NYMEX Light Sweet Crude Oil Future August 2022


Trading Metrics calculated at close of trading on 05-Jul-2022
Day Change Summary
Previous Current
01-Jul-2022 05-Jul-2022 Change Change % Previous Week
Open 106.01 108.80 2.79 2.6% 107.22
High 109.34 111.45 2.11 1.9% 114.05
Low 104.56 97.43 -7.13 -6.8% 104.56
Close 108.43 99.50 -8.93 -8.2% 108.43
Range 4.78 14.02 9.24 193.3% 9.49
ATR 4.85 5.50 0.66 13.5% 0.00
Volume 305,338 594,215 288,877 94.6% 1,579,950
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 144.85 136.20 107.21
R3 130.83 122.18 103.36
R2 116.81 116.81 102.07
R1 108.16 108.16 100.79 105.48
PP 102.79 102.79 102.79 101.45
S1 94.14 94.14 98.21 91.46
S2 88.77 88.77 96.93
S3 74.75 80.12 95.64
S4 60.73 66.10 91.79
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 137.48 132.45 113.65
R3 127.99 122.96 111.04
R2 118.50 118.50 110.17
R1 113.47 113.47 109.30 115.99
PP 109.01 109.01 109.01 110.27
S1 103.98 103.98 107.56 106.50
S2 99.52 99.52 106.69
S3 90.03 94.49 105.82
S4 80.54 85.00 103.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.05 97.43 16.62 16.7% 6.32 6.3% 12% False True 378,250
10 114.05 97.43 16.62 16.7% 5.88 5.9% 12% False True 370,210
20 120.88 97.43 23.45 23.6% 5.31 5.3% 9% False True 278,957
40 120.88 95.47 25.41 25.5% 4.92 4.9% 16% False False 176,375
60 120.88 91.61 29.27 29.4% 4.69 4.7% 27% False False 131,566
80 120.88 86.81 34.07 34.2% 4.88 4.9% 37% False False 106,673
100 120.88 81.64 39.24 39.4% 4.99 5.0% 46% False False 93,721
120 120.88 74.93 45.95 46.2% 4.48 4.5% 53% False False 80,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.38
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 171.04
2.618 148.15
1.618 134.13
1.000 125.47
0.618 120.11
HIGH 111.45
0.618 106.09
0.500 104.44
0.382 102.79
LOW 97.43
0.618 88.77
1.000 83.41
1.618 74.75
2.618 60.73
4.250 37.85
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 104.44 104.44
PP 102.79 102.79
S1 101.15 101.15

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

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