NYMEX Light Sweet Crude Oil Future September 2022
Trading Metrics calculated at close of trading on 06-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
105.60 |
97.44 |
-8.16 |
-7.7% |
104.37 |
High |
108.28 |
99.13 |
-9.15 |
-8.5% |
111.14 |
Low |
94.62 |
92.18 |
-2.44 |
-2.6% |
101.94 |
Close |
96.52 |
94.98 |
-1.54 |
-1.6% |
105.39 |
Range |
13.66 |
6.95 |
-6.71 |
-49.1% |
9.20 |
ATR |
5.24 |
5.36 |
0.12 |
2.3% |
0.00 |
Volume |
199,367 |
166,599 |
-32,768 |
-16.4% |
554,714 |
|
Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.28 |
112.58 |
98.80 |
|
R3 |
109.33 |
105.63 |
96.89 |
|
R2 |
102.38 |
102.38 |
96.25 |
|
R1 |
98.68 |
98.68 |
95.62 |
97.06 |
PP |
95.43 |
95.43 |
95.43 |
94.62 |
S1 |
91.73 |
91.73 |
94.34 |
90.11 |
S2 |
88.48 |
88.48 |
93.71 |
|
S3 |
81.53 |
84.78 |
93.07 |
|
S4 |
74.58 |
77.83 |
91.16 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.76 |
128.77 |
110.45 |
|
R3 |
124.56 |
119.57 |
107.92 |
|
R2 |
115.36 |
115.36 |
107.08 |
|
R1 |
110.37 |
110.37 |
106.23 |
112.87 |
PP |
106.16 |
106.16 |
106.16 |
107.40 |
S1 |
101.17 |
101.17 |
104.55 |
103.67 |
S2 |
96.96 |
96.96 |
103.70 |
|
S3 |
87.76 |
91.97 |
102.86 |
|
S4 |
78.56 |
82.77 |
100.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.14 |
92.18 |
18.96 |
20.0% |
6.94 |
7.3% |
15% |
False |
True |
144,588 |
10 |
111.14 |
92.18 |
18.96 |
20.0% |
5.91 |
6.2% |
15% |
False |
True |
129,858 |
20 |
118.08 |
92.18 |
25.90 |
27.3% |
5.24 |
5.5% |
11% |
False |
True |
116,329 |
40 |
118.08 |
92.18 |
25.90 |
27.3% |
4.72 |
5.0% |
11% |
False |
True |
85,609 |
60 |
118.08 |
91.10 |
26.98 |
28.4% |
4.44 |
4.7% |
14% |
False |
False |
70,049 |
80 |
118.08 |
85.31 |
32.77 |
34.5% |
4.57 |
4.8% |
30% |
False |
False |
61,601 |
100 |
118.08 |
80.64 |
37.44 |
39.4% |
4.73 |
5.0% |
38% |
False |
False |
60,200 |
120 |
118.08 |
76.17 |
41.91 |
44.1% |
4.26 |
4.5% |
45% |
False |
False |
53,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.67 |
2.618 |
117.33 |
1.618 |
110.38 |
1.000 |
106.08 |
0.618 |
103.43 |
HIGH |
99.13 |
0.618 |
96.48 |
0.500 |
95.66 |
0.382 |
94.83 |
LOW |
92.18 |
0.618 |
87.88 |
1.000 |
85.23 |
1.618 |
80.93 |
2.618 |
73.98 |
4.250 |
62.64 |
|
|
Fisher Pivots for day following 06-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
95.66 |
100.23 |
PP |
95.43 |
98.48 |
S1 |
95.21 |
96.73 |
|