NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
83.38 |
84.31 |
0.93 |
1.1% |
80.58 |
| High |
83.39 |
84.91 |
1.52 |
1.8% |
86.63 |
| Low |
81.39 |
82.29 |
0.90 |
1.1% |
80.29 |
| Close |
83.06 |
84.31 |
1.25 |
1.5% |
85.45 |
| Range |
2.00 |
2.62 |
0.62 |
31.0% |
6.34 |
| ATR |
2.93 |
2.91 |
-0.02 |
-0.8% |
0.00 |
| Volume |
4,374 |
3,118 |
-1,256 |
-28.7% |
21,622 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.70 |
90.62 |
85.75 |
|
| R3 |
89.08 |
88.00 |
85.03 |
|
| R2 |
86.46 |
86.46 |
84.79 |
|
| R1 |
85.38 |
85.38 |
84.55 |
85.62 |
| PP |
83.84 |
83.84 |
83.84 |
83.96 |
| S1 |
82.76 |
82.76 |
84.07 |
83.00 |
| S2 |
81.22 |
81.22 |
83.83 |
|
| S3 |
78.60 |
80.14 |
83.59 |
|
| S4 |
75.98 |
77.52 |
82.87 |
|
|
| 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 |
81.39 |
5.24 |
6.2% |
2.22 |
2.6% |
56% |
False |
False |
4,488 |
| 10 |
86.63 |
80.29 |
6.34 |
7.5% |
2.00 |
2.4% |
63% |
False |
False |
4,352 |
| 20 |
86.63 |
76.39 |
10.24 |
12.1% |
2.57 |
3.0% |
77% |
False |
False |
4,205 |
| 40 |
96.71 |
76.39 |
20.32 |
24.1% |
2.56 |
3.0% |
39% |
False |
False |
3,928 |
| 60 |
96.71 |
76.39 |
20.32 |
24.1% |
2.30 |
2.7% |
39% |
False |
False |
3,177 |
| 80 |
96.71 |
76.39 |
20.32 |
24.1% |
2.11 |
2.5% |
39% |
False |
False |
2,632 |
| 100 |
96.71 |
76.20 |
20.51 |
24.3% |
2.15 |
2.6% |
40% |
False |
False |
2,382 |
| 120 |
96.71 |
74.19 |
22.52 |
26.7% |
2.28 |
2.7% |
45% |
False |
False |
2,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.05 |
|
2.618 |
91.77 |
|
1.618 |
89.15 |
|
1.000 |
87.53 |
|
0.618 |
86.53 |
|
HIGH |
84.91 |
|
0.618 |
83.91 |
|
0.500 |
83.60 |
|
0.382 |
83.29 |
|
LOW |
82.29 |
|
0.618 |
80.67 |
|
1.000 |
79.67 |
|
1.618 |
78.05 |
|
2.618 |
75.43 |
|
4.250 |
71.16 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
84.07 |
84.21 |
| PP |
83.84 |
84.11 |
| S1 |
83.60 |
84.01 |
|