NYMEX Light Sweet Crude Oil Future July 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
117.55 |
120.82 |
3.27 |
2.8% |
114.96 |
| High |
120.46 |
120.99 |
0.53 |
0.4% |
120.46 |
| Low |
115.23 |
117.63 |
2.40 |
2.1% |
111.20 |
| Close |
118.87 |
118.50 |
-0.37 |
-0.3% |
118.87 |
| Range |
5.23 |
3.36 |
-1.87 |
-35.8% |
9.26 |
| ATR |
4.72 |
4.62 |
-0.10 |
-2.1% |
0.00 |
| Volume |
240,831 |
246,825 |
5,994 |
2.5% |
1,299,757 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.12 |
127.17 |
120.35 |
|
| R3 |
125.76 |
123.81 |
119.42 |
|
| R2 |
122.40 |
122.40 |
119.12 |
|
| R1 |
120.45 |
120.45 |
118.81 |
119.75 |
| PP |
119.04 |
119.04 |
119.04 |
118.69 |
| S1 |
117.09 |
117.09 |
118.19 |
116.39 |
| S2 |
115.68 |
115.68 |
117.88 |
|
| S3 |
112.32 |
113.73 |
117.58 |
|
| S4 |
108.96 |
110.37 |
116.65 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.62 |
141.01 |
123.96 |
|
| R3 |
135.36 |
131.75 |
121.42 |
|
| R2 |
126.10 |
126.10 |
120.57 |
|
| R1 |
122.49 |
122.49 |
119.72 |
124.30 |
| PP |
116.84 |
116.84 |
116.84 |
117.75 |
| S1 |
113.23 |
113.23 |
118.02 |
115.04 |
| S2 |
107.58 |
107.58 |
117.17 |
|
| S3 |
98.32 |
103.97 |
116.32 |
|
| S4 |
89.06 |
94.71 |
113.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.99 |
111.20 |
9.79 |
8.3% |
4.86 |
4.1% |
75% |
True |
False |
309,316 |
| 10 |
120.99 |
108.61 |
12.38 |
10.4% |
3.94 |
3.3% |
80% |
True |
False |
263,040 |
| 20 |
120.99 |
96.93 |
24.06 |
20.3% |
4.79 |
4.0% |
90% |
True |
False |
234,077 |
| 40 |
120.99 |
92.14 |
28.85 |
24.3% |
4.65 |
3.9% |
91% |
True |
False |
160,493 |
| 60 |
120.99 |
88.53 |
32.46 |
27.4% |
5.09 |
4.3% |
92% |
True |
False |
126,838 |
| 80 |
120.99 |
82.76 |
38.23 |
32.3% |
5.35 |
4.5% |
93% |
True |
False |
111,223 |
| 100 |
120.99 |
77.63 |
43.36 |
36.6% |
4.68 |
4.0% |
94% |
True |
False |
94,851 |
| 120 |
120.99 |
64.84 |
56.15 |
47.4% |
4.21 |
3.6% |
96% |
True |
False |
81,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.27 |
|
2.618 |
129.79 |
|
1.618 |
126.43 |
|
1.000 |
124.35 |
|
0.618 |
123.07 |
|
HIGH |
120.99 |
|
0.618 |
119.71 |
|
0.500 |
119.31 |
|
0.382 |
118.91 |
|
LOW |
117.63 |
|
0.618 |
115.55 |
|
1.000 |
114.27 |
|
1.618 |
112.19 |
|
2.618 |
108.83 |
|
4.250 |
103.35 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119.31 |
117.70 |
| PP |
119.04 |
116.90 |
| S1 |
118.77 |
116.10 |
|