NYMEX Light Sweet Crude Oil Future October 2023
Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
81.25 |
81.54 |
0.29 |
0.4% |
76.62 |
High |
81.74 |
81.95 |
0.21 |
0.3% |
80.29 |
Low |
80.17 |
78.68 |
-1.49 |
-1.9% |
76.16 |
Close |
80.92 |
79.13 |
-1.79 |
-2.2% |
80.18 |
Range |
1.57 |
3.27 |
1.70 |
108.3% |
4.13 |
ATR |
1.87 |
1.97 |
0.10 |
5.3% |
0.00 |
Volume |
105,363 |
135,795 |
30,432 |
28.9% |
585,440 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.73 |
87.70 |
80.93 |
|
R3 |
86.46 |
84.43 |
80.03 |
|
R2 |
83.19 |
83.19 |
79.73 |
|
R1 |
81.16 |
81.16 |
79.43 |
80.54 |
PP |
79.92 |
79.92 |
79.92 |
79.61 |
S1 |
77.89 |
77.89 |
78.83 |
77.27 |
S2 |
76.65 |
76.65 |
78.53 |
|
S3 |
73.38 |
74.62 |
78.23 |
|
S4 |
70.11 |
71.35 |
77.33 |
|
|
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 |
81.95 |
78.47 |
3.48 |
4.4% |
1.97 |
2.5% |
19% |
True |
False |
114,756 |
10 |
81.95 |
74.38 |
7.57 |
9.6% |
1.84 |
2.3% |
63% |
True |
False |
113,434 |
20 |
81.95 |
70.12 |
11.83 |
15.0% |
1.86 |
2.3% |
76% |
True |
False |
104,199 |
40 |
81.95 |
66.83 |
15.12 |
19.1% |
2.07 |
2.6% |
81% |
True |
False |
84,454 |
60 |
81.95 |
66.83 |
15.12 |
19.1% |
2.14 |
2.7% |
81% |
True |
False |
66,477 |
80 |
81.95 |
64.58 |
17.37 |
22.0% |
2.16 |
2.7% |
84% |
True |
False |
55,977 |
100 |
81.95 |
64.42 |
17.53 |
22.2% |
2.26 |
2.9% |
84% |
True |
False |
47,700 |
120 |
81.95 |
64.42 |
17.53 |
22.2% |
2.20 |
2.8% |
84% |
True |
False |
40,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.85 |
2.618 |
90.51 |
1.618 |
87.24 |
1.000 |
85.22 |
0.618 |
83.97 |
HIGH |
81.95 |
0.618 |
80.70 |
0.500 |
80.32 |
0.382 |
79.93 |
LOW |
78.68 |
0.618 |
76.66 |
1.000 |
75.41 |
1.618 |
73.39 |
2.618 |
70.12 |
4.250 |
64.78 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
80.32 |
80.32 |
PP |
79.92 |
79.92 |
S1 |
79.53 |
79.53 |
|