NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 82.60 82.17 -0.43 -0.5% 83.06
High 83.18 83.41 0.23 0.3% 84.04
Low 80.99 81.99 1.00 1.2% 76.49
Close 83.18 83.38 0.20 0.2% 79.37
Range 2.19 1.42 -0.77 -35.2% 7.55
ATR 3.24 3.11 -0.13 -4.0% 0.00
Volume 5,170 4,569 -601 -11.6% 19,816
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 87.19 86.70 84.16
R3 85.77 85.28 83.77
R2 84.35 84.35 83.64
R1 83.86 83.86 83.51 84.11
PP 82.93 82.93 82.93 83.05
S1 82.44 82.44 83.25 82.69
S2 81.51 81.51 83.12
S3 80.09 81.02 82.99
S4 78.67 79.60 82.60
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 102.62 98.54 83.52
R3 95.07 90.99 81.45
R2 87.52 87.52 80.75
R1 83.44 83.44 80.06 81.71
PP 79.97 79.97 79.97 79.10
S1 75.89 75.89 78.68 74.16
S2 72.42 72.42 77.99
S3 64.87 68.34 77.29
S4 57.32 60.79 75.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.41 76.49 6.92 8.3% 2.74 3.3% 100% True False 3,756
10 84.04 76.49 7.55 9.1% 2.88 3.4% 91% False False 4,030
20 91.11 76.39 14.72 17.7% 3.09 3.7% 47% False False 4,126
40 96.71 76.39 20.32 24.4% 2.44 2.9% 34% False False 3,457
60 96.71 76.39 20.32 24.4% 2.22 2.7% 34% False False 2,669
80 96.71 76.39 20.32 24.4% 2.15 2.6% 34% False False 2,296
100 96.71 75.19 21.52 25.8% 2.34 2.8% 38% False False 2,253
120 96.71 72.09 24.62 29.5% 2.19 2.6% 46% False False 2,094
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 89.45
2.618 87.13
1.618 85.71
1.000 84.83
0.618 84.29
HIGH 83.41
0.618 82.87
0.500 82.70
0.382 82.53
LOW 81.99
0.618 81.11
1.000 80.57
1.618 79.69
2.618 78.27
4.250 75.96
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 83.15 82.62
PP 82.93 81.86
S1 82.70 81.10

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

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