NYMEX Light Sweet Crude Oil Future December 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 |
77.92 |
77.63 |
-0.29 |
-0.4% |
74.05 |
| High |
78.34 |
79.07 |
0.73 |
0.9% |
76.25 |
| Low |
77.27 |
77.63 |
0.36 |
0.5% |
73.12 |
| Close |
77.59 |
78.70 |
1.11 |
1.4% |
76.07 |
| Range |
1.07 |
1.44 |
0.37 |
34.6% |
3.13 |
| ATR |
1.81 |
1.79 |
-0.02 |
-1.3% |
0.00 |
| Volume |
89,853 |
111,979 |
22,126 |
24.6% |
485,184 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.79 |
82.18 |
79.49 |
|
| R3 |
81.35 |
80.74 |
79.10 |
|
| R2 |
79.91 |
79.91 |
78.96 |
|
| R1 |
79.30 |
79.30 |
78.83 |
79.61 |
| PP |
78.47 |
78.47 |
78.47 |
78.62 |
| S1 |
77.86 |
77.86 |
78.57 |
78.17 |
| S2 |
77.03 |
77.03 |
78.44 |
|
| S3 |
75.59 |
76.42 |
78.30 |
|
| S4 |
74.15 |
74.98 |
77.91 |
|
|
| 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 |
79.07 |
74.87 |
4.20 |
5.3% |
1.56 |
2.0% |
91% |
True |
False |
103,436 |
| 10 |
79.07 |
73.12 |
5.95 |
7.6% |
1.65 |
2.1% |
94% |
True |
False |
96,806 |
| 20 |
79.07 |
68.99 |
10.08 |
12.8% |
1.68 |
2.1% |
96% |
True |
False |
92,900 |
| 40 |
79.07 |
66.36 |
12.71 |
16.1% |
2.00 |
2.5% |
97% |
True |
False |
88,153 |
| 60 |
79.07 |
63.00 |
16.07 |
20.4% |
2.15 |
2.7% |
98% |
True |
False |
80,918 |
| 80 |
79.22 |
63.00 |
16.22 |
20.6% |
2.06 |
2.6% |
97% |
False |
False |
76,052 |
| 100 |
79.22 |
63.00 |
16.22 |
20.6% |
2.19 |
2.8% |
97% |
False |
False |
74,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.19 |
|
2.618 |
82.84 |
|
1.618 |
81.40 |
|
1.000 |
80.51 |
|
0.618 |
79.96 |
|
HIGH |
79.07 |
|
0.618 |
78.52 |
|
0.500 |
78.35 |
|
0.382 |
78.18 |
|
LOW |
77.63 |
|
0.618 |
76.74 |
|
1.000 |
76.19 |
|
1.618 |
75.30 |
|
2.618 |
73.86 |
|
4.250 |
71.51 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
78.58 |
78.49 |
| PP |
78.47 |
78.29 |
| S1 |
78.35 |
78.08 |
|