NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 98.92 101.33 2.41 2.4% 105.60
High 101.97 102.00 0.03 0.0% 108.28
Low 98.40 97.94 -0.46 -0.5% 92.18
Close 101.53 101.21 -0.32 -0.3% 101.53
Range 3.57 4.06 0.49 13.7% 16.10
ATR 5.39 5.30 -0.10 -1.8% 0.00
Volume 124,088 142,492 18,404 14.8% 634,978
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 112.56 110.95 103.44
R3 108.50 106.89 102.33
R2 104.44 104.44 101.95
R1 102.83 102.83 101.58 101.61
PP 100.38 100.38 100.38 99.77
S1 98.77 98.77 100.84 97.55
S2 96.32 96.32 100.47
S3 92.26 94.71 100.09
S4 88.20 90.65 98.98
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 148.96 141.35 110.39
R3 132.86 125.25 105.96
R2 116.76 116.76 104.48
R1 109.15 109.15 103.01 104.91
PP 100.66 100.66 100.66 98.54
S1 93.05 93.05 100.05 88.81
S2 84.56 84.56 98.58
S3 68.46 76.95 97.10
S4 52.36 60.85 92.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.28 92.18 16.10 15.9% 7.20 7.1% 56% False False 155,494
10 111.14 92.18 18.96 18.7% 5.76 5.7% 48% False False 133,218
20 117.78 92.18 25.60 25.3% 5.61 5.5% 35% False False 123,684
40 118.08 92.18 25.90 25.6% 4.63 4.6% 35% False False 91,952
60 118.08 92.18 25.90 25.6% 4.50 4.4% 35% False False 74,627
80 118.08 85.38 32.70 32.3% 4.55 4.5% 48% False False 65,267
100 118.08 80.64 37.44 37.0% 4.81 4.8% 55% False False 63,265
120 118.08 77.07 41.01 40.5% 4.35 4.3% 59% False False 56,820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.26
2.618 112.63
1.618 108.57
1.000 106.06
0.618 104.51
HIGH 102.00
0.618 100.45
0.500 99.97
0.382 99.49
LOW 97.94
0.618 95.43
1.000 93.88
1.618 91.37
2.618 87.31
4.250 80.69
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 100.80 99.97
PP 100.38 98.74
S1 99.97 97.50

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

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