NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 18-Jul-2022

Day Change Summary
	Previous	Current
	15-Jul-2022	18-Jul-2022	Change	Change %	Previous Week
Open	79.99	79.99	0.00	0.0%	83.06
High	80.22	82.81	2.59	3.2%	84.04
Low	77.69	78.79	1.10	1.4%	76.49
Close	79.37	82.71	3.34	4.2%	79.37
Range	2.53	4.02	1.49	58.9%	7.55
ATR	3.26	3.32	0.05	1.7%	0.00
Volume	2,864	3,551	687	24.0%	19,816

Daily Pivots for day following 18-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	93.50	92.12	84.92
R3	89.48	88.10	83.82
R2	85.46	85.46	83.45
R1	84.08	84.08	83.08	84.77
PP	81.44	81.44	81.44	81.78
S1	80.06	80.06	82.34	80.75
S2	77.42	77.42	81.97
S3	73.40	76.04	81.60
S4	69.38	72.02	80.50

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	102.62	98.54	83.52
R3	95.07	90.99	81.45
R2	87.52	87.52	80.75
R1	83.44	83.44	80.06	81.71
PP	79.97	79.97	79.97	79.10
S1	75.89	75.89	78.68	74.16
S2	72.42	72.42	77.99
S3	64.87	68.34	77.29
S4	57.32	60.79	75.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.81	76.49	6.32	7.6%	3.11	3.8%	98%	True	False	4,208
10	88.10	76.39	11.71	14.2%	3.92	4.7%	54%	False	False	4,380
20	94.19	76.39	17.80	21.5%	3.25	3.9%	36%	False	False	4,075
40	96.71	76.39	20.32	24.6%	2.43	2.9%	31%	False	False	3,274
60	96.71	76.39	20.32	24.6%	2.18	2.6%	31%	False	False	2,537
80	96.71	76.39	20.32	24.6%	2.17	2.6%	31%	False	False	2,199
100	96.71	75.19	21.52	26.0%	2.37	2.9%	35%	False	False	2,206
120	96.71	72.09	24.62	29.8%	2.17	2.6%	43%	False	False	2,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	99.90
2.618	93.33
1.618	89.31
1.000	86.83
0.618	85.29
HIGH	82.81
0.618	81.27
0.500	80.80
0.382	80.33
LOW	78.79
0.618	76.31
1.000	74.77
1.618	72.29
2.618	68.27
4.250	61.71

Fisher Pivots for day following 18-Jul-2022
Pivot	1 day	3 day
R1	82.07	81.69
PP	81.44	80.67
S1	80.80	79.65

Download as Excel Spreadsheet

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

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