NYMEX Light Sweet Crude Oil Future December 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 |
90.28 |
90.21 |
-0.07 |
-0.1% |
87.40 |
| High |
92.90 |
93.44 |
0.54 |
0.6% |
92.83 |
| Low |
89.46 |
89.36 |
-0.10 |
-0.1% |
86.06 |
| Close |
89.84 |
92.34 |
2.50 |
2.8% |
88.93 |
| Range |
3.44 |
4.08 |
0.64 |
18.6% |
6.77 |
| ATR |
4.32 |
4.30 |
-0.02 |
-0.4% |
0.00 |
| Volume |
79,304 |
82,286 |
2,982 |
3.8% |
434,302 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
102.23 |
94.58 |
|
| R3 |
99.87 |
98.15 |
93.46 |
|
| R2 |
95.79 |
95.79 |
93.09 |
|
| R1 |
94.07 |
94.07 |
92.71 |
94.93 |
| PP |
91.71 |
91.71 |
91.71 |
92.15 |
| S1 |
89.99 |
89.99 |
91.97 |
90.85 |
| S2 |
87.63 |
87.63 |
91.59 |
|
| S3 |
83.55 |
85.91 |
91.22 |
|
| S4 |
79.47 |
81.83 |
90.10 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.58 |
106.03 |
92.65 |
|
| R3 |
102.81 |
99.26 |
90.79 |
|
| R2 |
96.04 |
96.04 |
90.17 |
|
| R1 |
92.49 |
92.49 |
89.55 |
94.27 |
| PP |
89.27 |
89.27 |
89.27 |
90.16 |
| S1 |
85.72 |
85.72 |
88.31 |
87.50 |
| S2 |
82.50 |
82.50 |
87.69 |
|
| S3 |
75.73 |
78.95 |
87.07 |
|
| S4 |
68.96 |
72.18 |
85.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.44 |
87.52 |
5.92 |
6.4% |
3.70 |
4.0% |
81% |
True |
False |
84,508 |
| 10 |
93.44 |
82.77 |
10.67 |
11.6% |
3.93 |
4.3% |
90% |
True |
False |
84,354 |
| 20 |
102.93 |
82.77 |
20.16 |
21.8% |
4.75 |
5.1% |
47% |
False |
False |
85,892 |
| 40 |
110.78 |
82.77 |
28.01 |
30.3% |
4.36 |
4.7% |
34% |
False |
False |
79,176 |
| 60 |
110.78 |
82.77 |
28.01 |
30.3% |
4.06 |
4.4% |
34% |
False |
False |
71,795 |
| 80 |
110.78 |
82.77 |
28.01 |
30.3% |
3.89 |
4.2% |
34% |
False |
False |
67,615 |
| 100 |
110.78 |
80.80 |
29.98 |
32.5% |
4.28 |
4.6% |
38% |
False |
False |
67,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.78 |
|
2.618 |
104.12 |
|
1.618 |
100.04 |
|
1.000 |
97.52 |
|
0.618 |
95.96 |
|
HIGH |
93.44 |
|
0.618 |
91.88 |
|
0.500 |
91.40 |
|
0.382 |
90.92 |
|
LOW |
89.36 |
|
0.618 |
86.84 |
|
1.000 |
85.28 |
|
1.618 |
82.76 |
|
2.618 |
78.68 |
|
4.250 |
72.02 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
92.03 |
91.72 |
| PP |
91.71 |
91.10 |
| S1 |
91.40 |
90.48 |
|