NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
87.10 |
88.53 |
1.43 |
1.6% |
91.81 |
| High |
89.19 |
91.48 |
2.29 |
2.6% |
92.22 |
| Low |
85.14 |
88.43 |
3.29 |
3.9% |
83.63 |
| Close |
88.90 |
90.92 |
2.02 |
2.3% |
85.51 |
| Range |
4.05 |
3.05 |
-1.00 |
-24.7% |
8.59 |
| ATR |
3.89 |
3.83 |
-0.06 |
-1.5% |
0.00 |
| Volume |
35,242 |
48,382 |
13,140 |
37.3% |
140,996 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.43 |
98.22 |
92.60 |
|
| R3 |
96.38 |
95.17 |
91.76 |
|
| R2 |
93.33 |
93.33 |
91.48 |
|
| R1 |
92.12 |
92.12 |
91.20 |
92.73 |
| PP |
90.28 |
90.28 |
90.28 |
90.58 |
| S1 |
89.07 |
89.07 |
90.64 |
89.68 |
| S2 |
87.23 |
87.23 |
90.36 |
|
| S3 |
84.18 |
86.02 |
90.08 |
|
| S4 |
81.13 |
82.97 |
89.24 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.89 |
107.79 |
90.23 |
|
| R3 |
104.30 |
99.20 |
87.87 |
|
| R2 |
95.71 |
95.71 |
87.08 |
|
| R1 |
90.61 |
90.61 |
86.30 |
88.87 |
| PP |
87.12 |
87.12 |
87.12 |
86.25 |
| S1 |
82.02 |
82.02 |
84.72 |
80.28 |
| S2 |
78.53 |
78.53 |
83.94 |
|
| S3 |
69.94 |
73.43 |
83.15 |
|
| S4 |
61.35 |
64.84 |
80.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.48 |
83.63 |
7.85 |
8.6% |
3.43 |
3.8% |
93% |
True |
False |
37,135 |
| 10 |
94.50 |
83.63 |
10.87 |
12.0% |
3.82 |
4.2% |
67% |
False |
False |
32,272 |
| 20 |
94.50 |
83.63 |
10.87 |
12.0% |
3.64 |
4.0% |
67% |
False |
False |
28,186 |
| 40 |
104.82 |
81.58 |
23.24 |
25.6% |
4.14 |
4.6% |
40% |
False |
False |
21,544 |
| 60 |
108.63 |
81.58 |
27.05 |
29.8% |
3.71 |
4.1% |
35% |
False |
False |
16,963 |
| 80 |
108.63 |
81.58 |
27.05 |
29.8% |
3.54 |
3.9% |
35% |
False |
False |
14,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.44 |
|
2.618 |
99.46 |
|
1.618 |
96.41 |
|
1.000 |
94.53 |
|
0.618 |
93.36 |
|
HIGH |
91.48 |
|
0.618 |
90.31 |
|
0.500 |
89.96 |
|
0.382 |
89.60 |
|
LOW |
88.43 |
|
0.618 |
86.55 |
|
1.000 |
85.38 |
|
1.618 |
83.50 |
|
2.618 |
80.45 |
|
4.250 |
75.47 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
90.60 |
90.05 |
| PP |
90.28 |
89.18 |
| S1 |
89.96 |
88.31 |
|