NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
72.06 |
71.86 |
-0.20 |
-0.3% |
69.94 |
High |
72.60 |
73.46 |
0.86 |
1.2% |
72.30 |
Low |
71.43 |
71.79 |
0.36 |
0.5% |
69.09 |
Close |
71.76 |
73.41 |
1.65 |
2.3% |
72.26 |
Range |
1.17 |
1.67 |
0.50 |
42.7% |
3.21 |
ATR |
1.94 |
1.92 |
-0.02 |
-0.9% |
0.00 |
Volume |
16,048 |
22,628 |
6,580 |
41.0% |
82,692 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.90 |
77.32 |
74.33 |
|
R3 |
76.23 |
75.65 |
73.87 |
|
R2 |
74.56 |
74.56 |
73.72 |
|
R1 |
73.98 |
73.98 |
73.56 |
74.27 |
PP |
72.89 |
72.89 |
72.89 |
73.03 |
S1 |
72.31 |
72.31 |
73.26 |
72.60 |
S2 |
71.22 |
71.22 |
73.10 |
|
S3 |
69.55 |
70.64 |
72.95 |
|
S4 |
67.88 |
68.97 |
72.49 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.85 |
79.76 |
74.03 |
|
R3 |
77.64 |
76.55 |
73.14 |
|
R2 |
74.43 |
74.43 |
72.85 |
|
R1 |
73.34 |
73.34 |
72.55 |
73.89 |
PP |
71.22 |
71.22 |
71.22 |
71.49 |
S1 |
70.13 |
70.13 |
71.97 |
70.68 |
S2 |
68.01 |
68.01 |
71.67 |
|
S3 |
64.80 |
66.92 |
71.38 |
|
S4 |
61.59 |
63.71 |
70.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.46 |
69.39 |
4.07 |
5.5% |
1.73 |
2.4% |
99% |
True |
False |
21,904 |
10 |
73.46 |
67.45 |
6.01 |
8.2% |
1.75 |
2.4% |
99% |
True |
False |
21,035 |
20 |
73.46 |
66.22 |
7.24 |
9.9% |
1.91 |
2.6% |
99% |
True |
False |
17,714 |
40 |
73.46 |
66.22 |
7.24 |
9.9% |
1.99 |
2.7% |
99% |
True |
False |
12,640 |
60 |
78.35 |
65.00 |
13.35 |
18.2% |
1.96 |
2.7% |
63% |
False |
False |
10,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.56 |
2.618 |
77.83 |
1.618 |
76.16 |
1.000 |
75.13 |
0.618 |
74.49 |
HIGH |
73.46 |
0.618 |
72.82 |
0.500 |
72.63 |
0.382 |
72.43 |
LOW |
71.79 |
0.618 |
70.76 |
1.000 |
70.12 |
1.618 |
69.09 |
2.618 |
67.42 |
4.250 |
64.69 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
73.15 |
72.89 |
PP |
72.89 |
72.37 |
S1 |
72.63 |
71.85 |
|