NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	87.32	87.63	0.31	0.4%	87.75
High	88.36	87.63	-0.73	-0.8%	88.96
Low	86.15	84.30	-1.85	-2.1%	80.00
Close	88.10	86.12	-1.98	-2.2%	83.43
Range	2.21	3.33	1.12	50.7%	8.96
ATR	3.76	3.76	0.00	0.1%	0.00
Volume	17,732	20,334	2,602	14.7%	61,123

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.01	94.39	87.95
R3	92.68	91.06	87.04
R2	89.35	89.35	86.73
R1	87.73	87.73	86.43	86.88
PP	86.02	86.02	86.02	85.59
S1	84.40	84.40	85.81	83.55
S2	82.69	82.69	85.51
S3	79.36	81.07	85.20
S4	76.03	77.74	84.29

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	111.01	106.18	88.36
R3	102.05	97.22	85.89
R2	93.09	93.09	85.07
R1	88.26	88.26	84.25	86.20
PP	84.13	84.13	84.13	83.10
S1	79.30	79.30	82.61	77.24
S2	75.17	75.17	81.79
S3	66.21	70.34	80.97
S4	57.25	61.38	78.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.36	81.56	6.80	7.9%	3.24	3.8%	67%	False	False	16,879
10	88.96	80.00	8.96	10.4%	3.40	3.9%	68%	False	False	14,264
20	97.44	80.00	17.44	20.3%	3.97	4.6%	35%	False	False	12,942
40	104.91	80.00	24.91	28.9%	3.44	4.0%	25%	False	False	11,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.81
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.78
2.618	96.35
1.618	93.02
1.000	90.96
0.618	89.69
HIGH	87.63
0.618	86.36
0.500	85.97
0.382	85.57
LOW	84.30
0.618	82.24
1.000	80.97
1.618	78.91
2.618	75.58
4.250	70.15

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	86.07	86.33
PP	86.02	86.26
S1	85.97	86.19

Download as Excel Spreadsheet

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

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