NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
94.09 |
91.94 |
-2.15 |
-2.3% |
88.46 |
| High |
94.81 |
92.10 |
-2.71 |
-2.9% |
95.05 |
| Low |
91.16 |
86.82 |
-4.34 |
-4.8% |
87.22 |
| Close |
92.09 |
89.41 |
-2.68 |
-2.9% |
92.09 |
| Range |
3.65 |
5.28 |
1.63 |
44.7% |
7.83 |
| ATR |
4.57 |
4.62 |
0.05 |
1.1% |
0.00 |
| Volume |
264,953 |
275,443 |
10,490 |
4.0% |
1,677,155 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.28 |
102.63 |
92.31 |
|
| R3 |
100.00 |
97.35 |
90.86 |
|
| R2 |
94.72 |
94.72 |
90.38 |
|
| R1 |
92.07 |
92.07 |
89.89 |
90.76 |
| PP |
89.44 |
89.44 |
89.44 |
88.79 |
| S1 |
86.79 |
86.79 |
88.93 |
85.48 |
| S2 |
84.16 |
84.16 |
88.44 |
|
| S3 |
78.88 |
81.51 |
87.96 |
|
| S4 |
73.60 |
76.23 |
86.51 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.94 |
111.35 |
96.40 |
|
| R3 |
107.11 |
103.52 |
94.24 |
|
| R2 |
99.28 |
99.28 |
93.53 |
|
| R1 |
95.69 |
95.69 |
92.81 |
97.49 |
| PP |
91.45 |
91.45 |
91.45 |
92.35 |
| S1 |
87.86 |
87.86 |
91.37 |
89.66 |
| S2 |
83.62 |
83.62 |
90.65 |
|
| S3 |
75.79 |
80.03 |
89.94 |
|
| S4 |
67.96 |
72.20 |
87.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.05 |
86.82 |
8.23 |
9.2% |
4.22 |
4.7% |
31% |
False |
True |
322,488 |
| 10 |
96.57 |
86.82 |
9.75 |
10.9% |
4.30 |
4.8% |
27% |
False |
True |
336,118 |
| 20 |
101.88 |
86.82 |
15.06 |
16.8% |
4.35 |
4.9% |
17% |
False |
True |
328,725 |
| 40 |
113.87 |
86.82 |
27.05 |
30.3% |
5.12 |
5.7% |
10% |
False |
True |
240,631 |
| 60 |
118.08 |
86.82 |
31.26 |
35.0% |
4.67 |
5.2% |
8% |
False |
True |
185,306 |
| 80 |
118.08 |
86.82 |
31.26 |
35.0% |
4.58 |
5.1% |
8% |
False |
True |
149,935 |
| 100 |
118.08 |
86.82 |
31.26 |
35.0% |
4.56 |
5.1% |
8% |
False |
True |
127,830 |
| 120 |
118.08 |
82.68 |
35.40 |
39.6% |
4.85 |
5.4% |
19% |
False |
False |
115,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.54 |
|
2.618 |
105.92 |
|
1.618 |
100.64 |
|
1.000 |
97.38 |
|
0.618 |
95.36 |
|
HIGH |
92.10 |
|
0.618 |
90.08 |
|
0.500 |
89.46 |
|
0.382 |
88.84 |
|
LOW |
86.82 |
|
0.618 |
83.56 |
|
1.000 |
81.54 |
|
1.618 |
78.28 |
|
2.618 |
73.00 |
|
4.250 |
64.38 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
89.46 |
90.94 |
| PP |
89.44 |
90.43 |
| S1 |
89.43 |
89.92 |
|