NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	87.75	87.47	-0.28	-0.3%	91.17
High	88.96	87.47	-1.49	-1.7%	93.97
Low	85.60	82.29	-3.31	-3.9%	80.33
Close	88.79	82.89	-5.90	-6.6%	88.26
Range	3.36	5.18	1.82	54.2%	13.64
ATR	3.86	4.05	0.19	4.9%	0.00
Volume	9,325	11,672	2,347	25.2%	56,896

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	99.76	96.50	85.74
R3	94.58	91.32	84.31
R2	89.40	89.40	83.84
R1	86.14	86.14	83.36	85.18
PP	84.22	84.22	84.22	83.74
S1	80.96	80.96	82.42	80.00
S2	79.04	79.04	81.94
S3	73.86	75.78	81.47
S4	68.68	70.60	80.04

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	128.44	121.99	95.76
R3	114.80	108.35	92.01
R2	101.16	101.16	90.76
R1	94.71	94.71	89.51	91.12
PP	87.52	87.52	87.52	85.72
S1	81.07	81.07	87.01	77.48
S2	73.88	73.88	85.76
S3	60.24	67.43	84.51
S4	46.60	53.79	80.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.96	80.33	8.63	10.4%	4.20	5.1%	30%	False	False	11,199
10	97.44	80.33	17.11	20.6%	4.60	5.5%	15%	False	False	11,370
20	104.33	80.33	24.00	29.0%	4.20	5.1%	11%	False	False	11,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	109.49
2.618	101.03
1.618	95.85
1.000	92.65
0.618	90.67
HIGH	87.47
0.618	85.49
0.500	84.88
0.382	84.27
LOW	82.29
0.618	79.09
1.000	77.11
1.618	73.91
2.618	68.73
4.250	60.28

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	84.88	85.63
PP	84.22	84.71
S1	83.55	83.80

Download as Excel Spreadsheet

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

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