NYMEX Light Sweet Crude Oil Future September 2022

Trading Metrics calculated at close of trading on 11-Jul-2022

Day Change Summary
	Previous	Current
	08-Jul-2022	11-Jul-2022	Change	Change %	Previous Week
Open	98.92	101.33	2.41	2.4%	105.60
High	101.97	102.00	0.03	0.0%	108.28
Low	98.40	97.94	-0.46	-0.5%	92.18
Close	101.53	101.21	-0.32	-0.3%	101.53
Range	3.57	4.06	0.49	13.7%	16.10
ATR	5.39	5.30	-0.10	-1.8%	0.00
Volume	124,088	142,492	18,404	14.8%	634,978

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	112.56	110.95	103.44
R3	108.50	106.89	102.33
R2	104.44	104.44	101.95
R1	102.83	102.83	101.58	101.61
PP	100.38	100.38	100.38	99.77
S1	98.77	98.77	100.84	97.55
S2	96.32	96.32	100.47
S3	92.26	94.71	100.09
S4	88.20	90.65	98.98

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	148.96	141.35	110.39
R3	132.86	125.25	105.96
R2	116.76	116.76	104.48
R1	109.15	109.15	103.01	104.91
PP	100.66	100.66	100.66	98.54
S1	93.05	93.05	100.05	88.81
S2	84.56	84.56	98.58
S3	68.46	76.95	97.10
S4	52.36	60.85	92.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.28	92.18	16.10	15.9%	7.20	7.1%	56%	False	False	155,494
10	111.14	92.18	18.96	18.7%	5.76	5.7%	48%	False	False	133,218
20	117.78	92.18	25.60	25.3%	5.61	5.5%	35%	False	False	123,684
40	118.08	92.18	25.90	25.6%	4.63	4.6%	35%	False	False	91,952
60	118.08	92.18	25.90	25.6%	4.50	4.4%	35%	False	False	74,627
80	118.08	85.38	32.70	32.3%	4.55	4.5%	48%	False	False	65,267
100	118.08	80.64	37.44	37.0%	4.81	4.8%	55%	False	False	63,265
120	118.08	77.07	41.01	40.5%	4.35	4.3%	59%	False	False	56,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119.26
2.618	112.63
1.618	108.57
1.000	106.06
0.618	104.51
HIGH	102.00
0.618	100.45
0.500	99.97
0.382	99.49
LOW	97.94
0.618	95.43
1.000	93.88
1.618	91.37
2.618	87.31
4.250	80.69

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	100.80	99.97
PP	100.38	98.74
S1	99.97	97.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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