NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
84.45 |
84.26 |
-0.19 |
-0.2% |
79.99 |
| High |
84.91 |
85.91 |
1.00 |
1.2% |
83.41 |
| Low |
81.99 |
83.61 |
1.62 |
2.0% |
78.79 |
| Close |
84.52 |
83.84 |
-0.68 |
-0.8% |
80.86 |
| Range |
2.92 |
2.30 |
-0.62 |
-21.2% |
4.62 |
| ATR |
2.89 |
2.85 |
-0.04 |
-1.5% |
0.00 |
| Volume |
3,639 |
4,223 |
584 |
16.0% |
23,127 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.35 |
89.90 |
85.11 |
|
| R3 |
89.05 |
87.60 |
84.47 |
|
| R2 |
86.75 |
86.75 |
84.26 |
|
| R1 |
85.30 |
85.30 |
84.05 |
84.88 |
| PP |
84.45 |
84.45 |
84.45 |
84.24 |
| S1 |
83.00 |
83.00 |
83.63 |
82.58 |
| S2 |
82.15 |
82.15 |
83.42 |
|
| S3 |
79.85 |
80.70 |
83.21 |
|
| S4 |
77.55 |
78.40 |
82.58 |
|
|
| 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 |
85.91 |
80.29 |
5.62 |
6.7% |
2.26 |
2.7% |
63% |
True |
False |
3,674 |
| 10 |
85.91 |
77.69 |
8.22 |
9.8% |
2.29 |
2.7% |
75% |
True |
False |
4,052 |
| 20 |
89.21 |
76.39 |
12.82 |
15.3% |
3.08 |
3.7% |
58% |
False |
False |
4,281 |
| 40 |
96.71 |
76.39 |
20.32 |
24.2% |
2.57 |
3.1% |
37% |
False |
False |
3,821 |
| 60 |
96.71 |
76.39 |
20.32 |
24.2% |
2.26 |
2.7% |
37% |
False |
False |
2,978 |
| 80 |
96.71 |
76.39 |
20.32 |
24.2% |
2.13 |
2.5% |
37% |
False |
False |
2,494 |
| 100 |
96.71 |
75.80 |
20.91 |
24.9% |
2.31 |
2.8% |
38% |
False |
False |
2,315 |
| 120 |
96.71 |
74.11 |
22.60 |
27.0% |
2.25 |
2.7% |
43% |
False |
False |
2,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.69 |
|
2.618 |
91.93 |
|
1.618 |
89.63 |
|
1.000 |
88.21 |
|
0.618 |
87.33 |
|
HIGH |
85.91 |
|
0.618 |
85.03 |
|
0.500 |
84.76 |
|
0.382 |
84.49 |
|
LOW |
83.61 |
|
0.618 |
82.19 |
|
1.000 |
81.31 |
|
1.618 |
79.89 |
|
2.618 |
77.59 |
|
4.250 |
73.84 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
84.76 |
83.95 |
| PP |
84.45 |
83.91 |
| S1 |
84.15 |
83.88 |
|