NYMEX Light Sweet Crude Oil Future September 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	100.34	99.91	-0.43	-0.4%	101.33
High	100.72	99.99	-0.73	-0.7%	102.00
Low	98.16	94.59	-3.57	-3.6%	88.23
Close	99.88	96.35	-3.53	-3.5%	94.57
Range	2.56	5.40	2.84	110.9%	13.77
ATR	5.22	5.24	0.01	0.2%	0.00
Volume	315,620	318,911	3,291	1.0%	965,672

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	113.18	110.16	99.32
R3	107.78	104.76	97.84
R2	102.38	102.38	97.34
R1	99.36	99.36	96.85	98.17
PP	96.98	96.98	96.98	96.38
S1	93.96	93.96	95.86	92.77
S2	91.58	91.58	95.36
S3	86.18	88.56	94.87
S4	80.78	83.16	93.38

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	136.24	129.18	102.14
R3	122.47	115.41	98.36
R2	108.70	108.70	97.09
R1	101.64	101.64	95.83	98.29
PP	94.93	94.93	94.93	93.26
S1	87.87	87.87	93.31	84.52
S2	81.16	81.16	92.05
S3	67.39	74.10	90.78
S4	53.62	60.33	87.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.99	91.64	9.35	9.7%	4.72	4.9%	50%	False	False	288,538
10	102.00	88.23	13.77	14.3%	4.94	5.1%	59%	False	False	234,320
20	111.14	88.23	22.91	23.8%	5.42	5.6%	35%	False	False	182,275
40	118.08	88.23	29.85	31.0%	4.88	5.1%	27%	False	False	133,994
60	118.08	88.23	29.85	31.0%	4.68	4.9%	27%	False	False	104,815
80	118.08	88.23	29.85	31.0%	4.59	4.8%	27%	False	False	88,492
100	118.08	84.87	33.21	34.5%	4.93	5.1%	35%	False	False	80,424
120	118.08	79.40	38.68	40.1%	4.56	4.7%	44%	False	False	72,717

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122.94
2.618	114.13
1.618	108.73
1.000	105.39
0.618	103.33
HIGH	99.99
0.618	97.93
0.500	97.29
0.382	96.65
LOW	94.59
0.618	91.25
1.000	89.19
1.618	85.85
2.618	80.45
4.250	71.64

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	97.29	97.79
PP	96.98	97.31
S1	96.66	96.83

Download as Excel Spreadsheet

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

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