NYMEX Light Sweet Crude Oil Future January 2023


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 87.10 88.53 1.43 1.6% 91.81
High 89.19 91.48 2.29 2.6% 92.22
Low 85.14 88.43 3.29 3.9% 83.63
Close 88.90 90.92 2.02 2.3% 85.51
Range 4.05 3.05 -1.00 -24.7% 8.59
ATR 3.89 3.83 -0.06 -1.5% 0.00
Volume 35,242 48,382 13,140 37.3% 140,996
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 99.43 98.22 92.60
R3 96.38 95.17 91.76
R2 93.33 93.33 91.48
R1 92.12 92.12 91.20 92.73
PP 90.28 90.28 90.28 90.58
S1 89.07 89.07 90.64 89.68
S2 87.23 87.23 90.36
S3 84.18 86.02 90.08
S4 81.13 82.97 89.24
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 112.89 107.79 90.23
R3 104.30 99.20 87.87
R2 95.71 95.71 87.08
R1 90.61 90.61 86.30 88.87
PP 87.12 87.12 87.12 86.25
S1 82.02 82.02 84.72 80.28
S2 78.53 78.53 83.94
S3 69.94 73.43 83.15
S4 61.35 64.84 80.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.48 83.63 7.85 8.6% 3.43 3.8% 93% True False 37,135
10 94.50 83.63 10.87 12.0% 3.82 4.2% 67% False False 32,272
20 94.50 83.63 10.87 12.0% 3.64 4.0% 67% False False 28,186
40 104.82 81.58 23.24 25.6% 4.14 4.6% 40% False False 21,544
60 108.63 81.58 27.05 29.8% 3.71 4.1% 35% False False 16,963
80 108.63 81.58 27.05 29.8% 3.54 3.9% 35% False False 14,385
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 104.44
2.618 99.46
1.618 96.41
1.000 94.53
0.618 93.36
HIGH 91.48
0.618 90.31
0.500 89.96
0.382 89.60
LOW 88.43
0.618 86.55
1.000 85.38
1.618 83.50
2.618 80.45
4.250 75.47
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 90.60 90.05
PP 90.28 89.18
S1 89.96 88.31

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

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