NYMEX Light Sweet Crude Oil Future November 2023
Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
81.10 |
78.93 |
-2.17 |
-2.7% |
76.29 |
High |
81.44 |
80.93 |
-0.51 |
-0.6% |
79.87 |
Low |
78.27 |
77.96 |
-0.31 |
-0.4% |
75.84 |
Close |
78.73 |
80.61 |
1.88 |
2.4% |
79.76 |
Range |
3.17 |
2.97 |
-0.20 |
-6.3% |
4.03 |
ATR |
1.88 |
1.96 |
0.08 |
4.1% |
0.00 |
Volume |
78,373 |
84,284 |
5,911 |
7.5% |
346,743 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.74 |
87.65 |
82.24 |
|
R3 |
85.77 |
84.68 |
81.43 |
|
R2 |
82.80 |
82.80 |
81.15 |
|
R1 |
81.71 |
81.71 |
80.88 |
82.26 |
PP |
79.83 |
79.83 |
79.83 |
80.11 |
S1 |
78.74 |
78.74 |
80.34 |
79.29 |
S2 |
76.86 |
76.86 |
80.07 |
|
S3 |
73.89 |
75.77 |
79.79 |
|
S4 |
70.92 |
72.80 |
78.98 |
|
|
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 |
81.44 |
77.96 |
3.48 |
4.3% |
2.18 |
2.7% |
76% |
False |
True |
68,169 |
10 |
81.44 |
75.19 |
6.25 |
7.8% |
1.90 |
2.4% |
87% |
False |
False |
68,660 |
20 |
81.44 |
70.77 |
10.67 |
13.2% |
1.82 |
2.3% |
92% |
False |
False |
58,079 |
40 |
81.44 |
66.67 |
14.77 |
18.3% |
2.00 |
2.5% |
94% |
False |
False |
47,651 |
60 |
81.44 |
66.67 |
14.77 |
18.3% |
2.05 |
2.5% |
94% |
False |
False |
37,781 |
80 |
81.44 |
63.50 |
17.94 |
22.3% |
2.08 |
2.6% |
95% |
False |
False |
31,869 |
100 |
81.44 |
63.50 |
17.94 |
22.3% |
2.17 |
2.7% |
95% |
False |
False |
27,266 |
120 |
81.44 |
63.50 |
17.94 |
22.3% |
2.09 |
2.6% |
95% |
False |
False |
23,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.55 |
2.618 |
88.71 |
1.618 |
85.74 |
1.000 |
83.90 |
0.618 |
82.77 |
HIGH |
80.93 |
0.618 |
79.80 |
0.500 |
79.45 |
0.382 |
79.09 |
LOW |
77.96 |
0.618 |
76.12 |
1.000 |
74.99 |
1.618 |
73.15 |
2.618 |
70.18 |
4.250 |
65.34 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
80.22 |
80.31 |
PP |
79.83 |
80.00 |
S1 |
79.45 |
79.70 |
|