NYMEX Light Sweet Crude Oil Future March 2023


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 86.01 90.00 3.99 4.6% 82.80
High 89.75 90.84 1.09 1.2% 88.36
Low 86.01 87.90 1.89 2.2% 82.75
Close 88.86 88.38 -0.48 -0.5% 85.19
Range 3.74 2.94 -0.80 -21.4% 5.61
ATR 3.58 3.53 -0.05 -1.3% 0.00
Volume 15,675 14,963 -712 -4.5% 96,401
Daily Pivots for day following 28-Jul-2022
Classic Woodie Camarilla DeMark
R4 97.86 96.06 90.00
R3 94.92 93.12 89.19
R2 91.98 91.98 88.92
R1 90.18 90.18 88.65 89.61
PP 89.04 89.04 89.04 88.76
S1 87.24 87.24 88.11 86.67
S2 86.10 86.10 87.84
S3 83.16 84.30 87.57
S4 80.22 81.36 86.76
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 102.26 99.34 88.28
R3 96.65 93.73 86.73
R2 91.04 91.04 86.22
R1 88.12 88.12 85.70 89.58
PP 85.43 85.43 85.43 86.17
S1 82.51 82.51 84.68 83.97
S2 79.82 79.82 84.16
S3 74.21 76.90 83.65
S4 68.60 71.29 82.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.84 84.14 6.70 7.6% 2.99 3.4% 63% True False 17,973
10 90.84 81.56 9.28 10.5% 3.11 3.5% 73% True False 17,426
20 94.69 80.00 14.69 16.6% 3.89 4.4% 57% False False 14,969
40 104.91 80.00 24.91 28.2% 3.53 4.0% 34% False False 12,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.34
2.618 98.54
1.618 95.60
1.000 93.78
0.618 92.66
HIGH 90.84
0.618 89.72
0.500 89.37
0.382 89.02
LOW 87.90
0.618 86.08
1.000 84.96
1.618 83.14
2.618 80.20
4.250 75.41
Fisher Pivots for day following 28-Jul-2022
Pivot 1 day 3 day
R1 89.37 88.41
PP 89.04 88.40
S1 88.71 88.39

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

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