NYMEX Light Sweet Crude Oil Future October 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
100.59 |
102.56 |
1.97 |
2.0% |
100.95 |
| High |
103.11 |
105.00 |
1.89 |
1.8% |
108.07 |
| Low |
99.17 |
91.72 |
-7.45 |
-7.5% |
99.17 |
| Close |
102.31 |
93.44 |
-8.87 |
-8.7% |
102.31 |
| Range |
3.94 |
13.28 |
9.34 |
237.1% |
8.90 |
| ATR |
4.32 |
4.96 |
0.64 |
14.8% |
0.00 |
| Volume |
62,291 |
141,397 |
79,106 |
127.0% |
322,405 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.56 |
128.28 |
100.74 |
|
| R3 |
123.28 |
115.00 |
97.09 |
|
| R2 |
110.00 |
110.00 |
95.87 |
|
| R1 |
101.72 |
101.72 |
94.66 |
99.22 |
| PP |
96.72 |
96.72 |
96.72 |
95.47 |
| S1 |
88.44 |
88.44 |
92.22 |
85.94 |
| S2 |
83.44 |
83.44 |
91.01 |
|
| S3 |
70.16 |
75.16 |
89.79 |
|
| S4 |
56.88 |
61.88 |
86.14 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.88 |
125.00 |
107.21 |
|
| R3 |
120.98 |
116.10 |
104.76 |
|
| R2 |
112.08 |
112.08 |
103.94 |
|
| R1 |
107.20 |
107.20 |
103.13 |
109.64 |
| PP |
103.18 |
103.18 |
103.18 |
104.41 |
| S1 |
98.30 |
98.30 |
101.49 |
100.74 |
| S2 |
94.28 |
94.28 |
100.68 |
|
| S3 |
85.38 |
89.40 |
99.86 |
|
| S4 |
76.48 |
80.50 |
97.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.07 |
91.72 |
16.35 |
17.5% |
5.91 |
6.3% |
11% |
False |
True |
83,355 |
| 10 |
108.07 |
91.72 |
16.35 |
17.5% |
5.40 |
5.8% |
11% |
False |
True |
72,944 |
| 20 |
115.44 |
91.72 |
23.72 |
25.4% |
4.77 |
5.1% |
7% |
False |
True |
56,579 |
| 40 |
115.44 |
91.72 |
23.72 |
25.4% |
4.31 |
4.6% |
7% |
False |
True |
40,402 |
| 60 |
115.44 |
90.48 |
24.96 |
26.7% |
4.02 |
4.3% |
12% |
False |
False |
33,104 |
| 80 |
115.44 |
84.10 |
31.34 |
33.5% |
4.16 |
4.4% |
30% |
False |
False |
28,877 |
| 100 |
115.44 |
79.83 |
35.61 |
38.1% |
4.23 |
4.5% |
38% |
False |
False |
26,680 |
| 120 |
115.44 |
73.65 |
41.79 |
44.7% |
3.80 |
4.1% |
47% |
False |
False |
23,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.44 |
|
2.618 |
139.77 |
|
1.618 |
126.49 |
|
1.000 |
118.28 |
|
0.618 |
113.21 |
|
HIGH |
105.00 |
|
0.618 |
99.93 |
|
0.500 |
98.36 |
|
0.382 |
96.79 |
|
LOW |
91.72 |
|
0.618 |
83.51 |
|
1.000 |
78.44 |
|
1.618 |
70.23 |
|
2.618 |
56.95 |
|
4.250 |
35.28 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
98.36 |
98.36 |
| PP |
96.72 |
96.72 |
| S1 |
95.08 |
95.08 |
|