NYMEX Light Sweet Crude Oil Future September 2022
Trading Metrics calculated at close of trading on 30-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
109.00 |
106.67 |
-2.33 |
-2.1% |
106.65 |
High |
111.14 |
107.76 |
-3.38 |
-3.0% |
108.90 |
Low |
106.45 |
102.68 |
-3.77 |
-3.5% |
99.66 |
Close |
107.01 |
103.10 |
-3.91 |
-3.7% |
104.45 |
Range |
4.69 |
5.08 |
0.39 |
8.3% |
9.24 |
ATR |
4.57 |
4.61 |
0.04 |
0.8% |
0.00 |
Volume |
101,278 |
156,006 |
54,728 |
54.0% |
476,610 |
|
Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.75 |
116.51 |
105.89 |
|
R3 |
114.67 |
111.43 |
104.50 |
|
R2 |
109.59 |
109.59 |
104.03 |
|
R1 |
106.35 |
106.35 |
103.57 |
105.43 |
PP |
104.51 |
104.51 |
104.51 |
104.06 |
S1 |
101.27 |
101.27 |
102.63 |
100.35 |
S2 |
99.43 |
99.43 |
102.17 |
|
S3 |
94.35 |
96.19 |
101.70 |
|
S4 |
89.27 |
91.11 |
100.31 |
|
|
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 |
111.14 |
100.83 |
10.31 |
10.0% |
4.38 |
4.2% |
22% |
False |
False |
114,334 |
10 |
113.87 |
99.66 |
14.21 |
13.8% |
5.28 |
5.1% |
24% |
False |
False |
118,523 |
20 |
118.08 |
99.66 |
18.42 |
17.9% |
4.68 |
4.5% |
19% |
False |
False |
102,798 |
40 |
118.08 |
93.96 |
24.12 |
23.4% |
4.42 |
4.3% |
38% |
False |
False |
76,960 |
60 |
118.08 |
91.10 |
26.98 |
26.2% |
4.24 |
4.1% |
44% |
False |
False |
64,444 |
80 |
118.08 |
85.31 |
32.77 |
31.8% |
4.67 |
4.5% |
54% |
False |
False |
57,991 |
100 |
118.08 |
80.64 |
37.44 |
36.3% |
4.54 |
4.4% |
60% |
False |
False |
56,419 |
120 |
118.08 |
73.65 |
44.43 |
43.1% |
4.09 |
4.0% |
66% |
False |
False |
50,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.35 |
2.618 |
121.06 |
1.618 |
115.98 |
1.000 |
112.84 |
0.618 |
110.90 |
HIGH |
107.76 |
0.618 |
105.82 |
0.500 |
105.22 |
0.382 |
104.62 |
LOW |
102.68 |
0.618 |
99.54 |
1.000 |
97.60 |
1.618 |
94.46 |
2.618 |
89.38 |
4.250 |
81.09 |
|
|
Fisher Pivots for day following 30-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
105.22 |
106.91 |
PP |
104.51 |
105.64 |
S1 |
103.81 |
104.37 |
|