NYMEX Light Sweet Crude Oil Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
77.63 |
77.92 |
0.29 |
0.4% |
74.05 |
| High |
78.50 |
78.34 |
-0.16 |
-0.2% |
76.25 |
| Low |
77.09 |
77.27 |
0.18 |
0.2% |
73.12 |
| Close |
78.26 |
77.59 |
-0.67 |
-0.9% |
76.07 |
| Range |
1.41 |
1.07 |
-0.34 |
-24.1% |
3.13 |
| ATR |
1.87 |
1.81 |
-0.06 |
-3.1% |
0.00 |
| Volume |
110,718 |
89,853 |
-20,865 |
-18.8% |
485,184 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.94 |
80.34 |
78.18 |
|
| R3 |
79.87 |
79.27 |
77.88 |
|
| R2 |
78.80 |
78.80 |
77.79 |
|
| R1 |
78.20 |
78.20 |
77.69 |
77.97 |
| PP |
77.73 |
77.73 |
77.73 |
77.62 |
| S1 |
77.13 |
77.13 |
77.49 |
76.90 |
| S2 |
76.66 |
76.66 |
77.39 |
|
| S3 |
75.59 |
76.06 |
77.30 |
|
| S4 |
74.52 |
74.99 |
77.00 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.54 |
83.43 |
77.79 |
|
| R3 |
81.41 |
80.30 |
76.93 |
|
| R2 |
78.28 |
78.28 |
76.64 |
|
| R1 |
77.17 |
77.17 |
76.36 |
77.73 |
| PP |
75.15 |
75.15 |
75.15 |
75.42 |
| S1 |
74.04 |
74.04 |
75.78 |
74.60 |
| S2 |
72.02 |
72.02 |
75.50 |
|
| S3 |
68.89 |
70.91 |
75.21 |
|
| S4 |
65.76 |
67.78 |
74.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.50 |
73.92 |
4.58 |
5.9% |
1.57 |
2.0% |
80% |
False |
False |
100,098 |
| 10 |
78.50 |
73.12 |
5.38 |
6.9% |
1.68 |
2.2% |
83% |
False |
False |
97,244 |
| 20 |
78.50 |
67.48 |
11.02 |
14.2% |
1.72 |
2.2% |
92% |
False |
False |
92,556 |
| 40 |
78.50 |
66.36 |
12.14 |
15.6% |
2.07 |
2.7% |
93% |
False |
False |
87,433 |
| 60 |
78.50 |
63.00 |
15.50 |
20.0% |
2.16 |
2.8% |
94% |
False |
False |
79,584 |
| 80 |
79.22 |
63.00 |
16.22 |
20.9% |
2.07 |
2.7% |
90% |
False |
False |
75,452 |
| 100 |
79.22 |
63.00 |
16.22 |
20.9% |
2.21 |
2.9% |
90% |
False |
False |
73,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.89 |
|
2.618 |
81.14 |
|
1.618 |
80.07 |
|
1.000 |
79.41 |
|
0.618 |
79.00 |
|
HIGH |
78.34 |
|
0.618 |
77.93 |
|
0.500 |
77.81 |
|
0.382 |
77.68 |
|
LOW |
77.27 |
|
0.618 |
76.61 |
|
1.000 |
76.20 |
|
1.618 |
75.54 |
|
2.618 |
74.47 |
|
4.250 |
72.72 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.81 |
77.39 |
| PP |
77.73 |
77.19 |
| S1 |
77.66 |
76.99 |
|