NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 29-Jul-2022
Day Change Summary
Previous Current
28-Jul-2022 29-Jul-2022 Change Change % Previous Week
Open 84.26 85.79 1.53 1.8% 80.58
High 85.91 86.63 0.72 0.8% 86.63
Low 83.61 85.35 1.74 2.1% 80.29
Close 83.84 85.45 1.61 1.9% 85.45
Range 2.30 1.28 -1.02 -44.3% 6.34
ATR 2.85 2.84 0.00 -0.1% 0.00
Volume 4,223 7,087 2,864 67.8% 21,622
Daily Pivots for day following 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 89.65 88.83 86.15
R3 88.37 87.55 85.80
R2 87.09 87.09 85.68
R1 86.27 86.27 85.57 86.04
PP 85.81 85.81 85.81 85.70
S1 84.99 84.99 85.33 84.76
S2 84.53 84.53 85.22
S3 83.25 83.71 85.10
S4 81.97 82.43 84.75
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 103.14 100.64 88.94
R3 96.80 94.30 87.19
R2 90.46 90.46 86.61
R1 87.96 87.96 86.03 89.21
PP 84.12 84.12 84.12 84.75
S1 81.62 81.62 84.87 82.87
S2 77.78 77.78 84.29
S3 71.44 75.28 83.71
S4 65.10 68.94 81.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.63 80.29 6.34 7.4% 2.21 2.6% 81% True False 4,324
10 86.63 78.79 7.84 9.2% 2.16 2.5% 85% True False 4,474
20 88.10 76.39 11.71 13.7% 2.95 3.5% 77% False False 4,431
40 96.71 76.39 20.32 23.8% 2.58 3.0% 45% False False 3,934
60 96.71 76.39 20.32 23.8% 2.26 2.6% 45% False False 3,079
80 96.71 76.39 20.32 23.8% 2.11 2.5% 45% False False 2,576
100 96.71 75.80 20.91 24.5% 2.27 2.7% 46% False False 2,370
120 96.71 74.11 22.60 26.4% 2.25 2.6% 50% False False 2,282
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 92.07
2.618 89.98
1.618 88.70
1.000 87.91
0.618 87.42
HIGH 86.63
0.618 86.14
0.500 85.99
0.382 85.84
LOW 85.35
0.618 84.56
1.000 84.07
1.618 83.28
2.618 82.00
4.250 79.91
Fisher Pivots for day following 29-Jul-2022
Pivot 1 day 3 day
R1 85.99 85.07
PP 85.81 84.69
S1 85.63 84.31

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

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