NYMEX Light Sweet Crude Oil Future October 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
102.56 |
93.99 |
-8.57 |
-8.4% |
100.95 |
| High |
105.00 |
95.99 |
-9.01 |
-8.6% |
108.07 |
| Low |
91.72 |
89.26 |
-2.46 |
-2.7% |
99.17 |
| Close |
93.44 |
91.85 |
-1.59 |
-1.7% |
102.31 |
| Range |
13.28 |
6.73 |
-6.55 |
-49.3% |
8.90 |
| ATR |
4.96 |
5.09 |
0.13 |
2.6% |
0.00 |
| Volume |
141,397 |
101,842 |
-39,555 |
-28.0% |
322,405 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.56 |
108.93 |
95.55 |
|
| R3 |
105.83 |
102.20 |
93.70 |
|
| R2 |
99.10 |
99.10 |
93.08 |
|
| R1 |
95.47 |
95.47 |
92.47 |
93.92 |
| PP |
92.37 |
92.37 |
92.37 |
91.59 |
| S1 |
88.74 |
88.74 |
91.23 |
87.19 |
| S2 |
85.64 |
85.64 |
90.62 |
|
| S3 |
78.91 |
82.01 |
90.00 |
|
| S4 |
72.18 |
75.28 |
88.15 |
|
|
| 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 |
89.26 |
18.81 |
20.5% |
6.69 |
7.3% |
14% |
False |
True |
90,934 |
| 10 |
108.07 |
89.26 |
18.81 |
20.5% |
5.67 |
6.2% |
14% |
False |
True |
78,000 |
| 20 |
115.44 |
89.26 |
26.18 |
28.5% |
4.98 |
5.4% |
10% |
False |
True |
60,624 |
| 40 |
115.44 |
89.26 |
26.18 |
28.5% |
4.40 |
4.8% |
10% |
False |
True |
42,483 |
| 60 |
115.44 |
89.26 |
26.18 |
28.5% |
4.08 |
4.4% |
10% |
False |
True |
34,406 |
| 80 |
115.44 |
84.10 |
31.34 |
34.1% |
4.17 |
4.5% |
25% |
False |
False |
29,805 |
| 100 |
115.44 |
79.83 |
35.61 |
38.8% |
4.28 |
4.7% |
34% |
False |
False |
27,503 |
| 120 |
115.44 |
75.52 |
39.92 |
43.5% |
3.84 |
4.2% |
41% |
False |
False |
24,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.59 |
|
2.618 |
113.61 |
|
1.618 |
106.88 |
|
1.000 |
102.72 |
|
0.618 |
100.15 |
|
HIGH |
95.99 |
|
0.618 |
93.42 |
|
0.500 |
92.63 |
|
0.382 |
91.83 |
|
LOW |
89.26 |
|
0.618 |
85.10 |
|
1.000 |
82.53 |
|
1.618 |
78.37 |
|
2.618 |
71.64 |
|
4.250 |
60.66 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
92.63 |
97.13 |
| PP |
92.37 |
95.37 |
| S1 |
92.11 |
93.61 |
|