NYMEX Light Sweet Crude Oil Future October 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 |
93.95 |
93.51 |
-0.44 |
-0.5% |
91.60 |
High |
96.60 |
96.53 |
-0.07 |
-0.1% |
97.68 |
Low |
92.64 |
92.30 |
-0.34 |
-0.4% |
90.18 |
Close |
92.88 |
95.29 |
2.41 |
2.6% |
92.43 |
Range |
3.96 |
4.23 |
0.27 |
6.8% |
7.50 |
ATR |
4.73 |
4.69 |
-0.04 |
-0.8% |
0.00 |
Volume |
89,072 |
105,395 |
16,323 |
18.3% |
508,402 |
|
Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.40 |
105.57 |
97.62 |
|
R3 |
103.17 |
101.34 |
96.45 |
|
R2 |
98.94 |
98.94 |
96.07 |
|
R1 |
97.11 |
97.11 |
95.68 |
98.03 |
PP |
94.71 |
94.71 |
94.71 |
95.16 |
S1 |
92.88 |
92.88 |
94.90 |
93.80 |
S2 |
90.48 |
90.48 |
94.51 |
|
S3 |
86.25 |
88.65 |
94.13 |
|
S4 |
82.02 |
84.42 |
92.96 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.93 |
111.68 |
96.56 |
|
R3 |
108.43 |
104.18 |
94.49 |
|
R2 |
100.93 |
100.93 |
93.81 |
|
R1 |
96.68 |
96.68 |
93.12 |
98.81 |
PP |
93.43 |
93.43 |
93.43 |
94.49 |
S1 |
89.18 |
89.18 |
91.74 |
91.31 |
S2 |
85.93 |
85.93 |
91.06 |
|
S3 |
78.43 |
81.68 |
90.37 |
|
S4 |
70.93 |
74.18 |
88.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.93 |
90.79 |
6.14 |
6.4% |
4.12 |
4.3% |
73% |
False |
False |
100,091 |
10 |
97.68 |
86.06 |
11.62 |
12.2% |
4.37 |
4.6% |
79% |
False |
False |
96,542 |
20 |
108.07 |
86.06 |
22.01 |
23.1% |
5.16 |
5.4% |
42% |
False |
False |
87,413 |
40 |
115.44 |
86.06 |
29.38 |
30.8% |
4.75 |
5.0% |
31% |
False |
False |
66,481 |
60 |
115.44 |
86.06 |
29.38 |
30.8% |
4.40 |
4.6% |
31% |
False |
False |
51,654 |
80 |
115.44 |
86.06 |
29.38 |
30.8% |
4.17 |
4.4% |
31% |
False |
False |
43,277 |
100 |
115.44 |
84.10 |
31.34 |
32.9% |
4.49 |
4.7% |
36% |
False |
False |
37,865 |
120 |
115.44 |
79.06 |
36.38 |
38.2% |
4.22 |
4.4% |
45% |
False |
False |
34,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.51 |
2.618 |
107.60 |
1.618 |
103.37 |
1.000 |
100.76 |
0.618 |
99.14 |
HIGH |
96.53 |
0.618 |
94.91 |
0.500 |
94.42 |
0.382 |
93.92 |
LOW |
92.30 |
0.618 |
89.69 |
1.000 |
88.07 |
1.618 |
85.46 |
2.618 |
81.23 |
4.250 |
74.32 |
|
|
Fisher Pivots for day following 27-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
95.00 |
94.76 |
PP |
94.71 |
94.23 |
S1 |
94.42 |
93.70 |
|