NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
78.07 |
78.87 |
0.80 |
1.0% |
76.29 |
High |
79.57 |
79.87 |
0.30 |
0.4% |
79.87 |
Low |
78.07 |
78.30 |
0.23 |
0.3% |
75.84 |
Close |
79.18 |
79.76 |
0.58 |
0.7% |
79.76 |
Range |
1.50 |
1.57 |
0.07 |
4.7% |
4.03 |
ATR |
1.83 |
1.82 |
-0.02 |
-1.0% |
0.00 |
Volume |
75,871 |
60,158 |
-15,713 |
-20.7% |
346,743 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.02 |
83.46 |
80.62 |
|
R3 |
82.45 |
81.89 |
80.19 |
|
R2 |
80.88 |
80.88 |
80.05 |
|
R1 |
80.32 |
80.32 |
79.90 |
80.60 |
PP |
79.31 |
79.31 |
79.31 |
79.45 |
S1 |
78.75 |
78.75 |
79.62 |
79.03 |
S2 |
77.74 |
77.74 |
79.47 |
|
S3 |
76.17 |
77.18 |
79.33 |
|
S4 |
74.60 |
75.61 |
78.90 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.58 |
89.20 |
81.98 |
|
R3 |
86.55 |
85.17 |
80.87 |
|
R2 |
82.52 |
82.52 |
80.50 |
|
R1 |
81.14 |
81.14 |
80.13 |
81.83 |
PP |
78.49 |
78.49 |
78.49 |
78.84 |
S1 |
77.11 |
77.11 |
79.39 |
77.80 |
S2 |
74.46 |
74.46 |
79.02 |
|
S3 |
70.43 |
73.08 |
78.65 |
|
S4 |
66.40 |
69.05 |
77.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.87 |
75.84 |
4.03 |
5.1% |
1.64 |
2.1% |
97% |
True |
False |
69,348 |
10 |
79.87 |
73.39 |
6.48 |
8.1% |
1.68 |
2.1% |
98% |
True |
False |
62,214 |
20 |
79.87 |
69.53 |
10.34 |
13.0% |
1.73 |
2.2% |
99% |
True |
False |
52,844 |
40 |
79.87 |
66.67 |
13.20 |
16.5% |
2.00 |
2.5% |
99% |
True |
False |
43,106 |
60 |
79.87 |
63.50 |
16.37 |
20.5% |
2.11 |
2.6% |
99% |
True |
False |
34,421 |
80 |
79.87 |
63.50 |
16.37 |
20.5% |
2.02 |
2.5% |
99% |
True |
False |
29,001 |
100 |
79.87 |
63.50 |
16.37 |
20.5% |
2.16 |
2.7% |
99% |
True |
False |
24,662 |
120 |
79.87 |
63.50 |
16.37 |
20.5% |
2.07 |
2.6% |
99% |
True |
False |
21,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.54 |
2.618 |
83.98 |
1.618 |
82.41 |
1.000 |
81.44 |
0.618 |
80.84 |
HIGH |
79.87 |
0.618 |
79.27 |
0.500 |
79.09 |
0.382 |
78.90 |
LOW |
78.30 |
0.618 |
77.33 |
1.000 |
76.73 |
1.618 |
75.76 |
2.618 |
74.19 |
4.250 |
71.63 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
79.54 |
79.45 |
PP |
79.31 |
79.13 |
S1 |
79.09 |
78.82 |
|