NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
84.31 |
82.38 |
-1.93 |
-2.3% |
80.58 |
| High |
84.91 |
85.61 |
0.70 |
0.8% |
86.63 |
| Low |
82.29 |
82.36 |
0.07 |
0.1% |
80.29 |
| Close |
84.31 |
82.36 |
-1.95 |
-2.3% |
85.45 |
| Range |
2.62 |
3.25 |
0.63 |
24.0% |
6.34 |
| ATR |
2.91 |
2.93 |
0.02 |
0.8% |
0.00 |
| Volume |
3,118 |
5,207 |
2,089 |
67.0% |
21,622 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.19 |
91.03 |
84.15 |
|
| R3 |
89.94 |
87.78 |
83.25 |
|
| R2 |
86.69 |
86.69 |
82.96 |
|
| R1 |
84.53 |
84.53 |
82.66 |
83.99 |
| PP |
83.44 |
83.44 |
83.44 |
83.17 |
| S1 |
81.28 |
81.28 |
82.06 |
80.74 |
| S2 |
80.19 |
80.19 |
81.76 |
|
| S3 |
76.94 |
78.03 |
81.47 |
|
| S4 |
73.69 |
74.78 |
80.57 |
|
|
| 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 |
6.4% |
2.29 |
2.8% |
19% |
False |
False |
4,801 |
| 10 |
86.63 |
80.29 |
6.34 |
7.7% |
2.19 |
2.7% |
33% |
False |
False |
4,415 |
| 20 |
86.63 |
76.49 |
10.14 |
12.3% |
2.53 |
3.1% |
58% |
False |
False |
4,223 |
| 40 |
96.71 |
76.39 |
20.32 |
24.7% |
2.62 |
3.2% |
29% |
False |
False |
4,024 |
| 60 |
96.71 |
76.39 |
20.32 |
24.7% |
2.32 |
2.8% |
29% |
False |
False |
3,250 |
| 80 |
96.71 |
76.39 |
20.32 |
24.7% |
2.13 |
2.6% |
29% |
False |
False |
2,679 |
| 100 |
96.71 |
76.20 |
20.51 |
24.9% |
2.15 |
2.6% |
30% |
False |
False |
2,410 |
| 120 |
96.71 |
74.19 |
22.52 |
27.3% |
2.30 |
2.8% |
36% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.42 |
|
2.618 |
94.12 |
|
1.618 |
90.87 |
|
1.000 |
88.86 |
|
0.618 |
87.62 |
|
HIGH |
85.61 |
|
0.618 |
84.37 |
|
0.500 |
83.99 |
|
0.382 |
83.60 |
|
LOW |
82.36 |
|
0.618 |
80.35 |
|
1.000 |
79.11 |
|
1.618 |
77.10 |
|
2.618 |
73.85 |
|
4.250 |
68.55 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
83.99 |
83.50 |
| PP |
83.44 |
83.12 |
| S1 |
82.90 |
82.74 |
|