NYMEX Light Sweet Crude Oil Future August 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 114.74 108.75 -5.99 -5.2% 117.71
High 116.58 111.16 -5.42 -4.6% 120.88
Low 106.40 106.82 0.42 0.4% 106.40
Close 107.99 109.52 1.53 1.4% 107.99
Range 10.18 4.34 -5.84 -57.4% 14.48
ATR 4.79 4.76 -0.03 -0.7% 0.00
Volume 425,996 427,262 1,266 0.3% 1,270,780
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 122.19 120.19 111.91
R3 117.85 115.85 110.71
R2 113.51 113.51 110.32
R1 111.51 111.51 109.92 112.51
PP 109.17 109.17 109.17 109.67
S1 107.17 107.17 109.12 108.17
S2 104.83 104.83 108.72
S3 100.49 102.83 108.33
S4 96.15 98.49 107.13
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 155.20 146.07 115.95
R3 140.72 131.59 111.97
R2 126.24 126.24 110.64
R1 117.11 117.11 109.32 114.44
PP 111.76 111.76 111.76 110.42
S1 102.63 102.63 106.66 99.96
S2 97.28 97.28 105.34
S3 82.80 88.15 104.01
S4 68.32 73.67 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.88 106.40 14.48 13.2% 6.21 5.7% 22% False False 309,599
10 120.88 106.40 14.48 13.2% 4.86 4.4% 22% False False 222,670
20 120.88 105.94 14.94 13.6% 4.29 3.9% 24% False False 151,340
40 120.88 93.45 27.43 25.0% 4.54 4.1% 59% False False 105,889
60 120.88 91.61 29.27 26.7% 4.59 4.2% 61% False False 82,381
80 120.88 83.76 37.12 33.9% 5.10 4.7% 69% False False 71,331
100 120.88 80.33 40.55 37.0% 4.61 4.2% 72% False False 62,376
120 120.88 71.70 49.18 44.9% 4.14 3.8% 77% False False 54,299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129.61
2.618 122.52
1.618 118.18
1.000 115.50
0.618 113.84
HIGH 111.16
0.618 109.50
0.500 108.99
0.382 108.48
LOW 106.82
0.618 104.14
1.000 102.48
1.618 99.80
2.618 95.46
4.250 88.38
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 109.34 111.49
PP 109.17 110.83
S1 108.99 110.18

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

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