NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
78.41 |
78.07 |
-0.34 |
-0.4% |
74.39 |
High |
78.83 |
79.57 |
0.74 |
0.9% |
76.63 |
Low |
77.76 |
78.07 |
0.31 |
0.4% |
73.39 |
Close |
78.01 |
79.18 |
1.17 |
1.5% |
76.45 |
Range |
1.07 |
1.50 |
0.43 |
40.2% |
3.24 |
ATR |
1.86 |
1.83 |
-0.02 |
-1.1% |
0.00 |
Volume |
69,939 |
75,871 |
5,932 |
8.5% |
275,400 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.44 |
82.81 |
80.01 |
|
R3 |
81.94 |
81.31 |
79.59 |
|
R2 |
80.44 |
80.44 |
79.46 |
|
R1 |
79.81 |
79.81 |
79.32 |
80.13 |
PP |
78.94 |
78.94 |
78.94 |
79.10 |
S1 |
78.31 |
78.31 |
79.04 |
78.63 |
S2 |
77.44 |
77.44 |
78.91 |
|
S3 |
75.94 |
76.81 |
78.77 |
|
S4 |
74.44 |
75.31 |
78.36 |
|
|
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 |
79.57 |
75.19 |
4.38 |
5.5% |
1.62 |
2.0% |
91% |
True |
False |
69,152 |
10 |
79.57 |
73.39 |
6.18 |
7.8% |
1.71 |
2.2% |
94% |
True |
False |
59,535 |
20 |
79.57 |
69.10 |
10.47 |
13.2% |
1.72 |
2.2% |
96% |
True |
False |
51,592 |
40 |
79.57 |
66.67 |
12.90 |
16.3% |
2.02 |
2.6% |
97% |
True |
False |
42,171 |
60 |
79.57 |
63.50 |
16.07 |
20.3% |
2.15 |
2.7% |
98% |
True |
False |
33,873 |
80 |
79.85 |
63.50 |
16.35 |
20.6% |
2.05 |
2.6% |
96% |
False |
False |
28,434 |
100 |
79.85 |
63.50 |
16.35 |
20.6% |
2.16 |
2.7% |
96% |
False |
False |
24,098 |
120 |
79.85 |
63.50 |
16.35 |
20.6% |
2.09 |
2.6% |
96% |
False |
False |
20,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.95 |
2.618 |
83.50 |
1.618 |
82.00 |
1.000 |
81.07 |
0.618 |
80.50 |
HIGH |
79.57 |
0.618 |
79.00 |
0.500 |
78.82 |
0.382 |
78.64 |
LOW |
78.07 |
0.618 |
77.14 |
1.000 |
76.57 |
1.618 |
75.64 |
2.618 |
74.14 |
4.250 |
71.70 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
79.06 |
78.97 |
PP |
78.94 |
78.76 |
S1 |
78.82 |
78.55 |
|