NYMEX Light Sweet Crude Oil Future September 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 86.43 87.41 0.98 1.1% 86.47
High 86.91 88.10 1.19 1.4% 91.11
Low 84.69 78.09 -6.60 -7.8% 84.69
Close 86.17 78.96 -7.21 -8.4% 86.17
Range 2.22 10.01 7.79 350.9% 6.42
ATR 2.68 3.21 0.52 19.5% 0.00
Volume 3,641 8,381 4,740 130.2% 16,769
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 111.75 105.36 84.47
R3 101.74 95.35 81.71
R2 91.73 91.73 80.80
R1 85.34 85.34 79.88 83.53
PP 81.72 81.72 81.72 80.81
S1 75.33 75.33 78.04 73.52
S2 71.71 71.71 77.12
S3 61.70 65.32 76.21
S4 51.69 55.31 73.45
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 78.09 13.02 16.5% 3.81 4.8% 7% False True 4,617
10 91.61 78.09 13.52 17.1% 3.12 3.9% 6% False True 4,086
20 96.71 78.09 18.62 23.6% 2.56 3.2% 5% False True 3,652
40 96.71 78.09 18.62 23.6% 2.16 2.7% 5% False True 2,663
60 96.71 78.09 18.62 23.6% 1.95 2.5% 5% False True 2,107
80 96.71 76.20 20.51 26.0% 2.05 2.6% 13% False False 1,926
100 96.71 74.19 22.52 28.5% 2.22 2.8% 21% False False 1,951
120 96.71 68.78 27.93 35.4% 2.00 2.5% 36% False False 1,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 130.64
2.618 114.31
1.618 104.30
1.000 98.11
0.618 94.29
HIGH 88.10
0.618 84.28
0.500 83.10
0.382 81.91
LOW 78.09
0.618 71.90
1.000 68.08
1.618 61.89
2.618 51.88
4.250 35.55
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 83.10 83.65
PP 81.72 82.09
S1 80.34 80.52

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

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