NYMEX Light Sweet Crude Oil Future August 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
106.01 |
108.80 |
2.79 |
2.6% |
107.22 |
| High |
109.34 |
111.45 |
2.11 |
1.9% |
114.05 |
| Low |
104.56 |
97.43 |
-7.13 |
-6.8% |
104.56 |
| Close |
108.43 |
99.50 |
-8.93 |
-8.2% |
108.43 |
| Range |
4.78 |
14.02 |
9.24 |
193.3% |
9.49 |
| ATR |
4.85 |
5.50 |
0.66 |
13.5% |
0.00 |
| Volume |
305,338 |
594,215 |
288,877 |
94.6% |
1,579,950 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.85 |
136.20 |
107.21 |
|
| R3 |
130.83 |
122.18 |
103.36 |
|
| R2 |
116.81 |
116.81 |
102.07 |
|
| R1 |
108.16 |
108.16 |
100.79 |
105.48 |
| PP |
102.79 |
102.79 |
102.79 |
101.45 |
| S1 |
94.14 |
94.14 |
98.21 |
91.46 |
| S2 |
88.77 |
88.77 |
96.93 |
|
| S3 |
74.75 |
80.12 |
95.64 |
|
| S4 |
60.73 |
66.10 |
91.79 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.48 |
132.45 |
113.65 |
|
| R3 |
127.99 |
122.96 |
111.04 |
|
| R2 |
118.50 |
118.50 |
110.17 |
|
| R1 |
113.47 |
113.47 |
109.30 |
115.99 |
| PP |
109.01 |
109.01 |
109.01 |
110.27 |
| S1 |
103.98 |
103.98 |
107.56 |
106.50 |
| S2 |
99.52 |
99.52 |
106.69 |
|
| S3 |
90.03 |
94.49 |
105.82 |
|
| S4 |
80.54 |
85.00 |
103.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.05 |
97.43 |
16.62 |
16.7% |
6.32 |
6.3% |
12% |
False |
True |
378,250 |
| 10 |
114.05 |
97.43 |
16.62 |
16.7% |
5.88 |
5.9% |
12% |
False |
True |
370,210 |
| 20 |
120.88 |
97.43 |
23.45 |
23.6% |
5.31 |
5.3% |
9% |
False |
True |
278,957 |
| 40 |
120.88 |
95.47 |
25.41 |
25.5% |
4.92 |
4.9% |
16% |
False |
False |
176,375 |
| 60 |
120.88 |
91.61 |
29.27 |
29.4% |
4.69 |
4.7% |
27% |
False |
False |
131,566 |
| 80 |
120.88 |
86.81 |
34.07 |
34.2% |
4.88 |
4.9% |
37% |
False |
False |
106,673 |
| 100 |
120.88 |
81.64 |
39.24 |
39.4% |
4.99 |
5.0% |
46% |
False |
False |
93,721 |
| 120 |
120.88 |
74.93 |
45.95 |
46.2% |
4.48 |
4.5% |
53% |
False |
False |
80,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.04 |
|
2.618 |
148.15 |
|
1.618 |
134.13 |
|
1.000 |
125.47 |
|
0.618 |
120.11 |
|
HIGH |
111.45 |
|
0.618 |
106.09 |
|
0.500 |
104.44 |
|
0.382 |
102.79 |
|
LOW |
97.43 |
|
0.618 |
88.77 |
|
1.000 |
83.41 |
|
1.618 |
74.75 |
|
2.618 |
60.73 |
|
4.250 |
37.85 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
104.44 |
104.44 |
| PP |
102.79 |
102.79 |
| S1 |
101.15 |
101.15 |
|