NYMEX Light Sweet Crude Oil Future November 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	94.08	95.17	1.09	1.2%	90.96
High	97.91	95.20	-2.71	-2.8%	97.91
Low	93.22	89.83	-3.39	-3.6%	89.11
Close	95.30	91.34	-3.96	-4.2%	95.30
Range	4.69	5.37	0.68	14.5%	8.80
ATR	4.39	4.47	0.08	1.7%	0.00
Volume	73,018	75,490	2,472	3.4%	291,035

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	108.23	105.16	94.29
R3	102.86	99.79	92.82
R2	97.49	97.49	92.32
R1	94.42	94.42	91.83	93.27
PP	92.12	92.12	92.12	91.55
S1	89.05	89.05	90.85	87.90
S2	86.75	86.75	90.36
S3	81.38	83.68	89.86
S4	76.01	78.31	88.39

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	120.51	116.70	100.14
R3	111.71	107.90	97.72
R2	102.91	102.91	96.91
R1	99.10	99.10	96.11	101.01
PP	94.11	94.11	94.11	95.06
S1	90.30	90.30	94.49	92.21
S2	85.31	85.31	93.69
S3	76.51	81.50	92.88
S4	67.71	72.70	90.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.91	89.83	8.08	8.8%	4.25	4.7%	19%	False	True	61,913
10	97.91	89.11	8.80	9.6%	3.88	4.2%	25%	False	False	61,198
20	102.18	84.25	17.93	19.6%	4.93	5.4%	40%	False	False	52,210
40	112.98	84.25	28.73	31.5%	4.51	4.9%	25%	False	False	40,765
60	112.98	84.25	28.73	31.5%	4.18	4.6%	25%	False	False	33,594
80	112.98	84.25	28.73	31.5%	3.95	4.3%	25%	False	False	29,113
100	112.98	82.85	30.13	33.0%	4.12	4.5%	28%	False	False	25,465
120	112.98	79.31	33.67	36.9%	4.03	4.4%	36%	False	False	23,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.04
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	118.02
2.618	109.26
1.618	103.89
1.000	100.57
0.618	98.52
HIGH	95.20
0.618	93.15
0.500	92.52
0.382	91.88
LOW	89.83
0.618	86.51
1.000	84.46
1.618	81.14
2.618	75.77
4.250	67.01

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	92.52	93.87
PP	92.12	93.03
S1	91.73	92.18

Download as Excel Spreadsheet

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

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