NYMEX Light Sweet Crude Oil Future September 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 |
103.33 |
105.60 |
2.27 |
2.2% |
104.37 |
| High |
106.26 |
108.28 |
2.02 |
1.9% |
111.14 |
| Low |
101.94 |
94.62 |
-7.32 |
-7.2% |
101.94 |
| Close |
105.39 |
96.52 |
-8.87 |
-8.4% |
105.39 |
| Range |
4.32 |
13.66 |
9.34 |
216.2% |
9.20 |
| ATR |
4.59 |
5.24 |
0.65 |
14.1% |
0.00 |
| Volume |
99,692 |
199,367 |
99,675 |
100.0% |
554,714 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.79 |
132.31 |
104.03 |
|
| R3 |
127.13 |
118.65 |
100.28 |
|
| R2 |
113.47 |
113.47 |
99.02 |
|
| R1 |
104.99 |
104.99 |
97.77 |
102.40 |
| PP |
99.81 |
99.81 |
99.81 |
98.51 |
| S1 |
91.33 |
91.33 |
95.27 |
88.74 |
| S2 |
86.15 |
86.15 |
94.02 |
|
| S3 |
72.49 |
77.67 |
92.76 |
|
| S4 |
58.83 |
64.01 |
89.01 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.76 |
128.77 |
110.45 |
|
| R3 |
124.56 |
119.57 |
107.92 |
|
| R2 |
115.36 |
115.36 |
107.08 |
|
| R1 |
110.37 |
110.37 |
106.23 |
112.87 |
| PP |
106.16 |
106.16 |
106.16 |
107.40 |
| S1 |
101.17 |
101.17 |
104.55 |
103.67 |
| S2 |
96.96 |
96.96 |
103.70 |
|
| S3 |
87.76 |
91.97 |
102.86 |
|
| S4 |
78.56 |
82.77 |
100.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.14 |
94.62 |
16.52 |
17.1% |
6.09 |
6.3% |
12% |
False |
True |
132,789 |
| 10 |
111.14 |
94.62 |
16.52 |
17.1% |
5.64 |
5.8% |
12% |
False |
True |
123,069 |
| 20 |
118.08 |
94.62 |
23.46 |
24.3% |
5.04 |
5.2% |
8% |
False |
True |
110,594 |
| 40 |
118.08 |
93.96 |
24.12 |
25.0% |
4.63 |
4.8% |
11% |
False |
False |
82,447 |
| 60 |
118.08 |
91.10 |
26.98 |
28.0% |
4.38 |
4.5% |
20% |
False |
False |
68,156 |
| 80 |
118.08 |
85.31 |
32.77 |
34.0% |
4.55 |
4.7% |
34% |
False |
False |
60,257 |
| 100 |
118.08 |
80.64 |
37.44 |
38.8% |
4.68 |
4.9% |
42% |
False |
False |
58,872 |
| 120 |
118.08 |
73.96 |
44.12 |
45.7% |
4.22 |
4.4% |
51% |
False |
False |
52,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.34 |
|
2.618 |
144.04 |
|
1.618 |
130.38 |
|
1.000 |
121.94 |
|
0.618 |
116.72 |
|
HIGH |
108.28 |
|
0.618 |
103.06 |
|
0.500 |
101.45 |
|
0.382 |
99.84 |
|
LOW |
94.62 |
|
0.618 |
86.18 |
|
1.000 |
80.96 |
|
1.618 |
72.52 |
|
2.618 |
58.86 |
|
4.250 |
36.57 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
101.45 |
101.45 |
| PP |
99.81 |
99.81 |
| S1 |
98.16 |
98.16 |
|