NYMEX Light Sweet Crude Oil Future October 2022


Trading Metrics calculated at close of trading on 28-Jul-2022
Day Change Summary
Previous Current
27-Jul-2022 28-Jul-2022 Change Change % Previous Week
Open 93.51 96.09 2.58 2.8% 91.60
High 96.53 97.82 1.29 1.3% 97.68
Low 92.30 94.28 1.98 2.1% 90.18
Close 95.29 94.65 -0.64 -0.7% 92.43
Range 4.23 3.54 -0.69 -16.3% 7.50
ATR 4.69 4.61 -0.08 -1.8% 0.00
Volume 105,395 96,136 -9,259 -8.8% 508,402
Daily Pivots for day following 28-Jul-2022
Classic Woodie Camarilla DeMark
R4 106.20 103.97 96.60
R3 102.66 100.43 95.62
R2 99.12 99.12 95.30
R1 96.89 96.89 94.97 96.24
PP 95.58 95.58 95.58 95.26
S1 93.35 93.35 94.33 92.70
S2 92.04 92.04 94.00
S3 88.50 89.81 93.68
S4 84.96 86.27 92.70
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 97.82 90.79 7.03 7.4% 3.81 4.0% 55% True False 97,979
10 97.82 89.02 8.80 9.3% 4.13 4.4% 64% True False 97,049
20 105.00 86.06 18.94 20.0% 5.12 5.4% 45% False False 89,249
40 115.44 86.06 29.38 31.0% 4.71 5.0% 29% False False 68,009
60 115.44 86.06 29.38 31.0% 4.39 4.6% 29% False False 52,829
80 115.44 86.06 29.38 31.0% 4.18 4.4% 29% False False 44,090
100 115.44 84.10 31.34 33.1% 4.47 4.7% 34% False False 38,629
120 115.44 79.83 35.61 37.6% 4.23 4.5% 42% False False 34,989
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.87
2.618 107.09
1.618 103.55
1.000 101.36
0.618 100.01
HIGH 97.82
0.618 96.47
0.500 96.05
0.382 95.63
LOW 94.28
0.618 92.09
1.000 90.74
1.618 88.55
2.618 85.01
4.250 79.24
Fisher Pivots for day following 28-Jul-2022
Pivot 1 day 3 day
R1 96.05 95.06
PP 95.58 94.92
S1 95.12 94.79

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

View Archives - Comment on this page... - Back to Index of Symbols