NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 93.75 93.83 0.08 0.1% 95.10
High 96.47 96.57 0.10 0.1% 101.88
Low 92.59 90.38 -2.21 -2.4% 93.01
Close 94.42 90.66 -3.76 -4.0% 98.62
Range 3.88 6.19 2.31 59.5% 8.87
ATR 4.91 5.01 0.09 1.9% 0.00
Volume 328,538 395,099 66,561 20.3% 1,578,721
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 111.11 107.07 94.06
R3 104.92 100.88 92.36
R2 98.73 98.73 91.79
R1 94.69 94.69 91.23 93.62
PP 92.54 92.54 92.54 92.00
S1 88.50 88.50 90.09 87.43
S2 86.35 86.35 89.53
S3 80.16 82.31 88.96
S4 73.97 76.12 87.26
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 124.45 120.40 103.50
R3 115.58 111.53 101.06
R2 106.71 106.71 100.25
R1 102.66 102.66 99.43 104.69
PP 97.84 97.84 97.84 98.85
S1 93.79 93.79 97.81 95.82
S2 88.97 88.97 96.99
S3 80.10 84.92 96.18
S4 71.23 76.05 93.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.88 90.38 11.50 12.7% 5.11 5.6% 2% False True 351,341
10 101.88 90.38 11.50 12.7% 4.72 5.2% 2% False True 329,413
20 102.00 88.23 13.77 15.2% 4.95 5.5% 18% False False 273,167
40 118.08 88.23 29.85 32.9% 5.09 5.6% 8% False False 194,748
60 118.08 88.23 29.85 32.9% 4.80 5.3% 8% False False 148,128
80 118.08 88.23 29.85 32.9% 4.56 5.0% 8% False False 120,828
100 118.08 85.31 32.77 36.1% 4.64 5.1% 16% False False 103,914
120 118.08 80.64 37.44 41.3% 4.77 5.3% 27% False False 95,695
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.88
2.618 112.78
1.618 106.59
1.000 102.76
0.618 100.40
HIGH 96.57
0.618 94.21
0.500 93.48
0.382 92.74
LOW 90.38
0.618 86.55
1.000 84.19
1.618 80.36
2.618 74.17
4.250 64.07
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 93.48 94.52
PP 92.54 93.23
S1 91.60 91.95

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

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