NYMEX Light Sweet Crude Oil Future September 2022
Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
90.51 |
91.55 |
1.04 |
1.1% |
98.46 |
High |
92.43 |
95.05 |
2.62 |
2.8% |
98.65 |
Low |
87.66 |
91.24 |
3.58 |
4.1% |
87.01 |
Close |
91.93 |
94.34 |
2.41 |
2.6% |
89.01 |
Range |
4.77 |
3.81 |
-0.96 |
-20.1% |
11.64 |
ATR |
4.71 |
4.64 |
-0.06 |
-1.4% |
0.00 |
Volume |
383,766 |
341,234 |
-42,532 |
-11.1% |
1,773,877 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.97 |
103.47 |
96.44 |
|
R3 |
101.16 |
99.66 |
95.39 |
|
R2 |
97.35 |
97.35 |
95.04 |
|
R1 |
95.85 |
95.85 |
94.69 |
96.60 |
PP |
93.54 |
93.54 |
93.54 |
93.92 |
S1 |
92.04 |
92.04 |
93.99 |
92.79 |
S2 |
89.73 |
89.73 |
93.64 |
|
S3 |
85.92 |
88.23 |
93.29 |
|
S4 |
82.11 |
84.42 |
92.24 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.48 |
119.38 |
95.41 |
|
R3 |
114.84 |
107.74 |
92.21 |
|
R2 |
103.20 |
103.20 |
91.14 |
|
R1 |
96.10 |
96.10 |
90.08 |
93.83 |
PP |
91.56 |
91.56 |
91.56 |
90.42 |
S1 |
84.46 |
84.46 |
87.94 |
82.19 |
S2 |
79.92 |
79.92 |
86.88 |
|
S3 |
68.28 |
72.82 |
85.81 |
|
S4 |
56.64 |
61.18 |
82.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.05 |
87.01 |
8.04 |
8.5% |
3.92 |
4.2% |
91% |
True |
False |
352,443 |
10 |
101.88 |
87.01 |
14.87 |
15.8% |
4.57 |
4.8% |
49% |
False |
False |
353,545 |
20 |
101.88 |
87.01 |
14.87 |
15.8% |
4.46 |
4.7% |
49% |
False |
False |
325,752 |
40 |
114.17 |
87.01 |
27.16 |
28.8% |
5.12 |
5.4% |
27% |
False |
False |
233,137 |
60 |
118.08 |
87.01 |
31.07 |
32.9% |
4.68 |
5.0% |
24% |
False |
False |
178,265 |
80 |
118.08 |
87.01 |
31.07 |
32.9% |
4.58 |
4.9% |
24% |
False |
False |
144,053 |
100 |
118.08 |
87.01 |
31.07 |
32.9% |
4.57 |
4.8% |
24% |
False |
False |
122,925 |
120 |
118.08 |
80.64 |
37.44 |
39.7% |
4.84 |
5.1% |
37% |
False |
False |
111,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.24 |
2.618 |
105.02 |
1.618 |
101.21 |
1.000 |
98.86 |
0.618 |
97.40 |
HIGH |
95.05 |
0.618 |
93.59 |
0.500 |
93.15 |
0.382 |
92.70 |
LOW |
91.24 |
0.618 |
88.89 |
1.000 |
87.43 |
1.618 |
85.08 |
2.618 |
81.27 |
4.250 |
75.05 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
93.94 |
93.35 |
PP |
93.54 |
92.35 |
S1 |
93.15 |
91.36 |
|