NYMEX Light Sweet Crude Oil Future January 2023
| 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 |
89.11 |
88.69 |
-0.42 |
-0.5% |
86.08 |
| High |
91.27 |
91.97 |
0.70 |
0.8% |
91.04 |
| Low |
88.19 |
88.10 |
-0.09 |
-0.1% |
84.84 |
| Close |
88.52 |
91.02 |
2.50 |
2.8% |
87.49 |
| Range |
3.08 |
3.87 |
0.79 |
25.6% |
6.20 |
| ATR |
3.96 |
3.96 |
-0.01 |
-0.2% |
0.00 |
| Volume |
19,290 |
20,163 |
873 |
4.5% |
143,287 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.97 |
100.37 |
93.15 |
|
| R3 |
98.10 |
96.50 |
92.08 |
|
| R2 |
94.23 |
94.23 |
91.73 |
|
| R1 |
92.63 |
92.63 |
91.37 |
93.43 |
| PP |
90.36 |
90.36 |
90.36 |
90.77 |
| S1 |
88.76 |
88.76 |
90.67 |
89.56 |
| S2 |
86.49 |
86.49 |
90.31 |
|
| S3 |
82.62 |
84.89 |
89.96 |
|
| S4 |
78.75 |
81.02 |
88.89 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.39 |
103.14 |
90.90 |
|
| R3 |
100.19 |
96.94 |
89.20 |
|
| R2 |
93.99 |
93.99 |
88.63 |
|
| R1 |
90.74 |
90.74 |
88.06 |
92.37 |
| PP |
87.79 |
87.79 |
87.79 |
88.60 |
| S1 |
84.54 |
84.54 |
86.92 |
86.17 |
| S2 |
81.59 |
81.59 |
86.35 |
|
| S3 |
75.39 |
78.34 |
85.79 |
|
| S4 |
69.19 |
72.14 |
84.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.97 |
86.30 |
5.67 |
6.2% |
3.39 |
3.7% |
83% |
True |
False |
22,159 |
| 10 |
91.97 |
81.58 |
10.39 |
11.4% |
3.59 |
3.9% |
91% |
True |
False |
23,960 |
| 20 |
100.84 |
81.58 |
19.26 |
21.2% |
4.34 |
4.8% |
49% |
False |
False |
20,108 |
| 40 |
108.63 |
81.58 |
27.05 |
29.7% |
3.95 |
4.3% |
35% |
False |
False |
15,650 |
| 60 |
108.63 |
81.58 |
27.05 |
29.7% |
3.65 |
4.0% |
35% |
False |
False |
12,646 |
| 80 |
108.63 |
81.58 |
27.05 |
29.7% |
3.43 |
3.8% |
35% |
False |
False |
11,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.42 |
|
2.618 |
102.10 |
|
1.618 |
98.23 |
|
1.000 |
95.84 |
|
0.618 |
94.36 |
|
HIGH |
91.97 |
|
0.618 |
90.49 |
|
0.500 |
90.04 |
|
0.382 |
89.58 |
|
LOW |
88.10 |
|
0.618 |
85.71 |
|
1.000 |
84.23 |
|
1.618 |
81.84 |
|
2.618 |
77.97 |
|
4.250 |
71.65 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
90.69 |
90.39 |
| PP |
90.36 |
89.76 |
| S1 |
90.04 |
89.14 |
|