NYMEX Light Sweet Crude Oil Future April 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 84.70 86.49 1.79 2.1% 88.33
High 86.75 88.90 2.15 2.5% 89.36
Low 83.46 86.27 2.81 3.4% 81.39
Close 86.66 88.38 1.72 2.0% 83.15
Range 3.29 2.63 -0.66 -20.1% 7.97
ATR 3.32 3.27 -0.05 -1.5% 0.00
Volume 8,876 9,830 954 10.7% 37,567
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 95.74 94.69 89.83
R3 93.11 92.06 89.10
R2 90.48 90.48 88.86
R1 89.43 89.43 88.62 89.96
PP 87.85 87.85 87.85 88.11
S1 86.80 86.80 88.14 87.33
S2 85.22 85.22 87.90
S3 82.59 84.17 87.66
S4 79.96 81.54 86.93
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 108.54 103.82 87.53
R3 100.57 95.85 85.34
R2 92.60 92.60 84.61
R1 87.88 87.88 83.88 86.26
PP 84.63 84.63 84.63 83.82
S1 79.91 79.91 82.42 78.29
S2 76.66 76.66 81.69
S3 68.69 71.94 80.96
S4 60.72 63.97 78.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.90 81.39 7.51 8.5% 2.89 3.3% 93% True False 9,627
10 90.76 81.39 9.37 10.6% 3.13 3.5% 75% False False 8,293
20 90.76 81.05 9.71 11.0% 2.93 3.3% 75% False False 6,780
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 0.66
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.08
2.618 95.79
1.618 93.16
1.000 91.53
0.618 90.53
HIGH 88.90
0.618 87.90
0.500 87.59
0.382 87.27
LOW 86.27
0.618 84.64
1.000 83.64
1.618 82.01
2.618 79.38
4.250 75.09
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 88.12 87.65
PP 87.85 86.91
S1 87.59 86.18

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

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