NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
83.07 |
83.06 |
-0.01 |
0.0% |
87.41 |
| High |
83.21 |
84.04 |
0.83 |
1.0% |
88.10 |
| Low |
80.89 |
80.99 |
0.10 |
0.1% |
76.39 |
| Close |
83.07 |
84.04 |
0.97 |
1.2% |
83.07 |
| Range |
2.32 |
3.05 |
0.73 |
31.5% |
11.71 |
| ATR |
3.26 |
3.24 |
-0.01 |
-0.5% |
0.00 |
| Volume |
3,564 |
2,327 |
-1,237 |
-34.7% |
20,433 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.17 |
91.16 |
85.72 |
|
| R3 |
89.12 |
88.11 |
84.88 |
|
| R2 |
86.07 |
86.07 |
84.60 |
|
| R1 |
85.06 |
85.06 |
84.32 |
85.57 |
| PP |
83.02 |
83.02 |
83.02 |
83.28 |
| S1 |
82.01 |
82.01 |
83.76 |
82.52 |
| S2 |
79.97 |
79.97 |
83.48 |
|
| S3 |
76.92 |
78.96 |
83.20 |
|
| S4 |
73.87 |
75.91 |
82.36 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.65 |
112.07 |
89.51 |
|
| R3 |
105.94 |
100.36 |
86.29 |
|
| R2 |
94.23 |
94.23 |
85.22 |
|
| R1 |
88.65 |
88.65 |
84.14 |
85.59 |
| PP |
82.52 |
82.52 |
82.52 |
80.99 |
| S1 |
76.94 |
76.94 |
82.00 |
73.88 |
| S2 |
70.81 |
70.81 |
80.92 |
|
| S3 |
59.10 |
65.23 |
79.85 |
|
| S4 |
47.39 |
53.52 |
76.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.10 |
76.39 |
11.71 |
13.9% |
4.72 |
5.6% |
65% |
False |
False |
4,552 |
| 10 |
91.11 |
76.39 |
14.72 |
17.5% |
3.55 |
4.2% |
52% |
False |
False |
3,952 |
| 20 |
96.71 |
76.39 |
20.32 |
24.2% |
3.05 |
3.6% |
38% |
False |
False |
3,769 |
| 40 |
96.71 |
76.39 |
20.32 |
24.2% |
2.25 |
2.7% |
38% |
False |
False |
2,846 |
| 60 |
96.71 |
76.39 |
20.32 |
24.2% |
2.08 |
2.5% |
38% |
False |
False |
2,274 |
| 80 |
96.71 |
76.39 |
20.32 |
24.2% |
2.10 |
2.5% |
38% |
False |
False |
1,995 |
| 100 |
96.71 |
74.19 |
22.52 |
26.8% |
2.30 |
2.7% |
44% |
False |
False |
2,042 |
| 120 |
96.71 |
70.49 |
26.22 |
31.2% |
2.10 |
2.5% |
52% |
False |
False |
1,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.00 |
|
2.618 |
92.02 |
|
1.618 |
88.97 |
|
1.000 |
87.09 |
|
0.618 |
85.92 |
|
HIGH |
84.04 |
|
0.618 |
82.87 |
|
0.500 |
82.52 |
|
0.382 |
82.16 |
|
LOW |
80.99 |
|
0.618 |
79.11 |
|
1.000 |
77.94 |
|
1.618 |
76.06 |
|
2.618 |
73.01 |
|
4.250 |
68.03 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
83.53 |
82.93 |
| PP |
83.02 |
81.82 |
| S1 |
82.52 |
80.72 |
|