NYMEX Light Sweet Crude Oil Future August 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
107.22 |
110.18 |
2.96 |
2.8% |
108.75 |
| High |
110.54 |
112.22 |
1.68 |
1.5% |
111.16 |
| Low |
105.60 |
109.62 |
4.02 |
3.8% |
101.53 |
| Close |
109.57 |
111.76 |
2.19 |
2.0% |
107.62 |
| Range |
4.94 |
2.60 |
-2.34 |
-47.4% |
9.63 |
| ATR |
4.98 |
4.82 |
-0.17 |
-3.3% |
0.00 |
| Volume |
282,914 |
306,748 |
23,834 |
8.4% |
1,527,939 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.00 |
117.98 |
113.19 |
|
| R3 |
116.40 |
115.38 |
112.48 |
|
| R2 |
113.80 |
113.80 |
112.24 |
|
| R1 |
112.78 |
112.78 |
112.00 |
113.29 |
| PP |
111.20 |
111.20 |
111.20 |
111.46 |
| S1 |
110.18 |
110.18 |
111.52 |
110.69 |
| S2 |
108.60 |
108.60 |
111.28 |
|
| S3 |
106.00 |
107.58 |
111.05 |
|
| S4 |
103.40 |
104.98 |
110.33 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.66 |
131.27 |
112.92 |
|
| R3 |
126.03 |
121.64 |
110.27 |
|
| R2 |
116.40 |
116.40 |
109.39 |
|
| R1 |
112.01 |
112.01 |
108.50 |
109.39 |
| PP |
106.77 |
106.77 |
106.77 |
105.46 |
| S1 |
102.38 |
102.38 |
106.74 |
99.76 |
| S2 |
97.14 |
97.14 |
105.85 |
|
| S3 |
87.51 |
92.75 |
104.97 |
|
| S4 |
77.88 |
83.12 |
102.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.22 |
101.53 |
10.69 |
9.6% |
5.09 |
4.6% |
96% |
True |
False |
338,067 |
| 10 |
120.88 |
101.53 |
19.35 |
17.3% |
5.65 |
5.1% |
53% |
False |
False |
323,833 |
| 20 |
120.88 |
101.53 |
19.35 |
17.3% |
4.85 |
4.3% |
53% |
False |
False |
219,428 |
| 40 |
120.88 |
95.47 |
25.41 |
22.7% |
4.65 |
4.2% |
64% |
False |
False |
142,285 |
| 60 |
120.88 |
91.61 |
29.27 |
26.2% |
4.51 |
4.0% |
69% |
False |
False |
107,829 |
| 80 |
120.88 |
86.81 |
34.07 |
30.5% |
5.12 |
4.6% |
73% |
False |
False |
88,643 |
| 100 |
120.88 |
80.70 |
40.18 |
36.0% |
4.78 |
4.3% |
77% |
False |
False |
78,524 |
| 120 |
120.88 |
73.57 |
47.31 |
42.3% |
4.29 |
3.8% |
81% |
False |
False |
68,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.27 |
|
2.618 |
119.03 |
|
1.618 |
116.43 |
|
1.000 |
114.82 |
|
0.618 |
113.83 |
|
HIGH |
112.22 |
|
0.618 |
111.23 |
|
0.500 |
110.92 |
|
0.382 |
110.61 |
|
LOW |
109.62 |
|
0.618 |
108.01 |
|
1.000 |
107.02 |
|
1.618 |
105.41 |
|
2.618 |
102.81 |
|
4.250 |
98.57 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111.48 |
110.48 |
| PP |
111.20 |
109.21 |
| S1 |
110.92 |
107.93 |
|