NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
105.38 |
108.48 |
3.10 |
2.9% |
104.11 |
| High |
108.81 |
109.38 |
0.57 |
0.5% |
109.38 |
| Low |
104.72 |
107.10 |
2.38 |
2.3% |
103.09 |
| Close |
108.28 |
109.23 |
0.95 |
0.9% |
109.23 |
| Range |
4.09 |
2.28 |
-1.81 |
-44.3% |
6.29 |
| ATR |
4.07 |
3.94 |
-0.13 |
-3.1% |
0.00 |
| Volume |
65,041 |
42,222 |
-22,819 |
-35.1% |
243,848 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.41 |
114.60 |
110.48 |
|
| R3 |
113.13 |
112.32 |
109.86 |
|
| R2 |
110.85 |
110.85 |
109.65 |
|
| R1 |
110.04 |
110.04 |
109.44 |
110.45 |
| PP |
108.57 |
108.57 |
108.57 |
108.77 |
| S1 |
107.76 |
107.76 |
109.02 |
108.17 |
| S2 |
106.29 |
106.29 |
108.81 |
|
| S3 |
104.01 |
105.48 |
108.60 |
|
| S4 |
101.73 |
103.20 |
107.98 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.10 |
123.96 |
112.69 |
|
| R3 |
119.81 |
117.67 |
110.96 |
|
| R2 |
113.52 |
113.52 |
110.38 |
|
| R1 |
111.38 |
111.38 |
109.81 |
112.45 |
| PP |
107.23 |
107.23 |
107.23 |
107.77 |
| S1 |
105.09 |
105.09 |
108.65 |
106.16 |
| S2 |
100.94 |
100.94 |
108.08 |
|
| S3 |
94.65 |
98.80 |
107.50 |
|
| S4 |
88.36 |
92.51 |
105.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.38 |
103.09 |
6.29 |
5.8% |
2.65 |
2.4% |
98% |
True |
False |
48,769 |
| 10 |
109.38 |
98.06 |
11.32 |
10.4% |
3.60 |
3.3% |
99% |
True |
False |
50,574 |
| 20 |
109.38 |
93.96 |
15.42 |
14.1% |
4.14 |
3.8% |
99% |
True |
False |
47,786 |
| 40 |
109.38 |
91.10 |
18.28 |
16.7% |
4.01 |
3.7% |
99% |
True |
False |
43,796 |
| 60 |
110.15 |
85.31 |
24.84 |
22.7% |
4.86 |
4.4% |
96% |
False |
False |
42,304 |
| 80 |
110.15 |
79.82 |
30.33 |
27.8% |
4.46 |
4.1% |
97% |
False |
False |
43,564 |
| 100 |
110.15 |
72.92 |
37.23 |
34.1% |
3.93 |
3.6% |
98% |
False |
False |
38,943 |
| 120 |
110.15 |
64.14 |
46.01 |
42.1% |
3.58 |
3.3% |
98% |
False |
False |
34,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.07 |
|
2.618 |
115.35 |
|
1.618 |
113.07 |
|
1.000 |
111.66 |
|
0.618 |
110.79 |
|
HIGH |
109.38 |
|
0.618 |
108.51 |
|
0.500 |
108.24 |
|
0.382 |
107.97 |
|
LOW |
107.10 |
|
0.618 |
105.69 |
|
1.000 |
104.82 |
|
1.618 |
103.41 |
|
2.618 |
101.13 |
|
4.250 |
97.41 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108.90 |
108.40 |
| PP |
108.57 |
107.57 |
| S1 |
108.24 |
106.74 |
|