NYMEX Light Sweet Crude Oil Future November 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
74.89 |
75.24 |
0.35 |
0.5% |
74.39 |
| High |
75.70 |
76.63 |
0.93 |
1.2% |
76.63 |
| Low |
74.18 |
75.19 |
1.01 |
1.4% |
73.39 |
| Close |
75.16 |
76.45 |
1.29 |
1.7% |
76.45 |
| Range |
1.52 |
1.44 |
-0.08 |
-5.3% |
3.24 |
| ATR |
1.93 |
1.90 |
-0.03 |
-1.7% |
0.00 |
| Volume |
64,181 |
59,179 |
-5,002 |
-7.8% |
275,400 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.41 |
79.87 |
77.24 |
|
| R3 |
78.97 |
78.43 |
76.85 |
|
| R2 |
77.53 |
77.53 |
76.71 |
|
| R1 |
76.99 |
76.99 |
76.58 |
77.26 |
| PP |
76.09 |
76.09 |
76.09 |
76.23 |
| S1 |
75.55 |
75.55 |
76.32 |
75.82 |
| S2 |
74.65 |
74.65 |
76.19 |
|
| S3 |
73.21 |
74.11 |
76.05 |
|
| S4 |
71.77 |
72.67 |
75.66 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.21 |
84.07 |
78.23 |
|
| R3 |
81.97 |
80.83 |
77.34 |
|
| R2 |
78.73 |
78.73 |
77.04 |
|
| R1 |
77.59 |
77.59 |
76.75 |
78.16 |
| PP |
75.49 |
75.49 |
75.49 |
75.78 |
| S1 |
74.35 |
74.35 |
76.15 |
74.92 |
| S2 |
72.25 |
72.25 |
75.86 |
|
| S3 |
69.01 |
71.11 |
75.56 |
|
| S4 |
65.77 |
67.87 |
74.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.63 |
73.39 |
3.24 |
4.2% |
1.71 |
2.2% |
94% |
True |
False |
55,080 |
| 10 |
76.63 |
72.09 |
4.54 |
5.9% |
1.65 |
2.2% |
96% |
True |
False |
48,955 |
| 20 |
76.63 |
67.49 |
9.14 |
12.0% |
1.80 |
2.4% |
98% |
True |
False |
46,710 |
| 40 |
76.63 |
66.67 |
9.96 |
13.0% |
2.10 |
2.7% |
98% |
True |
False |
37,261 |
| 60 |
76.63 |
63.50 |
13.13 |
17.2% |
2.18 |
2.8% |
99% |
True |
False |
29,953 |
| 80 |
79.85 |
63.50 |
16.35 |
21.4% |
2.04 |
2.7% |
79% |
False |
False |
25,190 |
| 100 |
79.85 |
63.50 |
16.35 |
21.4% |
2.16 |
2.8% |
79% |
False |
False |
21,422 |
| 120 |
79.85 |
63.50 |
16.35 |
21.4% |
2.11 |
2.8% |
79% |
False |
False |
18,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.75 |
|
2.618 |
80.40 |
|
1.618 |
78.96 |
|
1.000 |
78.07 |
|
0.618 |
77.52 |
|
HIGH |
76.63 |
|
0.618 |
76.08 |
|
0.500 |
75.91 |
|
0.382 |
75.74 |
|
LOW |
75.19 |
|
0.618 |
74.30 |
|
1.000 |
73.75 |
|
1.618 |
72.86 |
|
2.618 |
71.42 |
|
4.250 |
69.07 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
76.27 |
76.10 |
| PP |
76.09 |
75.75 |
| S1 |
75.91 |
75.41 |
|