NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
112.22 |
115.25 |
3.03 |
2.7% |
109.50 |
| High |
114.90 |
115.46 |
0.56 |
0.5% |
114.90 |
| Low |
110.08 |
112.53 |
2.45 |
2.2% |
106.44 |
| Close |
113.47 |
113.35 |
-0.12 |
-0.1% |
113.47 |
| Range |
4.82 |
2.93 |
-1.89 |
-39.2% |
8.46 |
| ATR |
4.15 |
4.06 |
-0.09 |
-2.1% |
0.00 |
| Volume |
58,482 |
51,886 |
-6,596 |
-11.3% |
295,686 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.57 |
120.89 |
114.96 |
|
| R3 |
119.64 |
117.96 |
114.16 |
|
| R2 |
116.71 |
116.71 |
113.89 |
|
| R1 |
115.03 |
115.03 |
113.62 |
114.41 |
| PP |
113.78 |
113.78 |
113.78 |
113.47 |
| S1 |
112.10 |
112.10 |
113.08 |
111.48 |
| S2 |
110.85 |
110.85 |
112.81 |
|
| S3 |
107.92 |
109.17 |
112.54 |
|
| S4 |
104.99 |
106.24 |
111.74 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.98 |
133.69 |
118.12 |
|
| R3 |
128.52 |
125.23 |
115.80 |
|
| R2 |
120.06 |
120.06 |
115.02 |
|
| R1 |
116.77 |
116.77 |
114.25 |
118.42 |
| PP |
111.60 |
111.60 |
111.60 |
112.43 |
| S1 |
108.31 |
108.31 |
112.69 |
109.96 |
| S2 |
103.14 |
103.14 |
111.92 |
|
| S3 |
94.68 |
99.85 |
111.14 |
|
| S4 |
86.22 |
91.39 |
108.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.46 |
106.44 |
9.02 |
8.0% |
4.38 |
3.9% |
77% |
True |
False |
69,514 |
| 10 |
115.46 |
103.09 |
12.37 |
10.9% |
3.52 |
3.1% |
83% |
True |
False |
59,142 |
| 20 |
115.46 |
93.96 |
21.50 |
19.0% |
4.20 |
3.7% |
90% |
True |
False |
54,888 |
| 40 |
115.46 |
91.10 |
24.36 |
21.5% |
4.03 |
3.6% |
91% |
True |
False |
46,908 |
| 60 |
115.46 |
85.31 |
30.15 |
26.6% |
4.34 |
3.8% |
93% |
True |
False |
43,358 |
| 80 |
115.46 |
80.64 |
34.82 |
30.7% |
4.60 |
4.1% |
94% |
True |
False |
46,168 |
| 100 |
115.46 |
76.17 |
39.29 |
34.7% |
4.06 |
3.6% |
95% |
True |
False |
41,441 |
| 120 |
115.46 |
64.14 |
51.32 |
45.3% |
3.68 |
3.3% |
96% |
True |
False |
36,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.91 |
|
2.618 |
123.13 |
|
1.618 |
120.20 |
|
1.000 |
118.39 |
|
0.618 |
117.27 |
|
HIGH |
115.46 |
|
0.618 |
114.34 |
|
0.500 |
114.00 |
|
0.382 |
113.65 |
|
LOW |
112.53 |
|
0.618 |
110.72 |
|
1.000 |
109.60 |
|
1.618 |
107.79 |
|
2.618 |
104.86 |
|
4.250 |
100.08 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114.00 |
112.55 |
| PP |
113.78 |
111.75 |
| S1 |
113.57 |
110.95 |
|