NYMEX Light Sweet Crude Oil Future October 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 |
109.34 |
112.40 |
3.06 |
2.8% |
106.78 |
| High |
112.06 |
112.50 |
0.44 |
0.4% |
112.06 |
| Low |
107.45 |
109.94 |
2.49 |
2.3% |
104.06 |
| Close |
110.70 |
110.67 |
-0.03 |
0.0% |
110.70 |
| Range |
4.61 |
2.56 |
-2.05 |
-44.5% |
8.00 |
| ATR |
3.81 |
3.72 |
-0.09 |
-2.3% |
0.00 |
| Volume |
19,926 |
20,936 |
1,010 |
5.1% |
132,231 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.72 |
117.25 |
112.08 |
|
| R3 |
116.16 |
114.69 |
111.37 |
|
| R2 |
113.60 |
113.60 |
111.14 |
|
| R1 |
112.13 |
112.13 |
110.90 |
111.59 |
| PP |
111.04 |
111.04 |
111.04 |
110.76 |
| S1 |
109.57 |
109.57 |
110.44 |
109.03 |
| S2 |
108.48 |
108.48 |
110.20 |
|
| S3 |
105.92 |
107.01 |
109.97 |
|
| S4 |
103.36 |
104.45 |
109.26 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.94 |
129.82 |
115.10 |
|
| R3 |
124.94 |
121.82 |
112.90 |
|
| R2 |
116.94 |
116.94 |
112.17 |
|
| R1 |
113.82 |
113.82 |
111.43 |
115.38 |
| PP |
108.94 |
108.94 |
108.94 |
109.72 |
| S1 |
105.82 |
105.82 |
109.97 |
107.38 |
| S2 |
100.94 |
100.94 |
109.23 |
|
| S3 |
92.94 |
97.82 |
108.50 |
|
| S4 |
84.94 |
89.82 |
106.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.50 |
104.06 |
8.44 |
7.6% |
4.09 |
3.7% |
78% |
True |
False |
30,633 |
| 10 |
112.50 |
100.48 |
12.02 |
10.9% |
3.28 |
3.0% |
85% |
True |
False |
24,307 |
| 20 |
112.50 |
93.00 |
19.50 |
17.6% |
3.82 |
3.4% |
91% |
True |
False |
24,341 |
| 40 |
112.50 |
90.48 |
22.02 |
19.9% |
3.63 |
3.3% |
92% |
True |
False |
21,297 |
| 60 |
112.50 |
84.10 |
28.40 |
25.7% |
3.91 |
3.5% |
94% |
True |
False |
19,532 |
| 80 |
112.50 |
79.83 |
32.67 |
29.5% |
4.10 |
3.7% |
94% |
True |
False |
19,222 |
| 100 |
112.50 |
75.52 |
36.98 |
33.4% |
3.61 |
3.3% |
95% |
True |
False |
17,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.38 |
|
2.618 |
119.20 |
|
1.618 |
116.64 |
|
1.000 |
115.06 |
|
0.618 |
114.08 |
|
HIGH |
112.50 |
|
0.618 |
111.52 |
|
0.500 |
111.22 |
|
0.382 |
110.92 |
|
LOW |
109.94 |
|
0.618 |
108.36 |
|
1.000 |
107.38 |
|
1.618 |
105.80 |
|
2.618 |
103.24 |
|
4.250 |
99.06 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
111.22 |
109.87 |
| PP |
111.04 |
109.08 |
| S1 |
110.85 |
108.28 |
|