NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 93.83 90.95 -2.88 -3.1% 95.10
High 96.57 91.90 -4.67 -4.8% 101.88
Low 90.38 87.55 -2.83 -3.1% 93.01
Close 90.66 88.54 -2.12 -2.3% 98.62
Range 6.19 4.35 -1.84 -29.7% 8.87
ATR 5.01 4.96 -0.05 -0.9% 0.00
Volume 395,099 334,931 -60,168 -15.2% 1,578,721
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 102.38 99.81 90.93
R3 98.03 95.46 89.74
R2 93.68 93.68 89.34
R1 91.11 91.11 88.94 90.22
PP 89.33 89.33 89.33 88.89
S1 86.76 86.76 88.14 85.87
S2 84.98 84.98 87.74
S3 80.63 82.41 87.34
S4 76.28 78.06 86.15
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 87.55 14.33 16.2% 5.22 5.9% 7% False True 354,647
10 101.88 87.55 14.33 16.2% 4.61 5.2% 7% False True 331,015
20 102.00 87.55 14.45 16.3% 4.78 5.4% 7% False True 282,667
40 118.08 87.55 30.53 34.5% 5.14 5.8% 3% False True 200,896
60 118.08 87.55 30.53 34.5% 4.74 5.4% 3% False True 152,885
80 118.08 87.55 30.53 34.5% 4.58 5.2% 3% False True 124,531
100 118.08 85.31 32.77 37.0% 4.64 5.2% 10% False False 106,906
120 118.08 80.64 37.44 42.3% 4.79 5.4% 21% False False 98,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.39
2.618 103.29
1.618 98.94
1.000 96.25
0.618 94.59
HIGH 91.90
0.618 90.24
0.500 89.73
0.382 89.21
LOW 87.55
0.618 84.86
1.000 83.20
1.618 80.51
2.618 76.16
4.250 69.06
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 89.73 92.06
PP 89.33 90.89
S1 88.94 89.71

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

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