NYMEX Light Sweet Crude Oil Future January 2023
| 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 |
94.13 |
95.20 |
1.07 |
1.1% |
93.39 |
| High |
96.04 |
97.59 |
1.55 |
1.6% |
100.84 |
| Low |
92.68 |
85.20 |
-7.48 |
-8.1% |
92.68 |
| Close |
95.27 |
86.53 |
-8.74 |
-9.2% |
95.27 |
| Range |
3.36 |
12.39 |
9.03 |
268.8% |
8.16 |
| ATR |
3.66 |
4.28 |
0.62 |
17.1% |
0.00 |
| Volume |
12,933 |
28,653 |
15,720 |
121.5% |
71,710 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.94 |
119.13 |
93.34 |
|
| R3 |
114.55 |
106.74 |
89.94 |
|
| R2 |
102.16 |
102.16 |
88.80 |
|
| R1 |
94.35 |
94.35 |
87.67 |
92.06 |
| PP |
89.77 |
89.77 |
89.77 |
88.63 |
| S1 |
81.96 |
81.96 |
85.39 |
79.67 |
| S2 |
77.38 |
77.38 |
84.26 |
|
| S3 |
64.99 |
69.57 |
83.12 |
|
| S4 |
52.60 |
57.18 |
79.72 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.74 |
116.17 |
99.76 |
|
| R3 |
112.58 |
108.01 |
97.51 |
|
| R2 |
104.42 |
104.42 |
96.77 |
|
| R1 |
99.85 |
99.85 |
96.02 |
102.14 |
| PP |
96.26 |
96.26 |
96.26 |
97.41 |
| S1 |
91.69 |
91.69 |
94.52 |
93.98 |
| S2 |
88.10 |
88.10 |
93.77 |
|
| S3 |
79.94 |
83.53 |
93.03 |
|
| S4 |
71.78 |
75.37 |
90.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.84 |
85.20 |
15.64 |
18.1% |
5.37 |
6.2% |
9% |
False |
True |
16,668 |
| 10 |
100.84 |
85.20 |
15.64 |
18.1% |
4.75 |
5.5% |
9% |
False |
True |
15,233 |
| 20 |
108.63 |
85.20 |
23.43 |
27.1% |
4.07 |
4.7% |
6% |
False |
True |
13,039 |
| 40 |
108.63 |
85.20 |
23.43 |
27.1% |
3.60 |
4.2% |
6% |
False |
True |
10,033 |
| 60 |
108.63 |
85.20 |
23.43 |
27.1% |
3.31 |
3.8% |
6% |
False |
True |
9,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.25 |
|
2.618 |
130.03 |
|
1.618 |
117.64 |
|
1.000 |
109.98 |
|
0.618 |
105.25 |
|
HIGH |
97.59 |
|
0.618 |
92.86 |
|
0.500 |
91.40 |
|
0.382 |
89.93 |
|
LOW |
85.20 |
|
0.618 |
77.54 |
|
1.000 |
72.81 |
|
1.618 |
65.15 |
|
2.618 |
52.76 |
|
4.250 |
32.54 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
91.40 |
91.56 |
| PP |
89.77 |
89.88 |
| S1 |
88.15 |
88.21 |
|