NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	79.61	77.79	-1.82	-2.3%	86.47
High	80.41	81.61	1.20	1.5%	91.11
Low	76.39	77.39	1.00	1.3%	84.69
Close	78.52	81.15	2.63	3.3%	86.17
Range	4.02	4.22	0.20	5.0%	6.42
ATR	3.26	3.33	0.07	2.1%	0.00
Volume	4,852	3,636	-1,216	-25.1%	16,769

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	92.71	91.15	83.47
R3	88.49	86.93	82.31
R2	84.27	84.27	81.92
R1	82.71	82.71	81.54	83.49
PP	80.05	80.05	80.05	80.44
S1	78.49	78.49	80.76	79.27
S2	75.83	75.83	80.38
S3	71.61	74.27	79.99
S4	67.39	70.05	78.83

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	89.21	76.39	12.82	15.8%	4.88	6.0%	37%	False	False	4,919
10	91.11	76.39	14.72	18.1%	3.48	4.3%	32%	False	False	4,141
20	96.71	76.39	20.32	25.0%	2.89	3.6%	23%	False	False	3,924
40	96.71	76.39	20.32	25.0%	2.22	2.7%	23%	False	False	2,791
60	96.71	76.39	20.32	25.0%	2.03	2.5%	23%	False	False	2,218
80	96.71	76.20	20.51	25.3%	2.06	2.5%	24%	False	False	1,988
100	96.71	74.19	22.52	27.8%	2.28	2.8%	31%	False	False	2,017
120	96.71	69.39	27.32	33.7%	2.06	2.5%	43%	False	False	1,913

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.55
2.618	92.66
1.618	88.44
1.000	85.83
0.618	84.22
HIGH	81.61
0.618	80.00
0.500	79.50
0.382	79.00
LOW	77.39
0.618	74.78
1.000	73.17
1.618	70.56
2.618	66.34
4.250	59.46

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	80.60	82.25
PP	80.05	81.88
S1	79.50	81.52

Download as Excel Spreadsheet

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

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