NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
98.92 |
101.33 |
2.41 |
2.4% |
105.60 |
| High |
101.97 |
102.00 |
0.03 |
0.0% |
108.28 |
| Low |
98.40 |
97.94 |
-0.46 |
-0.5% |
92.18 |
| Close |
101.53 |
101.21 |
-0.32 |
-0.3% |
101.53 |
| Range |
3.57 |
4.06 |
0.49 |
13.7% |
16.10 |
| ATR |
5.39 |
5.30 |
-0.10 |
-1.8% |
0.00 |
| Volume |
124,088 |
142,492 |
18,404 |
14.8% |
634,978 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.56 |
110.95 |
103.44 |
|
| R3 |
108.50 |
106.89 |
102.33 |
|
| R2 |
104.44 |
104.44 |
101.95 |
|
| R1 |
102.83 |
102.83 |
101.58 |
101.61 |
| PP |
100.38 |
100.38 |
100.38 |
99.77 |
| S1 |
98.77 |
98.77 |
100.84 |
97.55 |
| S2 |
96.32 |
96.32 |
100.47 |
|
| S3 |
92.26 |
94.71 |
100.09 |
|
| S4 |
88.20 |
90.65 |
98.98 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.96 |
141.35 |
110.39 |
|
| R3 |
132.86 |
125.25 |
105.96 |
|
| R2 |
116.76 |
116.76 |
104.48 |
|
| R1 |
109.15 |
109.15 |
103.01 |
104.91 |
| PP |
100.66 |
100.66 |
100.66 |
98.54 |
| S1 |
93.05 |
93.05 |
100.05 |
88.81 |
| S2 |
84.56 |
84.56 |
98.58 |
|
| S3 |
68.46 |
76.95 |
97.10 |
|
| S4 |
52.36 |
60.85 |
92.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.28 |
92.18 |
16.10 |
15.9% |
7.20 |
7.1% |
56% |
False |
False |
155,494 |
| 10 |
111.14 |
92.18 |
18.96 |
18.7% |
5.76 |
5.7% |
48% |
False |
False |
133,218 |
| 20 |
117.78 |
92.18 |
25.60 |
25.3% |
5.61 |
5.5% |
35% |
False |
False |
123,684 |
| 40 |
118.08 |
92.18 |
25.90 |
25.6% |
4.63 |
4.6% |
35% |
False |
False |
91,952 |
| 60 |
118.08 |
92.18 |
25.90 |
25.6% |
4.50 |
4.4% |
35% |
False |
False |
74,627 |
| 80 |
118.08 |
85.38 |
32.70 |
32.3% |
4.55 |
4.5% |
48% |
False |
False |
65,267 |
| 100 |
118.08 |
80.64 |
37.44 |
37.0% |
4.81 |
4.8% |
55% |
False |
False |
63,265 |
| 120 |
118.08 |
77.07 |
41.01 |
40.5% |
4.35 |
4.3% |
59% |
False |
False |
56,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.26 |
|
2.618 |
112.63 |
|
1.618 |
108.57 |
|
1.000 |
106.06 |
|
0.618 |
104.51 |
|
HIGH |
102.00 |
|
0.618 |
100.45 |
|
0.500 |
99.97 |
|
0.382 |
99.49 |
|
LOW |
97.94 |
|
0.618 |
95.43 |
|
1.000 |
93.88 |
|
1.618 |
91.37 |
|
2.618 |
87.31 |
|
4.250 |
80.69 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
100.80 |
99.97 |
| PP |
100.38 |
98.74 |
| S1 |
99.97 |
97.50 |
|