NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
96.33 |
95.60 |
-0.73 |
-0.8% |
94.34 |
| High |
99.00 |
98.59 |
-0.41 |
-0.4% |
100.99 |
| Low |
94.76 |
94.30 |
-0.46 |
-0.5% |
92.88 |
| Close |
94.98 |
97.26 |
2.28 |
2.4% |
94.70 |
| Range |
4.24 |
4.29 |
0.05 |
1.2% |
8.11 |
| ATR |
4.99 |
4.94 |
-0.05 |
-1.0% |
0.00 |
| Volume |
310,043 |
321,903 |
11,860 |
3.8% |
1,561,013 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.59 |
107.71 |
99.62 |
|
| R3 |
105.30 |
103.42 |
98.44 |
|
| R2 |
101.01 |
101.01 |
98.05 |
|
| R1 |
99.13 |
99.13 |
97.65 |
100.07 |
| PP |
96.72 |
96.72 |
96.72 |
97.19 |
| S1 |
94.84 |
94.84 |
96.87 |
95.78 |
| S2 |
92.43 |
92.43 |
96.47 |
|
| S3 |
88.14 |
90.55 |
96.08 |
|
| S4 |
83.85 |
86.26 |
94.90 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.52 |
115.72 |
99.16 |
|
| R3 |
112.41 |
107.61 |
96.93 |
|
| R2 |
104.30 |
104.30 |
96.19 |
|
| R1 |
99.50 |
99.50 |
95.44 |
101.90 |
| PP |
96.19 |
96.19 |
96.19 |
97.39 |
| S1 |
91.39 |
91.39 |
93.96 |
93.79 |
| S2 |
88.08 |
88.08 |
93.21 |
|
| S3 |
79.97 |
83.28 |
92.47 |
|
| S4 |
71.86 |
75.17 |
90.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.99 |
93.01 |
6.98 |
7.2% |
4.32 |
4.4% |
61% |
False |
False |
307,484 |
| 10 |
100.99 |
88.23 |
12.76 |
13.1% |
4.60 |
4.7% |
71% |
False |
False |
291,672 |
| 20 |
111.14 |
88.23 |
22.91 |
23.6% |
5.40 |
5.6% |
39% |
False |
False |
221,479 |
| 40 |
118.08 |
88.23 |
29.85 |
30.7% |
5.00 |
5.1% |
30% |
False |
False |
159,520 |
| 60 |
118.08 |
88.23 |
29.85 |
30.7% |
4.71 |
4.8% |
30% |
False |
False |
122,275 |
| 80 |
118.08 |
88.23 |
29.85 |
30.7% |
4.50 |
4.6% |
30% |
False |
False |
101,658 |
| 100 |
118.08 |
85.31 |
32.77 |
33.7% |
4.92 |
5.1% |
36% |
False |
False |
89,190 |
| 120 |
118.08 |
79.82 |
38.26 |
39.3% |
4.64 |
4.8% |
46% |
False |
False |
82,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.82 |
|
2.618 |
109.82 |
|
1.618 |
105.53 |
|
1.000 |
102.88 |
|
0.618 |
101.24 |
|
HIGH |
98.59 |
|
0.618 |
96.95 |
|
0.500 |
96.45 |
|
0.382 |
95.94 |
|
LOW |
94.30 |
|
0.618 |
91.65 |
|
1.000 |
90.01 |
|
1.618 |
87.36 |
|
2.618 |
83.07 |
|
4.250 |
76.07 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
96.99 |
96.84 |
| PP |
96.72 |
96.42 |
| S1 |
96.45 |
96.01 |
|