NYMEX Light Sweet Crude Oil Future November 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	95.59	94.66	-0.93	-1.0%	99.94
High	96.00	94.81	-1.19	-1.2%	102.18
Low	92.32	88.00	-4.32	-4.7%	86.73
Close	95.58	88.48	-7.10	-7.4%	95.59
Range	3.68	6.81	3.13	85.1%	15.45
ATR	4.79	4.99	0.20	4.2%	0.00
Volume	27,946	47,157	19,211	68.7%	188,679

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	110.86	106.48	92.23
R3	104.05	99.67	90.35
R2	97.24	97.24	89.73
R1	92.86	92.86	89.10	91.65
PP	90.43	90.43	90.43	89.82
S1	86.05	86.05	87.86	84.84
S2	83.62	83.62	87.23
S3	76.81	79.24	86.61
S4	70.00	72.43	84.73

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	141.18	133.84	104.09
R3	125.73	118.39	99.84
R2	110.28	110.28	98.42
R1	102.94	102.94	97.01	98.89
PP	94.83	94.83	94.83	92.81
S1	87.49	87.49	94.17	83.44
S2	79.38	79.38	92.76
S3	63.93	72.04	91.34
S4	48.48	56.59	87.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.00	86.73	9.27	10.5%	5.43	6.1%	19%	False	False	39,962
10	105.33	86.73	18.60	21.0%	5.60	6.3%	9%	False	False	39,361
20	112.24	86.73	25.51	28.8%	5.21	5.9%	7%	False	False	35,596
40	112.98	86.73	26.25	29.7%	4.17	4.7%	7%	False	False	27,736
60	112.98	86.73	26.25	29.7%	3.96	4.5%	7%	False	False	24,282
80	112.98	83.82	29.16	33.0%	3.91	4.4%	16%	False	False	21,144
100	112.98	79.31	33.67	38.1%	4.11	4.6%	27%	False	False	19,858
120	112.98	75.70	37.28	42.1%	3.73	4.2%	34%	False	False	17,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.94
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123.75
2.618	112.64
1.618	105.83
1.000	101.62
0.618	99.02
HIGH	94.81
0.618	92.21
0.500	91.41
0.382	90.60
LOW	88.00
0.618	83.79
1.000	81.19
1.618	76.98
2.618	70.17
4.250	59.06

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	91.41	92.00
PP	90.43	90.83
S1	89.46	89.65

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols