NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
83.06 |
82.05 |
-1.01 |
-1.2% |
87.41 |
| High |
84.04 |
82.05 |
-1.99 |
-2.4% |
88.10 |
| Low |
80.99 |
78.23 |
-2.76 |
-3.4% |
76.39 |
| Close |
84.04 |
79.11 |
-4.93 |
-5.9% |
83.07 |
| Range |
3.05 |
3.82 |
0.77 |
25.2% |
11.71 |
| ATR |
3.24 |
3.43 |
0.18 |
5.6% |
0.00 |
| Volume |
2,327 |
6,639 |
4,312 |
185.3% |
20,433 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.26 |
89.00 |
81.21 |
|
| R3 |
87.44 |
85.18 |
80.16 |
|
| R2 |
83.62 |
83.62 |
79.81 |
|
| R1 |
81.36 |
81.36 |
79.46 |
80.58 |
| PP |
79.80 |
79.80 |
79.80 |
79.41 |
| S1 |
77.54 |
77.54 |
78.76 |
76.76 |
| S2 |
75.98 |
75.98 |
78.41 |
|
| S3 |
72.16 |
73.72 |
78.06 |
|
| S4 |
68.34 |
69.90 |
77.01 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.65 |
112.07 |
89.51 |
|
| R3 |
105.94 |
100.36 |
86.29 |
|
| R2 |
94.23 |
94.23 |
85.22 |
|
| R1 |
88.65 |
88.65 |
84.14 |
85.59 |
| PP |
82.52 |
82.52 |
82.52 |
80.99 |
| S1 |
76.94 |
76.94 |
82.00 |
73.88 |
| S2 |
70.81 |
70.81 |
80.92 |
|
| S3 |
59.10 |
65.23 |
79.85 |
|
| S4 |
47.39 |
53.52 |
76.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.04 |
76.39 |
7.65 |
9.7% |
3.49 |
4.4% |
36% |
False |
False |
4,203 |
| 10 |
91.11 |
76.39 |
14.72 |
18.6% |
3.65 |
4.6% |
18% |
False |
False |
4,410 |
| 20 |
96.71 |
76.39 |
20.32 |
25.7% |
3.17 |
4.0% |
13% |
False |
False |
3,893 |
| 40 |
96.71 |
76.39 |
20.32 |
25.7% |
2.31 |
2.9% |
13% |
False |
False |
2,999 |
| 60 |
96.71 |
76.39 |
20.32 |
25.7% |
2.11 |
2.7% |
13% |
False |
False |
2,375 |
| 80 |
96.71 |
76.39 |
20.32 |
25.7% |
2.12 |
2.7% |
13% |
False |
False |
2,055 |
| 100 |
96.71 |
74.19 |
22.52 |
28.5% |
2.33 |
2.9% |
22% |
False |
False |
2,102 |
| 120 |
96.71 |
70.50 |
26.21 |
33.1% |
2.12 |
2.7% |
33% |
False |
False |
1,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.29 |
|
2.618 |
92.05 |
|
1.618 |
88.23 |
|
1.000 |
85.87 |
|
0.618 |
84.41 |
|
HIGH |
82.05 |
|
0.618 |
80.59 |
|
0.500 |
80.14 |
|
0.382 |
79.69 |
|
LOW |
78.23 |
|
0.618 |
75.87 |
|
1.000 |
74.41 |
|
1.618 |
72.05 |
|
2.618 |
68.23 |
|
4.250 |
62.00 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.14 |
81.14 |
| PP |
79.80 |
80.46 |
| S1 |
79.45 |
79.79 |
|