NYMEX Light Sweet Crude Oil Future January 2024
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
77.28 |
77.82 |
0.54 |
0.7% |
75.30 |
High |
78.57 |
78.96 |
0.39 |
0.5% |
78.96 |
Low |
77.27 |
77.49 |
0.22 |
0.3% |
75.10 |
Close |
78.23 |
78.85 |
0.62 |
0.8% |
78.85 |
Range |
1.30 |
1.47 |
0.17 |
13.1% |
3.86 |
ATR |
1.69 |
1.67 |
-0.02 |
-0.9% |
0.00 |
Volume |
34,045 |
21,302 |
-12,743 |
-37.4% |
121,367 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.84 |
82.32 |
79.66 |
|
R3 |
81.37 |
80.85 |
79.25 |
|
R2 |
79.90 |
79.90 |
79.12 |
|
R1 |
79.38 |
79.38 |
78.98 |
79.64 |
PP |
78.43 |
78.43 |
78.43 |
78.57 |
S1 |
77.91 |
77.91 |
78.72 |
78.17 |
S2 |
76.96 |
76.96 |
78.58 |
|
S3 |
75.49 |
76.44 |
78.45 |
|
S4 |
74.02 |
74.97 |
78.04 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.22 |
87.89 |
80.97 |
|
R3 |
85.36 |
84.03 |
79.91 |
|
R2 |
81.50 |
81.50 |
79.56 |
|
R1 |
80.17 |
80.17 |
79.20 |
80.84 |
PP |
77.64 |
77.64 |
77.64 |
77.97 |
S1 |
76.31 |
76.31 |
78.50 |
76.98 |
S2 |
73.78 |
73.78 |
78.14 |
|
S3 |
69.92 |
72.45 |
77.79 |
|
S4 |
66.06 |
68.59 |
76.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.96 |
75.10 |
3.86 |
4.9% |
1.50 |
1.9% |
97% |
True |
False |
24,273 |
10 |
78.96 |
72.84 |
6.12 |
7.8% |
1.52 |
1.9% |
98% |
True |
False |
22,747 |
20 |
78.96 |
69.09 |
9.87 |
12.5% |
1.58 |
2.0% |
99% |
True |
False |
22,180 |
40 |
78.96 |
66.22 |
12.74 |
16.2% |
1.85 |
2.3% |
99% |
True |
False |
18,154 |
60 |
78.96 |
65.00 |
13.96 |
17.7% |
1.90 |
2.4% |
99% |
True |
False |
14,097 |
80 |
78.96 |
65.00 |
13.96 |
17.7% |
1.83 |
2.3% |
99% |
True |
False |
11,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.21 |
2.618 |
82.81 |
1.618 |
81.34 |
1.000 |
80.43 |
0.618 |
79.87 |
HIGH |
78.96 |
0.618 |
78.40 |
0.500 |
78.23 |
0.382 |
78.05 |
LOW |
77.49 |
0.618 |
76.58 |
1.000 |
76.02 |
1.618 |
75.11 |
2.618 |
73.64 |
4.250 |
71.24 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
78.64 |
78.53 |
PP |
78.43 |
78.21 |
S1 |
78.23 |
77.89 |
|