NYMEX Light Sweet Crude Oil Future January 2023


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 88.86 90.85 1.99 2.2% 95.20
High 91.56 91.73 0.17 0.2% 97.59
Low 88.55 88.43 -0.12 -0.1% 82.88
Close 91.31 91.58 0.27 0.3% 91.31
Range 3.01 3.30 0.29 9.6% 14.71
ATR 4.35 4.28 -0.08 -1.7% 0.00
Volume 11,011 10,745 -266 -2.4% 73,075
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 100.48 99.33 93.40
R3 97.18 96.03 92.49
R2 93.88 93.88 92.19
R1 92.73 92.73 91.88 93.31
PP 90.58 90.58 90.58 90.87
S1 89.43 89.43 91.28 90.01
S2 87.28 87.28 90.98
S3 83.98 86.13 90.67
S4 80.68 82.83 89.77
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 134.72 127.73 99.40
R3 120.01 113.02 95.36
R2 105.30 105.30 94.01
R1 98.31 98.31 92.66 94.45
PP 90.59 90.59 90.59 88.67
S1 83.60 83.60 89.96 79.74
S2 75.88 75.88 88.61
S3 61.17 68.89 87.26
S4 46.46 54.18 83.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.59 82.88 14.71 16.1% 5.96 6.5% 59% False False 16,764
10 100.84 82.88 17.96 19.6% 4.81 5.2% 48% False False 15,553
20 107.86 82.88 24.98 27.3% 4.51 4.9% 35% False False 14,014
40 108.63 82.88 25.75 28.1% 3.60 3.9% 34% False False 10,499
60 108.63 82.88 25.75 28.1% 3.41 3.7% 34% False False 9,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.76
2.618 100.37
1.618 97.07
1.000 95.03
0.618 93.77
HIGH 91.73
0.618 90.47
0.500 90.08
0.382 89.69
LOW 88.43
0.618 86.39
1.000 85.13
1.618 83.09
2.618 79.79
4.250 74.41
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 91.08 90.43
PP 90.58 89.28
S1 90.08 88.13

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

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