NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
109.63 |
109.58 |
-0.05 |
0.0% |
104.11 |
| High |
111.79 |
112.30 |
0.51 |
0.5% |
109.38 |
| Low |
108.91 |
106.44 |
-2.47 |
-2.3% |
103.09 |
| Close |
109.96 |
111.58 |
1.62 |
1.5% |
109.23 |
| Range |
2.88 |
5.86 |
2.98 |
103.5% |
6.29 |
| ATR |
3.96 |
4.10 |
0.14 |
3.4% |
0.00 |
| Volume |
72,867 |
84,656 |
11,789 |
16.2% |
243,848 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.69 |
125.49 |
114.80 |
|
| R3 |
121.83 |
119.63 |
113.19 |
|
| R2 |
115.97 |
115.97 |
112.65 |
|
| R1 |
113.77 |
113.77 |
112.12 |
114.87 |
| PP |
110.11 |
110.11 |
110.11 |
110.66 |
| S1 |
107.91 |
107.91 |
111.04 |
109.01 |
| S2 |
104.25 |
104.25 |
110.51 |
|
| S3 |
98.39 |
102.05 |
109.97 |
|
| S4 |
92.53 |
96.19 |
108.36 |
|
|
| 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 |
104.72 |
9.13 |
8.2% |
4.10 |
3.7% |
75% |
False |
False |
68,893 |
| 10 |
113.85 |
98.06 |
15.79 |
14.2% |
3.57 |
3.2% |
86% |
False |
False |
58,052 |
| 20 |
113.85 |
93.96 |
19.89 |
17.8% |
4.21 |
3.8% |
89% |
False |
False |
53,484 |
| 40 |
113.85 |
91.10 |
22.75 |
20.4% |
4.08 |
3.7% |
90% |
False |
False |
46,684 |
| 60 |
113.85 |
85.31 |
28.54 |
25.6% |
4.65 |
4.2% |
92% |
False |
False |
43,480 |
| 80 |
113.85 |
80.64 |
33.21 |
29.8% |
4.56 |
4.1% |
93% |
False |
False |
45,508 |
| 100 |
113.85 |
73.65 |
40.20 |
36.0% |
4.02 |
3.6% |
94% |
False |
False |
40,701 |
| 120 |
113.85 |
64.14 |
49.71 |
44.6% |
3.65 |
3.3% |
95% |
False |
False |
36,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.21 |
|
2.618 |
127.64 |
|
1.618 |
121.78 |
|
1.000 |
118.16 |
|
0.618 |
115.92 |
|
HIGH |
112.30 |
|
0.618 |
110.06 |
|
0.500 |
109.37 |
|
0.382 |
108.68 |
|
LOW |
106.44 |
|
0.618 |
102.82 |
|
1.000 |
100.58 |
|
1.618 |
96.96 |
|
2.618 |
91.10 |
|
4.250 |
81.54 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110.84 |
111.10 |
| PP |
110.11 |
110.62 |
| S1 |
109.37 |
110.15 |
|