NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
82.38 |
82.87 |
0.49 |
0.6% |
80.58 |
| High |
85.61 |
83.01 |
-2.60 |
-3.0% |
86.63 |
| Low |
82.36 |
79.50 |
-2.86 |
-3.5% |
80.29 |
| Close |
82.36 |
79.90 |
-2.46 |
-3.0% |
85.45 |
| Range |
3.25 |
3.51 |
0.26 |
8.0% |
6.34 |
| ATR |
2.93 |
2.97 |
0.04 |
1.4% |
0.00 |
| Volume |
5,207 |
3,887 |
-1,320 |
-25.4% |
21,622 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.33 |
89.13 |
81.83 |
|
| R3 |
87.82 |
85.62 |
80.87 |
|
| R2 |
84.31 |
84.31 |
80.54 |
|
| R1 |
82.11 |
82.11 |
80.22 |
81.46 |
| PP |
80.80 |
80.80 |
80.80 |
80.48 |
| S1 |
78.60 |
78.60 |
79.58 |
77.95 |
| S2 |
77.29 |
77.29 |
79.26 |
|
| S3 |
73.78 |
75.09 |
78.93 |
|
| S4 |
70.27 |
71.58 |
77.97 |
|
|
| 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 |
79.50 |
7.13 |
8.9% |
2.53 |
3.2% |
6% |
False |
True |
4,734 |
| 10 |
86.63 |
79.50 |
7.13 |
8.9% |
2.40 |
3.0% |
6% |
False |
True |
4,204 |
| 20 |
86.63 |
76.49 |
10.14 |
12.7% |
2.50 |
3.1% |
34% |
False |
False |
4,235 |
| 40 |
96.71 |
76.39 |
20.32 |
25.4% |
2.69 |
3.4% |
17% |
False |
False |
4,080 |
| 60 |
96.71 |
76.39 |
20.32 |
25.4% |
2.31 |
2.9% |
17% |
False |
False |
3,272 |
| 80 |
96.71 |
76.39 |
20.32 |
25.4% |
2.15 |
2.7% |
17% |
False |
False |
2,723 |
| 100 |
96.71 |
76.20 |
20.51 |
25.7% |
2.15 |
2.7% |
18% |
False |
False |
2,438 |
| 120 |
96.71 |
74.19 |
22.52 |
28.2% |
2.32 |
2.9% |
25% |
False |
False |
2,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.93 |
|
2.618 |
92.20 |
|
1.618 |
88.69 |
|
1.000 |
86.52 |
|
0.618 |
85.18 |
|
HIGH |
83.01 |
|
0.618 |
81.67 |
|
0.500 |
81.26 |
|
0.382 |
80.84 |
|
LOW |
79.50 |
|
0.618 |
77.33 |
|
1.000 |
75.99 |
|
1.618 |
73.82 |
|
2.618 |
70.31 |
|
4.250 |
64.58 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
81.26 |
82.56 |
| PP |
80.80 |
81.67 |
| S1 |
80.35 |
80.79 |
|