NYMEX Light Sweet Crude Oil Future January 2024
| 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 |
77.82 |
78.78 |
0.96 |
1.2% |
75.30 |
| High |
78.96 |
80.01 |
1.05 |
1.3% |
78.96 |
| Low |
77.49 |
78.43 |
0.94 |
1.2% |
75.10 |
| Close |
78.85 |
79.85 |
1.00 |
1.3% |
78.85 |
| Range |
1.47 |
1.58 |
0.11 |
7.5% |
3.86 |
| ATR |
1.67 |
1.67 |
-0.01 |
-0.4% |
0.00 |
| Volume |
21,302 |
16,457 |
-4,845 |
-22.7% |
121,367 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.17 |
83.59 |
80.72 |
|
| R3 |
82.59 |
82.01 |
80.28 |
|
| R2 |
81.01 |
81.01 |
80.14 |
|
| R1 |
80.43 |
80.43 |
79.99 |
80.72 |
| PP |
79.43 |
79.43 |
79.43 |
79.58 |
| S1 |
78.85 |
78.85 |
79.71 |
79.14 |
| S2 |
77.85 |
77.85 |
79.56 |
|
| S3 |
76.27 |
77.27 |
79.42 |
|
| S4 |
74.69 |
75.69 |
78.98 |
|
|
| 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 |
80.01 |
76.67 |
3.34 |
4.2% |
1.34 |
1.7% |
95% |
True |
False |
23,186 |
| 10 |
80.01 |
72.92 |
7.09 |
8.9% |
1.49 |
1.9% |
98% |
True |
False |
22,731 |
| 20 |
80.01 |
69.09 |
10.92 |
13.7% |
1.60 |
2.0% |
99% |
True |
False |
21,849 |
| 40 |
80.01 |
66.22 |
13.79 |
17.3% |
1.82 |
2.3% |
99% |
True |
False |
18,351 |
| 60 |
80.01 |
65.00 |
15.01 |
18.8% |
1.88 |
2.4% |
99% |
True |
False |
14,183 |
| 80 |
80.01 |
65.00 |
15.01 |
18.8% |
1.82 |
2.3% |
99% |
True |
False |
11,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.73 |
|
2.618 |
84.15 |
|
1.618 |
82.57 |
|
1.000 |
81.59 |
|
0.618 |
80.99 |
|
HIGH |
80.01 |
|
0.618 |
79.41 |
|
0.500 |
79.22 |
|
0.382 |
79.03 |
|
LOW |
78.43 |
|
0.618 |
77.45 |
|
1.000 |
76.85 |
|
1.618 |
75.87 |
|
2.618 |
74.29 |
|
4.250 |
71.72 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.64 |
79.45 |
| PP |
79.43 |
79.04 |
| S1 |
79.22 |
78.64 |
|