NYMEX Light Sweet Crude Oil Future November 2022


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 93.07 94.33 1.26 1.4% 95.59
High 94.97 94.94 -0.03 0.0% 96.00
Low 91.23 92.70 1.47 1.6% 84.25
Close 94.71 94.45 -0.26 -0.3% 89.37
Range 3.74 2.24 -1.50 -40.1% 11.75
ATR 4.89 4.70 -0.19 -3.9% 0.00
Volume 51,198 67,759 16,561 32.3% 190,580
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 100.75 99.84 95.68
R3 98.51 97.60 95.07
R2 96.27 96.27 94.86
R1 95.36 95.36 94.66 95.82
PP 94.03 94.03 94.03 94.26
S1 93.12 93.12 94.24 93.58
S2 91.79 91.79 94.04
S3 89.55 90.88 93.83
S4 87.31 88.64 93.22
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 125.12 119.00 95.83
R3 113.37 107.25 92.60
R2 101.62 101.62 91.52
R1 95.50 95.50 90.45 92.69
PP 89.87 89.87 89.87 88.47
S1 83.75 83.75 88.29 80.94
S2 78.12 78.12 87.22
S3 66.37 72.00 86.14
S4 54.62 60.25 82.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 84.25 10.72 11.3% 4.36 4.6% 95% False False 51,646
10 96.00 84.25 11.75 12.4% 4.64 4.9% 87% False False 43,347
20 105.33 84.25 21.08 22.3% 5.04 5.3% 48% False False 40,395
40 112.98 84.25 28.73 30.4% 4.29 4.5% 36% False False 32,116
60 112.98 84.25 28.73 30.4% 4.07 4.3% 36% False False 27,827
80 112.98 84.25 28.73 30.4% 3.93 4.2% 36% False False 24,096
100 112.98 81.30 31.68 33.5% 4.17 4.4% 42% False False 21,980
120 112.98 77.86 35.12 37.2% 3.85 4.1% 47% False False 19,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 104.46
2.618 100.80
1.618 98.56
1.000 97.18
0.618 96.32
HIGH 94.94
0.618 94.08
0.500 93.82
0.382 93.56
LOW 92.70
0.618 91.32
1.000 90.46
1.618 89.08
2.618 86.84
4.250 83.18
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 94.24 93.45
PP 94.03 92.44
S1 93.82 91.44

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

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