NYMEX Light Sweet Crude Oil Future October 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
93.51 |
96.09 |
2.58 |
2.8% |
91.60 |
| High |
96.53 |
97.82 |
1.29 |
1.3% |
97.68 |
| Low |
92.30 |
94.28 |
1.98 |
2.1% |
90.18 |
| Close |
95.29 |
94.65 |
-0.64 |
-0.7% |
92.43 |
| Range |
4.23 |
3.54 |
-0.69 |
-16.3% |
7.50 |
| ATR |
4.69 |
4.61 |
-0.08 |
-1.8% |
0.00 |
| Volume |
105,395 |
96,136 |
-9,259 |
-8.8% |
508,402 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.20 |
103.97 |
96.60 |
|
| R3 |
102.66 |
100.43 |
95.62 |
|
| R2 |
99.12 |
99.12 |
95.30 |
|
| R1 |
96.89 |
96.89 |
94.97 |
96.24 |
| PP |
95.58 |
95.58 |
95.58 |
95.26 |
| S1 |
93.35 |
93.35 |
94.33 |
92.70 |
| S2 |
92.04 |
92.04 |
94.00 |
|
| S3 |
88.50 |
89.81 |
93.68 |
|
| S4 |
84.96 |
86.27 |
92.70 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.93 |
111.68 |
96.56 |
|
| R3 |
108.43 |
104.18 |
94.49 |
|
| R2 |
100.93 |
100.93 |
93.81 |
|
| R1 |
96.68 |
96.68 |
93.12 |
98.81 |
| PP |
93.43 |
93.43 |
93.43 |
94.49 |
| S1 |
89.18 |
89.18 |
91.74 |
91.31 |
| S2 |
85.93 |
85.93 |
91.06 |
|
| S3 |
78.43 |
81.68 |
90.37 |
|
| S4 |
70.93 |
74.18 |
88.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.82 |
90.79 |
7.03 |
7.4% |
3.81 |
4.0% |
55% |
True |
False |
97,979 |
| 10 |
97.82 |
89.02 |
8.80 |
9.3% |
4.13 |
4.4% |
64% |
True |
False |
97,049 |
| 20 |
105.00 |
86.06 |
18.94 |
20.0% |
5.12 |
5.4% |
45% |
False |
False |
89,249 |
| 40 |
115.44 |
86.06 |
29.38 |
31.0% |
4.71 |
5.0% |
29% |
False |
False |
68,009 |
| 60 |
115.44 |
86.06 |
29.38 |
31.0% |
4.39 |
4.6% |
29% |
False |
False |
52,829 |
| 80 |
115.44 |
86.06 |
29.38 |
31.0% |
4.18 |
4.4% |
29% |
False |
False |
44,090 |
| 100 |
115.44 |
84.10 |
31.34 |
33.1% |
4.47 |
4.7% |
34% |
False |
False |
38,629 |
| 120 |
115.44 |
79.83 |
35.61 |
37.6% |
4.23 |
4.5% |
42% |
False |
False |
34,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.87 |
|
2.618 |
107.09 |
|
1.618 |
103.55 |
|
1.000 |
101.36 |
|
0.618 |
100.01 |
|
HIGH |
97.82 |
|
0.618 |
96.47 |
|
0.500 |
96.05 |
|
0.382 |
95.63 |
|
LOW |
94.28 |
|
0.618 |
92.09 |
|
1.000 |
90.74 |
|
1.618 |
88.55 |
|
2.618 |
85.01 |
|
4.250 |
79.24 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
96.05 |
95.06 |
| PP |
95.58 |
94.92 |
| S1 |
95.12 |
94.79 |
|