NYMEX Light Sweet Crude Oil Future October 2022


Trading Metrics calculated at close of trading on 05-Jul-2022
Day Change Summary
Previous Current
01-Jul-2022 05-Jul-2022 Change Change % Previous Week
Open 100.59 102.56 1.97 2.0% 100.95
High 103.11 105.00 1.89 1.8% 108.07
Low 99.17 91.72 -7.45 -7.5% 99.17
Close 102.31 93.44 -8.87 -8.7% 102.31
Range 3.94 13.28 9.34 237.1% 8.90
ATR 4.32 4.96 0.64 14.8% 0.00
Volume 62,291 141,397 79,106 127.0% 322,405
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 136.56 128.28 100.74
R3 123.28 115.00 97.09
R2 110.00 110.00 95.87
R1 101.72 101.72 94.66 99.22
PP 96.72 96.72 96.72 95.47
S1 88.44 88.44 92.22 85.94
S2 83.44 83.44 91.01
S3 70.16 75.16 89.79
S4 56.88 61.88 86.14
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 129.88 125.00 107.21
R3 120.98 116.10 104.76
R2 112.08 112.08 103.94
R1 107.20 107.20 103.13 109.64
PP 103.18 103.18 103.18 104.41
S1 98.30 98.30 101.49 100.74
S2 94.28 94.28 100.68
S3 85.38 89.40 99.86
S4 76.48 80.50 97.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.07 91.72 16.35 17.5% 5.91 6.3% 11% False True 83,355
10 108.07 91.72 16.35 17.5% 5.40 5.8% 11% False True 72,944
20 115.44 91.72 23.72 25.4% 4.77 5.1% 7% False True 56,579
40 115.44 91.72 23.72 25.4% 4.31 4.6% 7% False True 40,402
60 115.44 90.48 24.96 26.7% 4.02 4.3% 12% False False 33,104
80 115.44 84.10 31.34 33.5% 4.16 4.4% 30% False False 28,877
100 115.44 79.83 35.61 38.1% 4.23 4.5% 38% False False 26,680
120 115.44 73.65 41.79 44.7% 3.80 4.1% 47% False False 23,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.27
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 161.44
2.618 139.77
1.618 126.49
1.000 118.28
0.618 113.21
HIGH 105.00
0.618 99.93
0.500 98.36
0.382 96.79
LOW 91.72
0.618 83.51
1.000 78.44
1.618 70.23
2.618 56.95
4.250 35.28
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 98.36 98.36
PP 96.72 96.72
S1 95.08 95.08

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

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