NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 01-Aug-2022
Day Change Summary
Previous Current
29-Jul-2022 01-Aug-2022 Change Change % Previous Week
Open 85.79 83.38 -2.41 -2.8% 80.58
High 86.63 83.39 -3.24 -3.7% 86.63
Low 85.35 81.39 -3.96 -4.6% 80.29
Close 85.45 83.06 -2.39 -2.8% 85.45
Range 1.28 2.00 0.72 56.3% 6.34
ATR 2.84 2.93 0.09 3.1% 0.00
Volume 7,087 4,374 -2,713 -38.3% 21,622
Daily Pivots for day following 01-Aug-2022
Classic Woodie Camarilla DeMark
R4 88.61 87.84 84.16
R3 86.61 85.84 83.61
R2 84.61 84.61 83.43
R1 83.84 83.84 83.24 83.23
PP 82.61 82.61 82.61 82.31
S1 81.84 81.84 82.88 81.23
S2 80.61 80.61 82.69
S3 78.61 79.84 82.51
S4 76.61 77.84 81.96
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 81.39 5.24 6.3% 2.13 2.6% 32% False True 4,610
10 86.63 80.29 6.34 7.6% 1.96 2.4% 44% False False 4,557
20 88.10 76.39 11.71 14.1% 2.94 3.5% 57% False False 4,468
40 96.71 76.39 20.32 24.5% 2.56 3.1% 33% False False 3,923
60 96.71 76.39 20.32 24.5% 2.29 2.8% 33% False False 3,145
80 96.71 76.39 20.32 24.5% 2.11 2.5% 33% False False 2,617
100 96.71 75.80 20.91 25.2% 2.24 2.7% 35% False False 2,388
120 96.71 74.11 22.60 27.2% 2.27 2.7% 40% False False 2,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.89
2.618 88.63
1.618 86.63
1.000 85.39
0.618 84.63
HIGH 83.39
0.618 82.63
0.500 82.39
0.382 82.15
LOW 81.39
0.618 80.15
1.000 79.39
1.618 78.15
2.618 76.15
4.250 72.89
Fisher Pivots for day following 01-Aug-2022
Pivot 1 day 3 day
R1 82.84 84.01
PP 82.61 83.69
S1 82.39 83.38

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

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