NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
88.69 |
91.62 |
2.93 |
3.3% |
86.08 |
| High |
91.97 |
93.19 |
1.22 |
1.3% |
91.04 |
| Low |
88.10 |
90.07 |
1.97 |
2.2% |
84.84 |
| Close |
91.02 |
90.59 |
-0.43 |
-0.5% |
87.49 |
| Range |
3.87 |
3.12 |
-0.75 |
-19.4% |
6.20 |
| ATR |
3.96 |
3.90 |
-0.06 |
-1.5% |
0.00 |
| Volume |
20,163 |
17,733 |
-2,430 |
-12.1% |
143,287 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.64 |
98.74 |
92.31 |
|
| R3 |
97.52 |
95.62 |
91.45 |
|
| R2 |
94.40 |
94.40 |
91.16 |
|
| R1 |
92.50 |
92.50 |
90.88 |
91.89 |
| PP |
91.28 |
91.28 |
91.28 |
90.98 |
| S1 |
89.38 |
89.38 |
90.30 |
88.77 |
| S2 |
88.16 |
88.16 |
90.02 |
|
| S3 |
85.04 |
86.26 |
89.73 |
|
| S4 |
81.92 |
83.14 |
88.87 |
|
|
| 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 |
93.19 |
86.30 |
6.89 |
7.6% |
3.21 |
3.5% |
62% |
True |
False |
20,868 |
| 10 |
93.19 |
83.72 |
9.47 |
10.5% |
3.46 |
3.8% |
73% |
True |
False |
24,100 |
| 20 |
97.92 |
81.58 |
16.34 |
18.0% |
4.30 |
4.8% |
55% |
False |
False |
20,308 |
| 40 |
108.63 |
81.58 |
27.05 |
29.9% |
3.92 |
4.3% |
33% |
False |
False |
15,756 |
| 60 |
108.63 |
81.58 |
27.05 |
29.9% |
3.65 |
4.0% |
33% |
False |
False |
12,778 |
| 80 |
108.63 |
81.58 |
27.05 |
29.9% |
3.44 |
3.8% |
33% |
False |
False |
11,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.45 |
|
2.618 |
101.36 |
|
1.618 |
98.24 |
|
1.000 |
96.31 |
|
0.618 |
95.12 |
|
HIGH |
93.19 |
|
0.618 |
92.00 |
|
0.500 |
91.63 |
|
0.382 |
91.26 |
|
LOW |
90.07 |
|
0.618 |
88.14 |
|
1.000 |
86.95 |
|
1.618 |
85.02 |
|
2.618 |
81.90 |
|
4.250 |
76.81 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
91.63 |
90.65 |
| PP |
91.28 |
90.63 |
| S1 |
90.94 |
90.61 |
|