NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
70.58 |
70.01 |
-0.57 |
-0.8% |
69.51 |
| High |
71.61 |
71.82 |
0.21 |
0.3% |
70.94 |
| Low |
69.53 |
69.74 |
0.21 |
0.3% |
67.49 |
| Close |
69.62 |
71.50 |
1.88 |
2.7% |
70.58 |
| Range |
2.08 |
2.08 |
0.00 |
0.0% |
3.45 |
| ATR |
2.16 |
2.16 |
0.00 |
0.1% |
0.00 |
| Volume |
22,991 |
46,589 |
23,598 |
102.6% |
239,233 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.26 |
76.46 |
72.64 |
|
| R3 |
75.18 |
74.38 |
72.07 |
|
| R2 |
73.10 |
73.10 |
71.88 |
|
| R1 |
72.30 |
72.30 |
71.69 |
72.70 |
| PP |
71.02 |
71.02 |
71.02 |
71.22 |
| S1 |
70.22 |
70.22 |
71.31 |
70.62 |
| S2 |
68.94 |
68.94 |
71.12 |
|
| S3 |
66.86 |
68.14 |
70.93 |
|
| S4 |
64.78 |
66.06 |
70.36 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.02 |
78.75 |
72.48 |
|
| R3 |
76.57 |
75.30 |
71.53 |
|
| R2 |
73.12 |
73.12 |
71.21 |
|
| R1 |
71.85 |
71.85 |
70.90 |
72.49 |
| PP |
69.67 |
69.67 |
69.67 |
69.99 |
| S1 |
68.40 |
68.40 |
70.26 |
69.04 |
| S2 |
66.22 |
66.22 |
69.95 |
|
| S3 |
62.77 |
64.95 |
69.63 |
|
| S4 |
59.32 |
61.50 |
68.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.82 |
67.49 |
4.33 |
6.1% |
1.88 |
2.6% |
93% |
True |
False |
42,948 |
| 10 |
72.19 |
67.49 |
4.70 |
6.6% |
2.00 |
2.8% |
85% |
False |
False |
41,931 |
| 20 |
72.37 |
66.67 |
5.70 |
8.0% |
2.19 |
3.1% |
85% |
False |
False |
36,195 |
| 40 |
73.32 |
66.67 |
6.65 |
9.3% |
2.17 |
3.0% |
73% |
False |
False |
26,609 |
| 60 |
79.85 |
63.50 |
16.35 |
22.9% |
2.15 |
3.0% |
49% |
False |
False |
22,343 |
| 80 |
79.85 |
63.50 |
16.35 |
22.9% |
2.25 |
3.1% |
49% |
False |
False |
18,906 |
| 100 |
79.85 |
63.50 |
16.35 |
22.9% |
2.14 |
3.0% |
49% |
False |
False |
16,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.66 |
|
2.618 |
77.27 |
|
1.618 |
75.19 |
|
1.000 |
73.90 |
|
0.618 |
73.11 |
|
HIGH |
71.82 |
|
0.618 |
71.03 |
|
0.500 |
70.78 |
|
0.382 |
70.53 |
|
LOW |
69.74 |
|
0.618 |
68.45 |
|
1.000 |
67.66 |
|
1.618 |
66.37 |
|
2.618 |
64.29 |
|
4.250 |
60.90 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
71.26 |
71.23 |
| PP |
71.02 |
70.95 |
| S1 |
70.78 |
70.68 |
|