NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
84.26 |
85.79 |
1.53 |
1.8% |
80.58 |
| High |
85.91 |
86.63 |
0.72 |
0.8% |
86.63 |
| Low |
83.61 |
85.35 |
1.74 |
2.1% |
80.29 |
| Close |
83.84 |
85.45 |
1.61 |
1.9% |
85.45 |
| Range |
2.30 |
1.28 |
-1.02 |
-44.3% |
6.34 |
| ATR |
2.85 |
2.84 |
0.00 |
-0.1% |
0.00 |
| Volume |
4,223 |
7,087 |
2,864 |
67.8% |
21,622 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.65 |
88.83 |
86.15 |
|
| R3 |
88.37 |
87.55 |
85.80 |
|
| R2 |
87.09 |
87.09 |
85.68 |
|
| R1 |
86.27 |
86.27 |
85.57 |
86.04 |
| PP |
85.81 |
85.81 |
85.81 |
85.70 |
| S1 |
84.99 |
84.99 |
85.33 |
84.76 |
| S2 |
84.53 |
84.53 |
85.22 |
|
| S3 |
83.25 |
83.71 |
85.10 |
|
| S4 |
81.97 |
82.43 |
84.75 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.14 |
100.64 |
88.94 |
|
| R3 |
96.80 |
94.30 |
87.19 |
|
| R2 |
90.46 |
90.46 |
86.61 |
|
| R1 |
87.96 |
87.96 |
86.03 |
89.21 |
| PP |
84.12 |
84.12 |
84.12 |
84.75 |
| S1 |
81.62 |
81.62 |
84.87 |
82.87 |
| S2 |
77.78 |
77.78 |
84.29 |
|
| S3 |
71.44 |
75.28 |
83.71 |
|
| S4 |
65.10 |
68.94 |
81.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.63 |
80.29 |
6.34 |
7.4% |
2.21 |
2.6% |
81% |
True |
False |
4,324 |
| 10 |
86.63 |
78.79 |
7.84 |
9.2% |
2.16 |
2.5% |
85% |
True |
False |
4,474 |
| 20 |
88.10 |
76.39 |
11.71 |
13.7% |
2.95 |
3.5% |
77% |
False |
False |
4,431 |
| 40 |
96.71 |
76.39 |
20.32 |
23.8% |
2.58 |
3.0% |
45% |
False |
False |
3,934 |
| 60 |
96.71 |
76.39 |
20.32 |
23.8% |
2.26 |
2.6% |
45% |
False |
False |
3,079 |
| 80 |
96.71 |
76.39 |
20.32 |
23.8% |
2.11 |
2.5% |
45% |
False |
False |
2,576 |
| 100 |
96.71 |
75.80 |
20.91 |
24.5% |
2.27 |
2.7% |
46% |
False |
False |
2,370 |
| 120 |
96.71 |
74.11 |
22.60 |
26.4% |
2.25 |
2.6% |
50% |
False |
False |
2,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.07 |
|
2.618 |
89.98 |
|
1.618 |
88.70 |
|
1.000 |
87.91 |
|
0.618 |
87.42 |
|
HIGH |
86.63 |
|
0.618 |
86.14 |
|
0.500 |
85.99 |
|
0.382 |
85.84 |
|
LOW |
85.35 |
|
0.618 |
84.56 |
|
1.000 |
84.07 |
|
1.618 |
83.28 |
|
2.618 |
82.00 |
|
4.250 |
79.91 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
85.99 |
85.07 |
| PP |
85.81 |
84.69 |
| S1 |
85.63 |
84.31 |
|