NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 101.31 104.37 3.06 3.0% 106.65
High 105.44 107.28 1.84 1.7% 108.90
Low 100.83 102.48 1.65 1.6% 99.66
Close 104.45 106.38 1.93 1.8% 104.45
Range 4.61 4.80 0.19 4.1% 9.24
ATR 4.68 4.69 0.01 0.2% 0.00
Volume 116,650 90,132 -26,518 -22.7% 476,610
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 119.78 117.88 109.02
R3 114.98 113.08 107.70
R2 110.18 110.18 107.26
R1 108.28 108.28 106.82 109.23
PP 105.38 105.38 105.38 105.86
S1 103.48 103.48 105.94 104.43
S2 100.58 100.58 105.50
S3 95.78 98.68 105.06
S4 90.98 93.88 103.74
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 132.06 127.49 109.53
R3 122.82 118.25 106.99
R2 113.58 113.58 106.14
R1 109.01 109.01 105.30 106.68
PP 104.34 104.34 104.34 103.17
S1 99.77 99.77 103.60 97.44
S2 95.10 95.10 102.76
S3 85.86 90.53 101.91
S4 76.62 81.29 99.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.90 99.66 9.24 8.7% 5.18 4.9% 73% False False 113,348
10 117.78 99.66 18.12 17.0% 5.51 5.2% 37% False False 113,968
20 118.08 99.66 18.42 17.3% 4.58 4.3% 36% False False 94,292
40 118.08 93.96 24.12 22.7% 4.39 4.1% 51% False False 71,052
60 118.08 91.10 26.98 25.4% 4.25 4.0% 57% False False 60,951
80 118.08 85.31 32.77 30.8% 4.83 4.5% 64% False False 55,503
100 118.08 79.82 38.26 36.0% 4.48 4.2% 69% False False 53,504
120 118.08 72.58 45.50 42.8% 4.03 3.8% 74% False False 47,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.68
2.618 119.85
1.618 115.05
1.000 112.08
0.618 110.25
HIGH 107.28
0.618 105.45
0.500 104.88
0.382 104.31
LOW 102.48
0.618 99.51
1.000 97.68
1.618 94.71
2.618 89.91
4.250 82.08
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 105.88 105.51
PP 105.38 104.63
S1 104.88 103.76

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

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