NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 82.38 82.87 0.49 0.6% 80.58
High 85.61 83.01 -2.60 -3.0% 86.63
Low 82.36 79.50 -2.86 -3.5% 80.29
Close 82.36 79.90 -2.46 -3.0% 85.45
Range 3.25 3.51 0.26 8.0% 6.34
ATR 2.93 2.97 0.04 1.4% 0.00
Volume 5,207 3,887 -1,320 -25.4% 21,622
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 91.33 89.13 81.83
R3 87.82 85.62 80.87
R2 84.31 84.31 80.54
R1 82.11 82.11 80.22 81.46
PP 80.80 80.80 80.80 80.48
S1 78.60 78.60 79.58 77.95
S2 77.29 77.29 79.26
S3 73.78 75.09 78.93
S4 70.27 71.58 77.97
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 79.50 7.13 8.9% 2.53 3.2% 6% False True 4,734
10 86.63 79.50 7.13 8.9% 2.40 3.0% 6% False True 4,204
20 86.63 76.49 10.14 12.7% 2.50 3.1% 34% False False 4,235
40 96.71 76.39 20.32 25.4% 2.69 3.4% 17% False False 4,080
60 96.71 76.39 20.32 25.4% 2.31 2.9% 17% False False 3,272
80 96.71 76.39 20.32 25.4% 2.15 2.7% 17% False False 2,723
100 96.71 76.20 20.51 25.7% 2.15 2.7% 18% False False 2,438
120 96.71 74.19 22.52 28.2% 2.32 2.9% 25% False False 2,387
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 0.34
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 92.20
1.618 88.69
1.000 86.52
0.618 85.18
HIGH 83.01
0.618 81.67
0.500 81.26
0.382 80.84
LOW 79.50
0.618 77.33
1.000 75.99
1.618 73.82
2.618 70.31
4.250 64.58
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 81.26 82.56
PP 80.80 81.67
S1 80.35 80.79

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

View Archives - Comment on this page... - Back to Index of Symbols