NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
86.43 |
87.41 |
0.98 |
1.1% |
86.47 |
| High |
86.91 |
88.10 |
1.19 |
1.4% |
91.11 |
| Low |
84.69 |
78.09 |
-6.60 |
-7.8% |
84.69 |
| Close |
86.17 |
78.96 |
-7.21 |
-8.4% |
86.17 |
| Range |
2.22 |
10.01 |
7.79 |
350.9% |
6.42 |
| ATR |
2.68 |
3.21 |
0.52 |
19.5% |
0.00 |
| Volume |
3,641 |
8,381 |
4,740 |
130.2% |
16,769 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.75 |
105.36 |
84.47 |
|
| R3 |
101.74 |
95.35 |
81.71 |
|
| R2 |
91.73 |
91.73 |
80.80 |
|
| R1 |
85.34 |
85.34 |
79.88 |
83.53 |
| PP |
81.72 |
81.72 |
81.72 |
80.81 |
| S1 |
75.33 |
75.33 |
78.04 |
73.52 |
| S2 |
71.71 |
71.71 |
77.12 |
|
| S3 |
61.70 |
65.32 |
76.21 |
|
| S4 |
51.69 |
55.31 |
73.45 |
|
|
| 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 |
78.09 |
13.02 |
16.5% |
3.81 |
4.8% |
7% |
False |
True |
4,617 |
| 10 |
91.61 |
78.09 |
13.52 |
17.1% |
3.12 |
3.9% |
6% |
False |
True |
4,086 |
| 20 |
96.71 |
78.09 |
18.62 |
23.6% |
2.56 |
3.2% |
5% |
False |
True |
3,652 |
| 40 |
96.71 |
78.09 |
18.62 |
23.6% |
2.16 |
2.7% |
5% |
False |
True |
2,663 |
| 60 |
96.71 |
78.09 |
18.62 |
23.6% |
1.95 |
2.5% |
5% |
False |
True |
2,107 |
| 80 |
96.71 |
76.20 |
20.51 |
26.0% |
2.05 |
2.6% |
13% |
False |
False |
1,926 |
| 100 |
96.71 |
74.19 |
22.52 |
28.5% |
2.22 |
2.8% |
21% |
False |
False |
1,951 |
| 120 |
96.71 |
68.78 |
27.93 |
35.4% |
2.00 |
2.5% |
36% |
False |
False |
1,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.64 |
|
2.618 |
114.31 |
|
1.618 |
104.30 |
|
1.000 |
98.11 |
|
0.618 |
94.29 |
|
HIGH |
88.10 |
|
0.618 |
84.28 |
|
0.500 |
83.10 |
|
0.382 |
81.91 |
|
LOW |
78.09 |
|
0.618 |
71.90 |
|
1.000 |
68.08 |
|
1.618 |
61.89 |
|
2.618 |
51.88 |
|
4.250 |
35.55 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
83.10 |
83.65 |
| PP |
81.72 |
82.09 |
| S1 |
80.34 |
80.52 |
|