 |
-0.5% |
0.00 |
Volume |
101,333 |
92,512 |
-8,821 |
-8.7% |
585,440 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.19 |
85.53 |
82.30 |
|
R3 |
84.41 |
83.75 |
81.81 |
|
R2 |
82.63 |
82.63 |
81.65 |
|
R1 |
81.97 |
81.97 |
81.48 |
82.30 |
PP |
80.85 |
80.85 |
80.85 |
81.01 |
S1 |
80.19 |
80.19 |
81.16 |
80.52 |
S2 |
79.07 |
79.07 |
80.99 |
|
S3 |
77.29 |
78.41 |
80.83 |
|
S4 |
75.51 |
76.63 |
80.34 |
|
|
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 |
81.50 |
77.93 |
3.57 |
4.4% |
1.54 |
1.9% |
95% |
True |
False |
113,675 |
10 |
81.50 |
73.64 |
7.86 |
9.7% |
1.73 |
2.1% |
98% |
True |
False |
111,717 |
20 |
81.50 |
69.72 |
11.78 |
14.5% |
1.82 |
2.2% |
98% |
True |
False |
99,098 |
40 |
81.50 |
66.83 |
14.67 |
18.0% |
2.08 |
2.6% |
99% |
True |
False |
80,571 |
60 |
81.50 |
64.58 |
16.92 |
20.8% |
2.18 |
2.7% |
99% |
True |
False |
63,595 |
80 |
81.50 |
64.58 |
16.92 |
20.8% |
2.13 |
2.6% |
99% |
True |
False |
53,359 |
100 |
81.50 |
64.42 |
17.08 |
21.0% |
2.25 |
2.8% |
99% |
True |
False |
45,479 |
120 |
81.50 |
64.42 |
17.08 |
21.0% |
2.19 |
2.7% |
99% |
True |
False |
39,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.07 |
2.618 |
86.16 |
1.618 |
84.38 |
1.000 |
83.28 |
0.618 |
82.60 |
HIGH |
81.50 |
0.618 |
80.82 |
0.500 |
80.61 |
0.382 |
80.40 |
LOW |
79.72 |
0.618 |
78.62 |
1.000 |
77.94 |
1.618 |
76.84 |
2.618 |
75.06 |
4.250 |
72.16 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
81.08 |
80.88 |
PP |
80.85 |
80.43 |
S1 |
80.61 |
79.99 |
|