NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
114.18 |
114.98 |
0.80 |
0.7% |
109.50 |
| High |
115.38 |
118.08 |
2.70 |
2.3% |
114.90 |
| Low |
112.72 |
114.47 |
1.75 |
1.6% |
106.44 |
| Close |
114.54 |
117.15 |
2.61 |
2.3% |
113.47 |
| Range |
2.66 |
3.61 |
0.95 |
35.7% |
8.46 |
| ATR |
3.96 |
3.94 |
-0.03 |
-0.6% |
0.00 |
| Volume |
89,004 |
94,421 |
5,417 |
6.1% |
295,686 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.40 |
125.88 |
119.14 |
|
| R3 |
123.79 |
122.27 |
118.14 |
|
| R2 |
120.18 |
120.18 |
117.81 |
|
| R1 |
118.66 |
118.66 |
117.48 |
119.42 |
| PP |
116.57 |
116.57 |
116.57 |
116.95 |
| S1 |
115.05 |
115.05 |
116.82 |
115.81 |
| S2 |
112.96 |
112.96 |
116.49 |
|
| S3 |
109.35 |
111.44 |
116.16 |
|
| S4 |
105.74 |
107.83 |
115.16 |
|
|
| 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 |
118.08 |
106.44 |
11.64 |
9.9% |
3.98 |
3.4% |
92% |
True |
False |
75,689 |
| 10 |
118.08 |
104.10 |
13.98 |
11.9% |
3.65 |
3.1% |
93% |
True |
False |
67,884 |
| 20 |
118.08 |
93.96 |
24.12 |
20.6% |
3.90 |
3.3% |
96% |
True |
False |
58,858 |
| 40 |
118.08 |
92.27 |
25.81 |
22.0% |
4.02 |
3.4% |
96% |
True |
False |
49,265 |
| 60 |
118.08 |
85.31 |
32.77 |
28.0% |
4.26 |
3.6% |
97% |
True |
False |
45,173 |
| 80 |
118.08 |
80.64 |
37.44 |
32.0% |
4.62 |
3.9% |
98% |
True |
False |
47,517 |
| 100 |
118.08 |
76.70 |
41.38 |
35.3% |
4.10 |
3.5% |
98% |
True |
False |
42,830 |
| 120 |
118.08 |
64.14 |
53.94 |
46.0% |
3.71 |
3.2% |
98% |
True |
False |
38,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.42 |
|
2.618 |
127.53 |
|
1.618 |
123.92 |
|
1.000 |
121.69 |
|
0.618 |
120.31 |
|
HIGH |
118.08 |
|
0.618 |
116.70 |
|
0.500 |
116.28 |
|
0.382 |
115.85 |
|
LOW |
114.47 |
|
0.618 |
112.24 |
|
1.000 |
110.86 |
|
1.618 |
108.63 |
|
2.618 |
105.02 |
|
4.250 |
99.13 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
116.86 |
116.54 |
| PP |
116.57 |
115.92 |
| S1 |
116.28 |
115.31 |
|