NYMEX Light Sweet Crude Oil Future April 2023

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	87.25	85.87	-1.38	-1.6%	81.87
High	87.85	88.65	0.80	0.9%	87.19
Low	85.31	85.84	0.53	0.6%	81.87
Close	85.60	87.98	2.38	2.8%	84.27
Range	2.54	2.81	0.27	10.6%	5.32
ATR	3.45	3.42	-0.03	-0.8%	0.00
Volume	3,815	6,552	2,737	71.7%	28,985

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	95.92	94.76	89.53
R3	93.11	91.95	88.75
R2	90.30	90.30	88.50
R1	89.14	89.14	88.24	89.72
PP	87.49	87.49	87.49	87.78
S1	86.33	86.33	87.72	86.91
S2	84.68	84.68	87.46
S3	81.87	83.52	87.21
S4	79.06	80.71	86.43

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	100.40	97.66	87.20
R3	95.08	92.34	85.73
R2	89.76	89.76	85.25
R1	87.02	87.02	84.76	88.39
PP	84.44	84.44	84.44	85.13
S1	81.70	81.70	83.78	83.07
S2	79.12	79.12	83.29
S3	73.80	76.38	82.81
S4	68.48	71.06	81.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.65	83.33	5.32	6.0%	2.63	3.0%	87%	True	False	5,695
10	88.65	78.99	9.66	11.0%	2.78	3.2%	93%	True	False	5,049
20	96.12	78.99	17.13	19.5%	3.47	3.9%	52%	False	False	4,179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.52
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.59
2.618	96.01
1.618	93.20
1.000	91.46
0.618	90.39
HIGH	88.65
0.618	87.58
0.500	87.25
0.382	86.91
LOW	85.84
0.618	84.10
1.000	83.03
1.618	81.29
2.618	78.48
4.250	73.90

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	87.74	87.36
PP	87.49	86.75
S1	87.25	86.13

Download as Excel Spreadsheet

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

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