NYMEX Light Sweet Crude Oil Future October 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 90.82 93.33 2.51 2.8% 87.52
High 94.17 94.02 -0.15 -0.2% 94.17
Low 90.57 90.53 -0.04 0.0% 86.33
Close 93.53 91.46 -2.07 -2.2% 91.46
Range 3.60 3.49 -0.11 -3.1% 7.84
ATR 4.45 4.38 -0.07 -1.5% 0.00
Volume 162,975 132,280 -30,695 -18.8% 713,447
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 102.47 100.46 93.38
R3 98.98 96.97 92.42
R2 95.49 95.49 92.10
R1 93.48 93.48 91.78 92.74
PP 92.00 92.00 92.00 91.64
S1 89.99 89.99 91.14 89.25
S2 88.51 88.51 90.82
S3 85.02 86.50 90.50
S4 81.53 83.01 89.54
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 114.17 110.66 95.77
R3 106.33 102.82 93.62
R2 98.49 98.49 92.90
R1 94.98 94.98 92.18 96.74
PP 90.65 90.65 90.65 91.53
S1 87.14 87.14 90.74 88.90
S2 82.81 82.81 90.02
S3 74.97 79.30 89.30
S4 67.13 71.46 87.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.17 86.33 7.84 8.6% 3.79 4.1% 65% False False 142,689
10 96.72 86.06 10.66 11.7% 4.25 4.6% 51% False False 137,500
20 99.75 86.06 13.69 15.0% 4.24 4.6% 39% False False 119,167
40 111.25 86.06 25.19 27.5% 4.88 5.3% 21% False False 95,706
60 115.44 86.06 29.38 32.1% 4.43 4.8% 18% False False 73,554
80 115.44 86.06 29.38 32.1% 4.26 4.7% 18% False False 60,385
100 115.44 86.06 29.38 32.1% 4.21 4.6% 18% False False 51,873
120 115.44 81.88 33.56 36.7% 4.44 4.9% 29% False False 46,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.15
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 108.85
2.618 103.16
1.618 99.67
1.000 97.51
0.618 96.18
HIGH 94.02
0.618 92.69
0.500 92.28
0.382 91.86
LOW 90.53
0.618 88.37
1.000 87.04
1.618 84.88
2.618 81.39
4.250 75.70
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 92.28 91.18
PP 92.00 90.89
S1 91.73 90.61

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

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