NYMEX Light Sweet Crude Oil Future September 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 101.33 100.57 -0.76 -0.8% 105.60
High 102.00 100.57 -1.43 -1.4% 108.28
Low 97.94 92.83 -5.11 -5.2% 92.18
Close 101.21 93.31 -7.90 -7.8% 101.53
Range 4.06 7.74 3.68 90.6% 16.10
ATR 5.30 5.52 0.22 4.2% 0.00
Volume 142,492 191,246 48,754 34.2% 634,978
Daily Pivots for day following 12-Jul-2022
Classic Woodie Camarilla DeMark
R4 118.79 113.79 97.57
R3 111.05 106.05 95.44
R2 103.31 103.31 94.73
R1 98.31 98.31 94.02 96.94
PP 95.57 95.57 95.57 94.89
S1 90.57 90.57 92.60 89.20
S2 87.83 87.83 91.89
S3 80.09 82.83 91.18
S4 72.35 75.09 89.05
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
5 102.00 92.18 9.82 10.5% 6.02 6.5% 12% False False 153,869
10 111.14 92.18 18.96 20.3% 6.06 6.5% 6% False False 143,329
20 117.78 92.18 25.60 27.4% 5.78 6.2% 4% False False 128,649
40 118.08 92.18 25.90 27.8% 4.73 5.1% 4% False False 95,497
60 118.08 92.18 25.90 27.8% 4.57 4.9% 4% False False 77,001
80 118.08 86.08 32.00 34.3% 4.59 4.9% 23% False False 67,336
100 118.08 80.64 37.44 40.1% 4.86 5.2% 34% False False 64,868
120 118.08 77.07 41.01 44.0% 4.40 4.7% 40% False False 58,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.47
2.618 120.83
1.618 113.09
1.000 108.31
0.618 105.35
HIGH 100.57
0.618 97.61
0.500 96.70
0.382 95.79
LOW 92.83
0.618 88.05
1.000 85.09
1.618 80.31
2.618 72.57
4.250 59.94
Fisher Pivots for day following 12-Jul-2022
Pivot 1 day 3 day
R1 96.70 97.42
PP 95.57 96.05
S1 94.44 94.68

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

View Archives - Comment on this page... - Back to Index of Symbols