NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	82.60	82.17	-0.43	-0.5%	83.06
High	83.18	83.41	0.23	0.3%	84.04
Low	80.99	81.99	1.00	1.2%	76.49
Close	83.18	83.38	0.20	0.2%	79.37
Range	2.19	1.42	-0.77	-35.2%	7.55
ATR	3.24	3.11	-0.13	-4.0%	0.00
Volume	5,170	4,569	-601	-11.6%	19,816

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.19	86.70	84.16
R3	85.77	85.28	83.77
R2	84.35	84.35	83.64
R1	83.86	83.86	83.51	84.11
PP	82.93	82.93	82.93	83.05
S1	82.44	82.44	83.25	82.69
S2	81.51	81.51	83.12
S3	80.09	81.02	82.99
S4	78.67	79.60	82.60

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	83.41	76.49	6.92	8.3%	2.74	3.3%	100%	True	False	3,756
10	84.04	76.49	7.55	9.1%	2.88	3.4%	91%	False	False	4,030
20	91.11	76.39	14.72	17.7%	3.09	3.7%	47%	False	False	4,126
40	96.71	76.39	20.32	24.4%	2.44	2.9%	34%	False	False	3,457
60	96.71	76.39	20.32	24.4%	2.22	2.7%	34%	False	False	2,669
80	96.71	76.39	20.32	24.4%	2.15	2.6%	34%	False	False	2,296
100	96.71	75.19	21.52	25.8%	2.34	2.8%	38%	False	False	2,253
120	96.71	72.09	24.62	29.5%	2.19	2.6%	46%	False	False	2,094

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	89.45
2.618	87.13
1.618	85.71
1.000	84.83
0.618	84.29
HIGH	83.41
0.618	82.87
0.500	82.70
0.382	82.53
LOW	81.99
0.618	81.11
1.000	80.57
1.618	79.69
2.618	78.27
4.250	75.96

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	83.15	82.62
PP	82.93	81.86
S1	82.70	81.10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols