NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
88.53 |
90.55 |
2.02 |
2.3% |
84.81 |
| High |
91.48 |
91.42 |
-0.06 |
-0.1% |
91.48 |
| Low |
88.43 |
88.53 |
0.10 |
0.1% |
84.12 |
| Close |
90.92 |
89.40 |
-1.52 |
-1.7% |
89.40 |
| Range |
3.05 |
2.89 |
-0.16 |
-5.2% |
7.36 |
| ATR |
3.83 |
3.77 |
-0.07 |
-1.8% |
0.00 |
| Volume |
48,382 |
25,954 |
-22,428 |
-46.4% |
181,466 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.45 |
96.82 |
90.99 |
|
| R3 |
95.56 |
93.93 |
90.19 |
|
| R2 |
92.67 |
92.67 |
89.93 |
|
| R1 |
91.04 |
91.04 |
89.66 |
90.41 |
| PP |
89.78 |
89.78 |
89.78 |
89.47 |
| S1 |
88.15 |
88.15 |
89.14 |
87.52 |
| S2 |
86.89 |
86.89 |
88.87 |
|
| S3 |
84.00 |
85.26 |
88.61 |
|
| S4 |
81.11 |
82.37 |
87.81 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.41 |
107.27 |
93.45 |
|
| R3 |
103.05 |
99.91 |
91.42 |
|
| R2 |
95.69 |
95.69 |
90.75 |
|
| R1 |
92.55 |
92.55 |
90.07 |
94.12 |
| PP |
88.33 |
88.33 |
88.33 |
89.12 |
| S1 |
85.19 |
85.19 |
88.73 |
86.76 |
| S2 |
80.97 |
80.97 |
88.05 |
|
| S3 |
73.61 |
77.83 |
87.38 |
|
| S4 |
66.25 |
70.47 |
85.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.48 |
84.12 |
7.36 |
8.2% |
3.35 |
3.7% |
72% |
False |
False |
36,293 |
| 10 |
92.22 |
83.63 |
8.59 |
9.6% |
3.72 |
4.2% |
67% |
False |
False |
32,246 |
| 20 |
94.50 |
83.63 |
10.87 |
12.2% |
3.61 |
4.0% |
53% |
False |
False |
28,610 |
| 40 |
104.82 |
81.58 |
23.24 |
26.0% |
4.14 |
4.6% |
34% |
False |
False |
21,870 |
| 60 |
108.63 |
81.58 |
27.05 |
30.3% |
3.71 |
4.1% |
29% |
False |
False |
17,275 |
| 80 |
108.63 |
81.58 |
27.05 |
30.3% |
3.53 |
3.9% |
29% |
False |
False |
14,641 |
| 100 |
108.63 |
81.58 |
27.05 |
30.3% |
3.47 |
3.9% |
29% |
False |
False |
13,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.70 |
|
2.618 |
98.99 |
|
1.618 |
96.10 |
|
1.000 |
94.31 |
|
0.618 |
93.21 |
|
HIGH |
91.42 |
|
0.618 |
90.32 |
|
0.500 |
89.98 |
|
0.382 |
89.63 |
|
LOW |
88.53 |
|
0.618 |
86.74 |
|
1.000 |
85.64 |
|
1.618 |
83.85 |
|
2.618 |
80.96 |
|
4.250 |
76.25 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
89.98 |
89.04 |
| PP |
89.78 |
88.67 |
| S1 |
89.59 |
88.31 |
|