NYMEX Light Sweet Crude Oil Future September 2022


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 96.33 95.60 -0.73 -0.8% 94.34
High 99.00 98.59 -0.41 -0.4% 100.99
Low 94.76 94.30 -0.46 -0.5% 92.88
Close 94.98 97.26 2.28 2.4% 94.70
Range 4.24 4.29 0.05 1.2% 8.11
ATR 4.99 4.94 -0.05 -1.0% 0.00
Volume 310,043 321,903 11,860 3.8% 1,561,013
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 109.59 107.71 99.62
R3 105.30 103.42 98.44
R2 101.01 101.01 98.05
R1 99.13 99.13 97.65 100.07
PP 96.72 96.72 96.72 97.19
S1 94.84 94.84 96.87 95.78
S2 92.43 92.43 96.47
S3 88.14 90.55 96.08
S4 83.85 86.26 94.90
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 120.52 115.72 99.16
R3 112.41 107.61 96.93
R2 104.30 104.30 96.19
R1 99.50 99.50 95.44 101.90
PP 96.19 96.19 96.19 97.39
S1 91.39 91.39 93.96 93.79
S2 88.08 88.08 93.21
S3 79.97 83.28 92.47
S4 71.86 75.17 90.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.99 93.01 6.98 7.2% 4.32 4.4% 61% False False 307,484
10 100.99 88.23 12.76 13.1% 4.60 4.7% 71% False False 291,672
20 111.14 88.23 22.91 23.6% 5.40 5.6% 39% False False 221,479
40 118.08 88.23 29.85 30.7% 5.00 5.1% 30% False False 159,520
60 118.08 88.23 29.85 30.7% 4.71 4.8% 30% False False 122,275
80 118.08 88.23 29.85 30.7% 4.50 4.6% 30% False False 101,658
100 118.08 85.31 32.77 33.7% 4.92 5.1% 36% False False 89,190
120 118.08 79.82 38.26 39.3% 4.64 4.8% 46% False False 82,216
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.82
2.618 109.82
1.618 105.53
1.000 102.88
0.618 101.24
HIGH 98.59
0.618 96.95
0.500 96.45
0.382 95.94
LOW 94.30
0.618 91.65
1.000 90.01
1.618 87.36
2.618 83.07
4.250 76.07
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 96.99 96.84
PP 96.72 96.42
S1 96.45 96.01

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

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