NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
87.41 |
79.61 |
-7.80 |
-8.9% |
86.47 |
| High |
88.10 |
80.41 |
-7.69 |
-8.7% |
91.11 |
| Low |
78.09 |
76.39 |
-1.70 |
-2.2% |
84.69 |
| Close |
78.96 |
78.52 |
-0.44 |
-0.6% |
86.17 |
| Range |
10.01 |
4.02 |
-5.99 |
-59.8% |
6.42 |
| ATR |
3.21 |
3.26 |
0.06 |
1.8% |
0.00 |
| Volume |
8,381 |
4,852 |
-3,529 |
-42.1% |
16,769 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.50 |
88.53 |
80.73 |
|
| R3 |
86.48 |
84.51 |
79.63 |
|
| R2 |
82.46 |
82.46 |
79.26 |
|
| R1 |
80.49 |
80.49 |
78.89 |
79.47 |
| PP |
78.44 |
78.44 |
78.44 |
77.93 |
| S1 |
76.47 |
76.47 |
78.15 |
75.45 |
| S2 |
74.42 |
74.42 |
77.78 |
|
| S3 |
70.40 |
72.45 |
77.41 |
|
| S4 |
66.38 |
68.43 |
76.31 |
|
|
| 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 |
76.39 |
14.72 |
18.7% |
4.56 |
5.8% |
14% |
False |
True |
4,892 |
| 10 |
91.11 |
76.39 |
14.72 |
18.7% |
3.30 |
4.2% |
14% |
False |
True |
4,223 |
| 20 |
96.71 |
76.39 |
20.32 |
25.9% |
2.70 |
3.4% |
10% |
False |
True |
3,825 |
| 40 |
96.71 |
76.39 |
20.32 |
25.9% |
2.22 |
2.8% |
10% |
False |
True |
2,764 |
| 60 |
96.71 |
76.39 |
20.32 |
25.9% |
1.99 |
2.5% |
10% |
False |
True |
2,164 |
| 80 |
96.71 |
76.20 |
20.51 |
26.1% |
2.05 |
2.6% |
11% |
False |
False |
1,956 |
| 100 |
96.71 |
74.19 |
22.52 |
28.7% |
2.25 |
2.9% |
19% |
False |
False |
1,989 |
| 120 |
96.71 |
69.39 |
27.32 |
34.8% |
2.02 |
2.6% |
33% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.50 |
|
2.618 |
90.93 |
|
1.618 |
86.91 |
|
1.000 |
84.43 |
|
0.618 |
82.89 |
|
HIGH |
80.41 |
|
0.618 |
78.87 |
|
0.500 |
78.40 |
|
0.382 |
77.93 |
|
LOW |
76.39 |
|
0.618 |
73.91 |
|
1.000 |
72.37 |
|
1.618 |
69.89 |
|
2.618 |
65.87 |
|
4.250 |
59.31 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
78.48 |
82.25 |
| PP |
78.44 |
81.00 |
| S1 |
78.40 |
79.76 |
|