NYMEX Light Sweet Crude Oil Future January 2023

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	89.57	87.93	-1.64	-1.8%	88.09
High	92.21	88.46	-3.75	-4.1%	94.50
Low	87.28	84.41	-2.87	-3.3%	86.30
Close	87.51	85.13	-2.38	-2.7%	92.52
Range	4.93	4.05	-0.88	-17.8%	8.20
ATR	4.01	4.02	0.00	0.1%	0.00
Volume	32,534	24,962	-7,572	-23.3%	106,462

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	98.15	95.69	87.36
R3	94.10	91.64	86.24
R2	90.05	90.05	85.87
R1	87.59	87.59	85.50	86.80
PP	86.00	86.00	86.00	85.60
S1	83.54	83.54	84.76	82.75
S2	81.95	81.95	84.39
S3	77.90	79.49	84.02
S4	73.85	75.44	82.90

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	115.71	112.31	97.03
R3	107.51	104.11	94.78
R2	99.31	99.31	94.02
R1	95.91	95.91	93.27	97.61
PP	91.11	91.11	91.11	91.96
S1	87.71	87.71	91.77	89.41
S2	82.91	82.91	91.02
S3	74.71	79.51	90.27
S4	66.51	71.31	88.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.50	84.41	10.09	11.9%	4.22	5.0%	7%	False	True	27,410
10	94.50	84.41	10.09	11.9%	3.71	4.4%	7%	False	True	24,139
20	94.50	81.58	12.92	15.2%	3.80	4.5%	27%	False	False	22,555
40	108.63	81.58	27.05	31.8%	4.11	4.8%	13%	False	False	18,196
60	108.63	81.58	27.05	31.8%	3.71	4.4%	13%	False	False	14,456
80	108.63	81.58	27.05	31.8%	3.50	4.1%	13%	False	False	12,628

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	1.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.67
2.618	99.06
1.618	95.01
1.000	92.51
0.618	90.96
HIGH	88.46
0.618	86.91
0.500	86.44
0.382	85.96
LOW	84.41
0.618	81.91
1.000	80.36
1.618	77.86
2.618	73.81
4.250	67.20

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	86.44	88.31
PP	86.00	87.25
S1	85.57	86.19

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols