NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2022
Day Change Summary
Previous Current
26-Jul-2022 27-Jul-2022 Change Change % Previous Week
Open 83.66 84.45 0.79 0.9% 79.99
High 84.15 84.91 0.76 0.9% 83.41
Low 81.99 81.99 0.00 0.0% 78.79
Close 82.30 84.52 2.22 2.7% 80.86
Range 2.16 2.92 0.76 35.2% 4.62
ATR 2.89 2.89 0.00 0.1% 0.00
Volume 3,731 3,639 -92 -2.5% 23,127
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 92.57 91.46 86.13
R3 89.65 88.54 85.32
R2 86.73 86.73 85.06
R1 85.62 85.62 84.79 86.18
PP 83.81 83.81 83.81 84.08
S1 82.70 82.70 84.25 83.26
S2 80.89 80.89 83.98
S3 77.97 79.78 83.72
S4 75.05 76.86 82.91
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 94.88 92.49 83.40
R3 90.26 87.87 82.13
R2 85.64 85.64 81.71
R1 83.25 83.25 81.28 84.45
PP 81.02 81.02 81.02 81.62
S1 78.63 78.63 80.44 79.83
S2 76.40 76.40 80.01
S3 71.78 74.01 79.59
S4 67.16 69.39 78.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.91 80.29 4.62 5.5% 2.08 2.5% 92% True False 4,029
10 84.91 76.49 8.42 10.0% 2.41 2.8% 95% True False 3,893
20 91.11 76.39 14.72 17.4% 3.10 3.7% 55% False False 4,245
40 96.71 76.39 20.32 24.0% 2.58 3.0% 40% False False 3,772
60 96.71 76.39 20.32 24.0% 2.26 2.7% 40% False False 2,919
80 96.71 76.39 20.32 24.0% 2.13 2.5% 40% False False 2,462
100 96.71 75.80 20.91 24.7% 2.33 2.8% 42% False False 2,303
120 96.71 72.65 24.06 28.5% 2.25 2.7% 49% False False 2,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.32
2.618 92.55
1.618 89.63
1.000 87.83
0.618 86.71
HIGH 84.91
0.618 83.79
0.500 83.45
0.382 83.11
LOW 81.99
0.618 80.19
1.000 79.07
1.618 77.27
2.618 74.35
4.250 69.58
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 84.16 83.88
PP 83.81 83.24
S1 83.45 82.60

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

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