NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
85.26 |
86.43 |
1.17 |
1.4% |
86.47 |
| High |
89.21 |
86.91 |
-2.30 |
-2.6% |
91.11 |
| Low |
85.26 |
84.69 |
-0.57 |
-0.7% |
84.69 |
| Close |
85.26 |
86.17 |
0.91 |
1.1% |
86.17 |
| Range |
3.95 |
2.22 |
-1.73 |
-43.8% |
6.42 |
| ATR |
2.72 |
2.68 |
-0.04 |
-1.3% |
0.00 |
| Volume |
4,086 |
3,641 |
-445 |
-10.9% |
16,769 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.58 |
91.60 |
87.39 |
|
| R3 |
90.36 |
89.38 |
86.78 |
|
| R2 |
88.14 |
88.14 |
86.58 |
|
| R1 |
87.16 |
87.16 |
86.37 |
86.54 |
| PP |
85.92 |
85.92 |
85.92 |
85.62 |
| S1 |
84.94 |
84.94 |
85.97 |
84.32 |
| S2 |
83.70 |
83.70 |
85.76 |
|
| S3 |
81.48 |
82.72 |
85.56 |
|
| S4 |
79.26 |
80.50 |
84.95 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.58 |
102.80 |
89.70 |
|
| R3 |
100.16 |
96.38 |
87.94 |
|
| R2 |
93.74 |
93.74 |
87.35 |
|
| R1 |
89.96 |
89.96 |
86.76 |
88.64 |
| PP |
87.32 |
87.32 |
87.32 |
86.67 |
| S1 |
83.54 |
83.54 |
85.58 |
82.22 |
| S2 |
80.90 |
80.90 |
84.99 |
|
| S3 |
74.48 |
77.12 |
84.40 |
|
| S4 |
68.06 |
70.70 |
82.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.11 |
84.69 |
6.42 |
7.5% |
2.37 |
2.8% |
23% |
False |
True |
3,353 |
| 10 |
94.19 |
83.90 |
10.29 |
11.9% |
2.58 |
3.0% |
22% |
False |
False |
3,771 |
| 20 |
96.71 |
83.90 |
12.81 |
14.9% |
2.18 |
2.5% |
18% |
False |
False |
3,378 |
| 40 |
96.71 |
82.25 |
14.46 |
16.8% |
1.96 |
2.3% |
27% |
False |
False |
2,483 |
| 60 |
96.71 |
81.16 |
15.55 |
18.0% |
1.84 |
2.1% |
32% |
False |
False |
2,000 |
| 80 |
96.71 |
75.80 |
20.91 |
24.3% |
2.07 |
2.4% |
50% |
False |
False |
1,868 |
| 100 |
96.71 |
74.11 |
22.60 |
26.2% |
2.13 |
2.5% |
53% |
False |
False |
1,875 |
| 120 |
96.71 |
67.59 |
29.12 |
33.8% |
1.92 |
2.2% |
64% |
False |
False |
1,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.35 |
|
2.618 |
92.72 |
|
1.618 |
90.50 |
|
1.000 |
89.13 |
|
0.618 |
88.28 |
|
HIGH |
86.91 |
|
0.618 |
86.06 |
|
0.500 |
85.80 |
|
0.382 |
85.54 |
|
LOW |
84.69 |
|
0.618 |
83.32 |
|
1.000 |
82.47 |
|
1.618 |
81.10 |
|
2.618 |
78.88 |
|
4.250 |
75.26 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.05 |
87.90 |
| PP |
85.92 |
87.32 |
| S1 |
85.80 |
86.75 |
|