NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	80.80	84.43	3.63	4.5%	83.38
High	83.63	85.21	1.58	1.9%	85.61
Low	80.69	83.49	2.80	3.5%	78.88
Close	83.63	84.92	1.29	1.5%	80.14
Range	2.94	1.72	-1.22	-41.5%	6.73
ATR	2.86	2.78	-0.08	-2.8%	0.00
Volume	4,480	5,337	857	19.1%	20,122

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	89.70	89.03	85.87
R3	87.98	87.31	85.39
R2	86.26	86.26	85.24
R1	85.59	85.59	85.08	85.93
PP	84.54	84.54	84.54	84.71
S1	83.87	83.87	84.76	84.21
S2	82.82	82.82	84.60
S3	81.10	82.15	84.45
S4	79.38	80.43	83.97

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	101.73	97.67	83.84
R3	95.00	90.94	81.99
R2	88.27	88.27	81.37
R1	84.21	84.21	80.76	82.88
PP	81.54	81.54	81.54	80.88
S1	77.48	77.48	79.52	76.15
S2	74.81	74.81	78.91
S3	68.08	70.75	78.29
S4	61.35	64.02	76.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.21	78.88	6.33	7.5%	2.36	2.8%	95%	True	False	3,789
10	86.63	78.88	7.75	9.1%	2.44	2.9%	78%	False	False	4,261
20	86.63	77.69	8.94	10.5%	2.37	2.8%	81%	False	False	4,157
40	94.41	76.39	18.02	21.2%	2.74	3.2%	47%	False	False	4,083
60	96.71	76.39	20.32	23.9%	2.38	2.8%	42%	False	False	3,489
80	96.71	76.39	20.32	23.9%	2.19	2.6%	42%	False	False	2,896
100	96.71	76.39	20.32	23.9%	2.16	2.5%	42%	False	False	2,546
120	96.71	74.19	22.52	26.5%	2.36	2.8%	48%	False	False	2,497

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	92.52
2.618	89.71
1.618	87.99
1.000	86.93
0.618	86.27
HIGH	85.21
0.618	84.55
0.500	84.35
0.382	84.15
LOW	83.49
0.618	82.43
1.000	81.77
1.618	80.71
2.618	78.99
4.250	76.18

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	84.73	84.26
PP	84.54	83.61
S1	84.35	82.95

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols