NYMEX Light Sweet Crude Oil Future August 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 112.10 112.74 0.64 0.6% 107.34
High 117.07 115.00 -2.07 -1.8% 112.42
Low 111.50 111.86 0.36 0.3% 105.94
Close 111.91 112.72 0.81 0.7% 112.23
Range 5.57 3.14 -2.43 -43.6% 6.48
ATR 4.34 4.26 -0.09 -2.0% 0.00
Volume 113,508 91,071 -22,437 -19.8% 328,587
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 122.61 120.81 114.45
R3 119.47 117.67 113.58
R2 116.33 116.33 113.30
R1 114.53 114.53 113.01 113.86
PP 113.19 113.19 113.19 112.86
S1 111.39 111.39 112.43 110.72
S2 110.05 110.05 112.14
S3 106.91 108.25 111.86
S4 103.77 105.11 110.99
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 129.64 127.41 115.79
R3 123.16 120.93 114.01
R2 116.68 116.68 113.42
R1 114.45 114.45 112.82 115.57
PP 110.20 110.20 110.20 110.75
S1 107.97 107.97 111.64 109.09
S2 103.72 103.72 111.04
S3 97.24 101.49 110.45
S4 90.76 95.01 108.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.07 106.71 10.36 9.2% 3.52 3.1% 58% False False 79,488
10 117.07 100.66 16.41 14.6% 3.79 3.4% 73% False False 75,954
20 117.07 95.47 21.60 19.2% 4.47 4.0% 80% False False 70,004
40 117.07 91.61 25.46 22.6% 4.36 3.9% 83% False False 54,968
60 117.07 86.81 30.26 26.8% 5.02 4.5% 86% False False 47,334
80 117.07 81.64 35.43 31.4% 4.81 4.3% 88% False False 45,438
100 117.07 74.33 42.74 37.9% 4.23 3.7% 90% False False 39,568
120 117.07 64.65 52.42 46.5% 3.81 3.4% 92% False False 34,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.35
2.618 123.22
1.618 120.08
1.000 118.14
0.618 116.94
HIGH 115.00
0.618 113.80
0.500 113.43
0.382 113.06
LOW 111.86
0.618 109.92
1.000 108.72
1.618 106.78
2.618 103.64
4.250 98.52
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 113.43 113.57
PP 113.19 113.28
S1 112.96 113.00

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

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