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
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 0.40
Narrowest range in 9 trading days
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

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

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