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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.20
Widest range in 5 trading days

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

Download as Excel Spreadsheet

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

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