NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
83.66 |
84.45 |
0.79 |
0.9% |
79.99 |
| High |
84.15 |
84.91 |
0.76 |
0.9% |
83.41 |
| Low |
81.99 |
81.99 |
0.00 |
0.0% |
78.79 |
| Close |
82.30 |
84.52 |
2.22 |
2.7% |
80.86 |
| Range |
2.16 |
2.92 |
0.76 |
35.2% |
4.62 |
| ATR |
2.89 |
2.89 |
0.00 |
0.1% |
0.00 |
| Volume |
3,731 |
3,639 |
-92 |
-2.5% |
23,127 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.57 |
91.46 |
86.13 |
|
| R3 |
89.65 |
88.54 |
85.32 |
|
| R2 |
86.73 |
86.73 |
85.06 |
|
| R1 |
85.62 |
85.62 |
84.79 |
86.18 |
| PP |
83.81 |
83.81 |
83.81 |
84.08 |
| S1 |
82.70 |
82.70 |
84.25 |
83.26 |
| S2 |
80.89 |
80.89 |
83.98 |
|
| S3 |
77.97 |
79.78 |
83.72 |
|
| S4 |
75.05 |
76.86 |
82.91 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.88 |
92.49 |
83.40 |
|
| R3 |
90.26 |
87.87 |
82.13 |
|
| R2 |
85.64 |
85.64 |
81.71 |
|
| R1 |
83.25 |
83.25 |
81.28 |
84.45 |
| PP |
81.02 |
81.02 |
81.02 |
81.62 |
| S1 |
78.63 |
78.63 |
80.44 |
79.83 |
| S2 |
76.40 |
76.40 |
80.01 |
|
| S3 |
71.78 |
74.01 |
79.59 |
|
| S4 |
67.16 |
69.39 |
78.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.91 |
80.29 |
4.62 |
5.5% |
2.08 |
2.5% |
92% |
True |
False |
4,029 |
| 10 |
84.91 |
76.49 |
8.42 |
10.0% |
2.41 |
2.8% |
95% |
True |
False |
3,893 |
| 20 |
91.11 |
76.39 |
14.72 |
17.4% |
3.10 |
3.7% |
55% |
False |
False |
4,245 |
| 40 |
96.71 |
76.39 |
20.32 |
24.0% |
2.58 |
3.0% |
40% |
False |
False |
3,772 |
| 60 |
96.71 |
76.39 |
20.32 |
24.0% |
2.26 |
2.7% |
40% |
False |
False |
2,919 |
| 80 |
96.71 |
76.39 |
20.32 |
24.0% |
2.13 |
2.5% |
40% |
False |
False |
2,462 |
| 100 |
96.71 |
75.80 |
20.91 |
24.7% |
2.33 |
2.8% |
42% |
False |
False |
2,303 |
| 120 |
96.71 |
72.65 |
24.06 |
28.5% |
2.25 |
2.7% |
49% |
False |
False |
2,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.32 |
|
2.618 |
92.55 |
|
1.618 |
89.63 |
|
1.000 |
87.83 |
|
0.618 |
86.71 |
|
HIGH |
84.91 |
|
0.618 |
83.79 |
|
0.500 |
83.45 |
|
0.382 |
83.11 |
|
LOW |
81.99 |
|
0.618 |
80.19 |
|
1.000 |
79.07 |
|
1.618 |
77.27 |
|
2.618 |
74.35 |
|
4.250 |
69.58 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
84.16 |
83.88 |
| PP |
83.81 |
83.24 |
| S1 |
83.45 |
82.60 |
|