NYMEX Light Sweet Crude Oil Future September 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	97.30	98.46	1.16	1.2%	95.10
High	101.88	98.65	-3.23	-3.2%	101.88
Low	96.41	92.42	-3.99	-4.1%	93.01
Close	98.62	93.89	-4.73	-4.8%	98.62
Range	5.47	6.23	0.76	13.9%	8.87
ATR	4.90	4.99	0.10	1.9%	0.00
Volume	349,374	365,293	15,919	4.6%	1,578,721

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113.68	110.01	97.32
R3	107.45	103.78	95.60
R2	101.22	101.22	95.03
R1	97.55	97.55	94.46	96.27
PP	94.99	94.99	94.99	94.35
S1	91.32	91.32	93.32	90.04
S2	88.76	88.76	92.75
S3	82.53	85.09	92.18
S4	76.30	78.86	90.46

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	124.45	120.40	103.50
R3	115.58	111.53	101.06
R2	106.71	106.71	100.25
R1	102.66	102.66	99.43	104.69
PP	97.84	97.84	97.84	98.85
S1	93.79	93.79	97.81	95.82
S2	88.97	88.97	96.99
S3	80.10	84.92	96.18
S4	71.23	76.05	93.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.88	92.42	9.46	10.1%	4.81	5.1%	16%	False	True	333,003
10	101.88	92.42	9.46	10.1%	4.41	4.7%	16%	False	True	321,332
20	108.28	88.23	20.05	21.4%	5.47	5.8%	28%	False	False	255,283
40	118.08	88.23	29.85	31.8%	5.04	5.4%	19%	False	False	179,416
60	118.08	88.23	29.85	31.8%	4.76	5.1%	19%	False	False	137,439
80	118.08	88.23	29.85	31.8%	4.56	4.9%	19%	False	False	113,050
100	118.08	85.31	32.77	34.9%	4.80	5.1%	26%	False	False	97,855
120	118.08	80.64	37.44	39.9%	4.72	5.0%	35%	False	False	90,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.15
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125.13
2.618	114.96
1.618	108.73
1.000	104.88
0.618	102.50
HIGH	98.65
0.618	96.27
0.500	95.54
0.382	94.80
LOW	92.42
0.618	88.57
1.000	86.19
1.618	82.34
2.618	76.11
4.250	65.94

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	95.54	97.15
PP	94.99	96.06
S1	94.44	94.98

Download as Excel Spreadsheet

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

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