NYMEX Light Sweet Crude Oil Future November 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
92.14 |
91.80 |
-0.34 |
-0.4% |
89.58 |
| High |
94.65 |
94.95 |
0.30 |
0.3% |
94.97 |
| Low |
90.99 |
90.80 |
-0.19 |
-0.2% |
87.91 |
| Close |
91.32 |
93.79 |
2.47 |
2.7% |
90.60 |
| Range |
3.66 |
4.15 |
0.49 |
13.4% |
7.06 |
| ATR |
4.47 |
4.45 |
-0.02 |
-0.5% |
0.00 |
| Volume |
51,209 |
58,862 |
7,653 |
14.9% |
298,423 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
103.86 |
96.07 |
|
| R3 |
101.48 |
99.71 |
94.93 |
|
| R2 |
97.33 |
97.33 |
94.55 |
|
| R1 |
95.56 |
95.56 |
94.17 |
96.45 |
| PP |
93.18 |
93.18 |
93.18 |
93.62 |
| S1 |
91.41 |
91.41 |
93.41 |
92.30 |
| S2 |
89.03 |
89.03 |
93.03 |
|
| S3 |
84.88 |
87.26 |
92.65 |
|
| S4 |
80.73 |
83.11 |
91.51 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.34 |
108.53 |
94.48 |
|
| R3 |
105.28 |
101.47 |
92.54 |
|
| R2 |
98.22 |
98.22 |
91.89 |
|
| R1 |
94.41 |
94.41 |
91.25 |
96.32 |
| PP |
91.16 |
91.16 |
91.16 |
92.11 |
| S1 |
87.35 |
87.35 |
89.95 |
89.26 |
| S2 |
84.10 |
84.10 |
89.31 |
|
| S3 |
77.04 |
80.29 |
88.66 |
|
| S4 |
69.98 |
73.23 |
86.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.95 |
89.11 |
5.84 |
6.2% |
3.87 |
4.1% |
80% |
True |
False |
58,706 |
| 10 |
94.97 |
84.25 |
10.72 |
11.4% |
4.11 |
4.4% |
89% |
False |
False |
55,176 |
| 20 |
105.33 |
84.25 |
21.08 |
22.5% |
4.91 |
5.2% |
45% |
False |
False |
47,240 |
| 40 |
112.98 |
84.25 |
28.73 |
30.6% |
4.48 |
4.8% |
33% |
False |
False |
37,854 |
| 60 |
112.98 |
84.25 |
28.73 |
30.6% |
4.13 |
4.4% |
33% |
False |
False |
31,106 |
| 80 |
112.98 |
84.25 |
28.73 |
30.6% |
3.89 |
4.2% |
33% |
False |
False |
27,044 |
| 100 |
112.98 |
82.85 |
30.13 |
32.1% |
4.20 |
4.5% |
36% |
False |
False |
23,979 |
| 120 |
112.98 |
78.40 |
34.58 |
36.9% |
3.95 |
4.2% |
45% |
False |
False |
21,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.59 |
|
2.618 |
105.81 |
|
1.618 |
101.66 |
|
1.000 |
99.10 |
|
0.618 |
97.51 |
|
HIGH |
94.95 |
|
0.618 |
93.36 |
|
0.500 |
92.88 |
|
0.382 |
92.39 |
|
LOW |
90.80 |
|
0.618 |
88.24 |
|
1.000 |
86.65 |
|
1.618 |
84.09 |
|
2.618 |
79.94 |
|
4.250 |
73.16 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
93.49 |
93.20 |
| PP |
93.18 |
92.62 |
| S1 |
92.88 |
92.03 |
|