NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
80.80 |
84.43 |
3.63 |
4.5% |
83.38 |
High |
83.63 |
85.21 |
1.58 |
1.9% |
85.61 |
Low |
80.69 |
83.49 |
2.80 |
3.5% |
78.88 |
Close |
83.63 |
84.92 |
1.29 |
1.5% |
80.14 |
Range |
2.94 |
1.72 |
-1.22 |
-41.5% |
6.73 |
ATR |
2.86 |
2.78 |
-0.08 |
-2.8% |
0.00 |
Volume |
4,480 |
5,337 |
857 |
19.1% |
20,122 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.70 |
89.03 |
85.87 |
|
R3 |
87.98 |
87.31 |
85.39 |
|
R2 |
86.26 |
86.26 |
85.24 |
|
R1 |
85.59 |
85.59 |
85.08 |
85.93 |
PP |
84.54 |
84.54 |
84.54 |
84.71 |
S1 |
83.87 |
83.87 |
84.76 |
84.21 |
S2 |
82.82 |
82.82 |
84.60 |
|
S3 |
81.10 |
82.15 |
84.45 |
|
S4 |
79.38 |
80.43 |
83.97 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.73 |
97.67 |
83.84 |
|
R3 |
95.00 |
90.94 |
81.99 |
|
R2 |
88.27 |
88.27 |
81.37 |
|
R1 |
84.21 |
84.21 |
80.76 |
82.88 |
PP |
81.54 |
81.54 |
81.54 |
80.88 |
S1 |
77.48 |
77.48 |
79.52 |
76.15 |
S2 |
74.81 |
74.81 |
78.91 |
|
S3 |
68.08 |
70.75 |
78.29 |
|
S4 |
61.35 |
64.02 |
76.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.21 |
78.88 |
6.33 |
7.5% |
2.36 |
2.8% |
95% |
True |
False |
3,789 |
10 |
86.63 |
78.88 |
7.75 |
9.1% |
2.44 |
2.9% |
78% |
False |
False |
4,261 |
20 |
86.63 |
77.69 |
8.94 |
10.5% |
2.37 |
2.8% |
81% |
False |
False |
4,157 |
40 |
94.41 |
76.39 |
18.02 |
21.2% |
2.74 |
3.2% |
47% |
False |
False |
4,083 |
60 |
96.71 |
76.39 |
20.32 |
23.9% |
2.38 |
2.8% |
42% |
False |
False |
3,489 |
80 |
96.71 |
76.39 |
20.32 |
23.9% |
2.19 |
2.6% |
42% |
False |
False |
2,896 |
100 |
96.71 |
76.39 |
20.32 |
23.9% |
2.16 |
2.5% |
42% |
False |
False |
2,546 |
120 |
96.71 |
74.19 |
22.52 |
26.5% |
2.36 |
2.8% |
48% |
False |
False |
2,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.52 |
2.618 |
89.71 |
1.618 |
87.99 |
1.000 |
86.93 |
0.618 |
86.27 |
HIGH |
85.21 |
0.618 |
84.55 |
0.500 |
84.35 |
0.382 |
84.15 |
LOW |
83.49 |
0.618 |
82.43 |
1.000 |
81.77 |
1.618 |
80.71 |
2.618 |
78.99 |
4.250 |
76.18 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
84.73 |
84.26 |
PP |
84.54 |
83.61 |
S1 |
84.35 |
82.95 |
|