NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
78.87 |
79.79 |
0.92 |
1.2% |
76.29 |
High |
79.87 |
81.01 |
1.14 |
1.4% |
79.87 |
Low |
78.30 |
79.30 |
1.00 |
1.3% |
75.84 |
Close |
79.76 |
80.84 |
1.08 |
1.4% |
79.76 |
Range |
1.57 |
1.71 |
0.14 |
8.9% |
4.03 |
ATR |
1.82 |
1.81 |
-0.01 |
-0.4% |
0.00 |
Volume |
60,158 |
53,370 |
-6,788 |
-11.3% |
346,743 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.51 |
84.89 |
81.78 |
|
R3 |
83.80 |
83.18 |
81.31 |
|
R2 |
82.09 |
82.09 |
81.15 |
|
R1 |
81.47 |
81.47 |
81.00 |
81.78 |
PP |
80.38 |
80.38 |
80.38 |
80.54 |
S1 |
79.76 |
79.76 |
80.68 |
80.07 |
S2 |
78.67 |
78.67 |
80.53 |
|
S3 |
76.96 |
78.05 |
80.37 |
|
S4 |
75.25 |
76.34 |
79.90 |
|
|
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 |
81.01 |
77.53 |
3.48 |
4.3% |
1.46 |
1.8% |
95% |
True |
False |
66,259 |
10 |
81.01 |
73.43 |
7.58 |
9.4% |
1.64 |
2.0% |
98% |
True |
False |
63,921 |
20 |
81.01 |
69.53 |
11.48 |
14.2% |
1.75 |
2.2% |
99% |
True |
False |
52,994 |
40 |
81.01 |
66.67 |
14.34 |
17.7% |
1.97 |
2.4% |
99% |
True |
False |
43,940 |
60 |
81.01 |
63.50 |
17.51 |
21.7% |
2.08 |
2.6% |
99% |
True |
False |
34,833 |
80 |
81.01 |
63.50 |
17.51 |
21.7% |
2.03 |
2.5% |
99% |
True |
False |
29,477 |
100 |
81.01 |
63.50 |
17.51 |
21.7% |
2.14 |
2.7% |
99% |
True |
False |
25,150 |
120 |
81.01 |
63.50 |
17.51 |
21.7% |
2.07 |
2.6% |
99% |
True |
False |
21,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.28 |
2.618 |
85.49 |
1.618 |
83.78 |
1.000 |
82.72 |
0.618 |
82.07 |
HIGH |
81.01 |
0.618 |
80.36 |
0.500 |
80.16 |
0.382 |
79.95 |
LOW |
79.30 |
0.618 |
78.24 |
1.000 |
77.59 |
1.618 |
76.53 |
2.618 |
74.82 |
4.250 |
72.03 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
80.61 |
80.41 |
PP |
80.38 |
79.97 |
S1 |
80.16 |
79.54 |
|