NYMEX Light Sweet Crude Oil Future September 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 109.50 109.63 0.13 0.1% 104.11
High 113.85 111.79 -2.06 -1.8% 109.38
Low 108.45 108.91 0.46 0.4% 103.09
Close 108.90 109.96 1.06 1.0% 109.23
Range 5.40 2.88 -2.52 -46.7% 6.29
ATR 4.05 3.96 -0.08 -2.0% 0.00
Volume 79,681 72,867 -6,814 -8.6% 243,848
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 118.86 117.29 111.54
R3 115.98 114.41 110.75
R2 113.10 113.10 110.49
R1 111.53 111.53 110.22 112.32
PP 110.22 110.22 110.22 110.61
S1 108.65 108.65 109.70 109.44
S2 107.34 107.34 109.43
S3 104.46 105.77 109.17
S4 101.58 102.89 108.38
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
5 113.85 104.10 9.75 8.9% 3.33 3.0% 60% False False 60,079
10 113.85 98.06 15.79 14.4% 3.55 3.2% 75% False False 56,565
20 113.85 93.96 19.89 18.1% 4.17 3.8% 80% False False 51,123
40 113.85 91.10 22.75 20.7% 4.02 3.7% 83% False False 45,267
60 113.85 85.31 28.54 26.0% 4.67 4.2% 86% False False 43,055
80 113.85 80.64 33.21 30.2% 4.51 4.1% 88% False False 44,824
100 113.85 73.65 40.20 36.6% 3.98 3.6% 90% False False 40,065
120 113.85 64.14 49.71 45.2% 3.62 3.3% 92% False False 35,690
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 1.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.03
2.618 119.33
1.618 116.45
1.000 114.67
0.618 113.57
HIGH 111.79
0.618 110.69
0.500 110.35
0.382 110.01
LOW 108.91
0.618 107.13
1.000 106.03
1.618 104.25
2.618 101.37
4.250 96.67
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 110.35 110.48
PP 110.22 110.30
S1 110.09 110.13

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

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