NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 90.51 91.55 1.04 1.1% 98.46
High 92.43 95.05 2.62 2.8% 98.65
Low 87.66 91.24 3.58 4.1% 87.01
Close 91.93 94.34 2.41 2.6% 89.01
Range 4.77 3.81 -0.96 -20.1% 11.64
ATR 4.71 4.64 -0.06 -1.4% 0.00
Volume 383,766 341,234 -42,532 -11.1% 1,773,877
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 104.97 103.47 96.44
R3 101.16 99.66 95.39
R2 97.35 97.35 95.04
R1 95.85 95.85 94.69 96.60
PP 93.54 93.54 93.54 93.92
S1 92.04 92.04 93.99 92.79
S2 89.73 89.73 93.64
S3 85.92 88.23 93.29
S4 82.11 84.42 92.24
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 126.48 119.38 95.41
R3 114.84 107.74 92.21
R2 103.20 103.20 91.14
R1 96.10 96.10 90.08 93.83
PP 91.56 91.56 91.56 90.42
S1 84.46 84.46 87.94 82.19
S2 79.92 79.92 86.88
S3 68.28 72.82 85.81
S4 56.64 61.18 82.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.05 87.01 8.04 8.5% 3.92 4.2% 91% True False 352,443
10 101.88 87.01 14.87 15.8% 4.57 4.8% 49% False False 353,545
20 101.88 87.01 14.87 15.8% 4.46 4.7% 49% False False 325,752
40 114.17 87.01 27.16 28.8% 5.12 5.4% 27% False False 233,137
60 118.08 87.01 31.07 32.9% 4.68 5.0% 24% False False 178,265
80 118.08 87.01 31.07 32.9% 4.58 4.9% 24% False False 144,053
100 118.08 87.01 31.07 32.9% 4.57 4.8% 24% False False 122,925
120 118.08 80.64 37.44 39.7% 4.84 5.1% 37% False False 111,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.24
2.618 105.02
1.618 101.21
1.000 98.86
0.618 97.40
HIGH 95.05
0.618 93.59
0.500 93.15
0.382 92.70
LOW 91.24
0.618 88.89
1.000 87.43
1.618 85.08
2.618 81.27
4.250 75.05
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 93.94 93.35
PP 93.54 92.35
S1 93.15 91.36

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

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