NYMEX Light Sweet Crude Oil Future August 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
104.79 |
103.46 |
-1.33 |
-1.3% |
108.80 |
| High |
105.05 |
103.49 |
-1.56 |
-1.5% |
111.45 |
| Low |
100.89 |
95.35 |
-5.54 |
-5.5% |
95.10 |
| Close |
104.09 |
95.84 |
-8.25 |
-7.9% |
104.79 |
| Range |
4.16 |
8.14 |
3.98 |
95.7% |
16.35 |
| ATR |
5.53 |
5.76 |
0.23 |
4.2% |
0.00 |
| Volume |
348,566 |
398,552 |
49,986 |
14.3% |
1,745,643 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.65 |
117.38 |
100.32 |
|
| R3 |
114.51 |
109.24 |
98.08 |
|
| R2 |
106.37 |
106.37 |
97.33 |
|
| R1 |
101.10 |
101.10 |
96.59 |
99.67 |
| PP |
98.23 |
98.23 |
98.23 |
97.51 |
| S1 |
92.96 |
92.96 |
95.09 |
91.53 |
| S2 |
90.09 |
90.09 |
94.35 |
|
| S3 |
81.95 |
84.82 |
93.60 |
|
| S4 |
73.81 |
76.68 |
91.36 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.83 |
145.16 |
113.78 |
|
| R3 |
136.48 |
128.81 |
109.29 |
|
| R2 |
120.13 |
120.13 |
107.79 |
|
| R1 |
112.46 |
112.46 |
106.29 |
108.12 |
| PP |
103.78 |
103.78 |
103.78 |
101.61 |
| S1 |
96.11 |
96.11 |
103.29 |
91.77 |
| S2 |
87.43 |
87.43 |
101.79 |
|
| S3 |
71.08 |
79.76 |
100.29 |
|
| S4 |
54.73 |
63.41 |
95.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.24 |
95.10 |
10.14 |
10.6% |
6.20 |
6.5% |
7% |
False |
False |
379,709 |
| 10 |
114.05 |
95.10 |
18.95 |
19.8% |
6.26 |
6.5% |
4% |
False |
False |
378,979 |
| 20 |
120.88 |
95.10 |
25.78 |
26.9% |
6.06 |
6.3% |
3% |
False |
False |
343,571 |
| 40 |
120.88 |
95.10 |
25.78 |
26.9% |
4.99 |
5.2% |
3% |
False |
False |
215,583 |
| 60 |
120.88 |
93.45 |
27.43 |
28.6% |
4.85 |
5.1% |
9% |
False |
False |
159,964 |
| 80 |
120.88 |
88.19 |
32.69 |
34.1% |
4.89 |
5.1% |
23% |
False |
False |
128,318 |
| 100 |
120.88 |
81.64 |
39.24 |
40.9% |
5.17 |
5.4% |
36% |
False |
False |
111,275 |
| 120 |
120.88 |
77.86 |
43.02 |
44.9% |
4.66 |
4.9% |
42% |
False |
False |
96,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.09 |
|
2.618 |
124.80 |
|
1.618 |
116.66 |
|
1.000 |
111.63 |
|
0.618 |
108.52 |
|
HIGH |
103.49 |
|
0.618 |
100.38 |
|
0.500 |
99.42 |
|
0.382 |
98.46 |
|
LOW |
95.35 |
|
0.618 |
90.32 |
|
1.000 |
87.21 |
|
1.618 |
82.18 |
|
2.618 |
74.04 |
|
4.250 |
60.76 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
99.42 |
100.30 |
| PP |
98.23 |
98.81 |
| S1 |
97.03 |
97.33 |
|