NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
104.37 |
107.00 |
2.63 |
2.5% |
106.65 |
| High |
107.28 |
109.31 |
2.03 |
1.9% |
108.90 |
| Low |
102.48 |
106.59 |
4.11 |
4.0% |
99.66 |
| Close |
106.38 |
108.89 |
2.51 |
2.4% |
104.45 |
| Range |
4.80 |
2.72 |
-2.08 |
-43.3% |
9.24 |
| ATR |
4.69 |
4.57 |
-0.13 |
-2.7% |
0.00 |
| Volume |
90,132 |
107,606 |
17,474 |
19.4% |
476,610 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.42 |
115.38 |
110.39 |
|
| R3 |
113.70 |
112.66 |
109.64 |
|
| R2 |
110.98 |
110.98 |
109.39 |
|
| R1 |
109.94 |
109.94 |
109.14 |
110.46 |
| PP |
108.26 |
108.26 |
108.26 |
108.53 |
| S1 |
107.22 |
107.22 |
108.64 |
107.74 |
| S2 |
105.54 |
105.54 |
108.39 |
|
| S3 |
102.82 |
104.50 |
108.14 |
|
| S4 |
100.10 |
101.78 |
107.39 |
|
|
| 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 |
109.31 |
99.66 |
9.65 |
8.9% |
4.88 |
4.5% |
96% |
True |
False |
115,129 |
| 10 |
117.78 |
99.66 |
18.12 |
16.6% |
5.33 |
4.9% |
51% |
False |
False |
116,284 |
| 20 |
118.08 |
99.66 |
18.42 |
16.9% |
4.60 |
4.2% |
50% |
False |
False |
97,561 |
| 40 |
118.08 |
93.96 |
24.12 |
22.2% |
4.37 |
4.0% |
62% |
False |
False |
72,674 |
| 60 |
118.08 |
91.10 |
26.98 |
24.8% |
4.20 |
3.9% |
66% |
False |
False |
61,717 |
| 80 |
118.08 |
85.31 |
32.77 |
30.1% |
4.79 |
4.4% |
72% |
False |
False |
56,118 |
| 100 |
118.08 |
79.82 |
38.26 |
35.1% |
4.49 |
4.1% |
76% |
False |
False |
54,364 |
| 120 |
118.08 |
72.92 |
45.16 |
41.5% |
4.04 |
3.7% |
80% |
False |
False |
48,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.87 |
|
2.618 |
116.43 |
|
1.618 |
113.71 |
|
1.000 |
112.03 |
|
0.618 |
110.99 |
|
HIGH |
109.31 |
|
0.618 |
108.27 |
|
0.500 |
107.95 |
|
0.382 |
107.63 |
|
LOW |
106.59 |
|
0.618 |
104.91 |
|
1.000 |
103.87 |
|
1.618 |
102.19 |
|
2.618 |
99.47 |
|
4.250 |
95.03 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108.58 |
107.62 |
| PP |
108.26 |
106.34 |
| S1 |
107.95 |
105.07 |
|