NYMEX Light Sweet Crude Oil Future December 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 |
78.37 |
79.36 |
0.99 |
1.3% |
75.75 |
High |
79.43 |
80.51 |
1.08 |
1.4% |
79.43 |
Low |
77.89 |
78.88 |
0.99 |
1.3% |
75.47 |
Close |
79.32 |
80.35 |
1.03 |
1.3% |
79.32 |
Range |
1.54 |
1.63 |
0.09 |
5.8% |
3.96 |
ATR |
1.77 |
1.76 |
-0.01 |
-0.6% |
0.00 |
Volume |
84,496 |
76,377 |
-8,119 |
-9.6% |
500,973 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.80 |
84.21 |
81.25 |
|
R3 |
83.17 |
82.58 |
80.80 |
|
R2 |
81.54 |
81.54 |
80.65 |
|
R1 |
80.95 |
80.95 |
80.50 |
81.25 |
PP |
79.91 |
79.91 |
79.91 |
80.06 |
S1 |
79.32 |
79.32 |
80.20 |
79.62 |
S2 |
78.28 |
78.28 |
80.05 |
|
S3 |
76.65 |
77.69 |
79.90 |
|
S4 |
75.02 |
76.06 |
79.45 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.95 |
88.60 |
81.50 |
|
R3 |
85.99 |
84.64 |
80.41 |
|
R2 |
82.03 |
82.03 |
80.05 |
|
R1 |
80.68 |
80.68 |
79.68 |
81.36 |
PP |
78.07 |
78.07 |
78.07 |
78.41 |
S1 |
76.72 |
76.72 |
78.96 |
77.40 |
S2 |
74.11 |
74.11 |
78.59 |
|
S3 |
70.15 |
72.76 |
78.23 |
|
S4 |
66.19 |
68.80 |
77.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.51 |
77.09 |
3.42 |
4.3% |
1.42 |
1.8% |
95% |
True |
False |
94,684 |
10 |
80.51 |
73.17 |
7.34 |
9.1% |
1.59 |
2.0% |
98% |
True |
False |
98,305 |
20 |
80.51 |
69.32 |
11.19 |
13.9% |
1.70 |
2.1% |
99% |
True |
False |
93,086 |
40 |
80.51 |
66.36 |
14.15 |
17.6% |
1.95 |
2.4% |
99% |
True |
False |
88,383 |
60 |
80.51 |
63.00 |
17.51 |
21.8% |
2.08 |
2.6% |
99% |
True |
False |
80,235 |
80 |
80.51 |
63.00 |
17.51 |
21.8% |
2.04 |
2.5% |
99% |
True |
False |
75,001 |
100 |
80.51 |
63.00 |
17.51 |
21.8% |
2.17 |
2.7% |
99% |
True |
False |
74,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.44 |
2.618 |
84.78 |
1.618 |
83.15 |
1.000 |
82.14 |
0.618 |
81.52 |
HIGH |
80.51 |
0.618 |
79.89 |
0.500 |
79.70 |
0.382 |
79.50 |
LOW |
78.88 |
0.618 |
77.87 |
1.000 |
77.25 |
1.618 |
76.24 |
2.618 |
74.61 |
4.250 |
71.95 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
80.13 |
79.92 |
PP |
79.91 |
79.50 |
S1 |
79.70 |
79.07 |
|