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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 2 trading days
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

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

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