NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 85.26 86.43 1.17 1.4% 86.47
High 89.21 86.91 -2.30 -2.6% 91.11
Low 85.26 84.69 -0.57 -0.7% 84.69
Close 85.26 86.17 0.91 1.1% 86.17
Range 3.95 2.22 -1.73 -43.8% 6.42
ATR 2.72 2.68 -0.04 -1.3% 0.00
Volume 4,086 3,641 -445 -10.9% 16,769
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 92.58 91.60 87.39
R3 90.36 89.38 86.78
R2 88.14 88.14 86.58
R1 87.16 87.16 86.37 86.54
PP 85.92 85.92 85.92 85.62
S1 84.94 84.94 85.97 84.32
S2 83.70 83.70 85.76
S3 81.48 82.72 85.56
S4 79.26 80.50 84.95
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 106.58 102.80 89.70
R3 100.16 96.38 87.94
R2 93.74 93.74 87.35
R1 89.96 89.96 86.76 88.64
PP 87.32 87.32 87.32 86.67
S1 83.54 83.54 85.58 82.22
S2 80.90 80.90 84.99
S3 74.48 77.12 84.40
S4 68.06 70.70 82.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.11 84.69 6.42 7.5% 2.37 2.8% 23% False True 3,353
10 94.19 83.90 10.29 11.9% 2.58 3.0% 22% False False 3,771
20 96.71 83.90 12.81 14.9% 2.18 2.5% 18% False False 3,378
40 96.71 82.25 14.46 16.8% 1.96 2.3% 27% False False 2,483
60 96.71 81.16 15.55 18.0% 1.84 2.1% 32% False False 2,000
80 96.71 75.80 20.91 24.3% 2.07 2.4% 50% False False 1,868
100 96.71 74.11 22.60 26.2% 2.13 2.5% 53% False False 1,875
120 96.71 67.59 29.12 33.8% 1.92 2.2% 64% False False 1,781
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 False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.35
2.618 92.72
1.618 90.50
1.000 89.13
0.618 88.28
HIGH 86.91
0.618 86.06
0.500 85.80
0.382 85.54
LOW 84.69
0.618 83.32
1.000 82.47
1.618 81.10
2.618 78.88
4.250 75.26
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 86.05 87.90
PP 85.92 87.32
S1 85.80 86.75

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

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