NYMEX Light Sweet Crude Oil Future October 2022


Trading Metrics calculated at close of trading on 16-Jun-2022
Day Change Summary
Previous Current
15-Jun-2022 16-Jun-2022 Change Change % Previous Week
Open 110.86 108.87 -1.99 -1.8% 112.40
High 111.46 110.64 -0.82 -0.7% 115.44
Low 107.74 106.23 -1.51 -1.4% 109.94
Close 108.42 110.25 1.83 1.7% 112.73
Range 3.72 4.41 0.69 18.5% 5.50
ATR 3.73 3.78 0.05 1.3% 0.00
Volume 50,114 56,912 6,798 13.6% 146,787
Daily Pivots for day following 16-Jun-2022
Classic Woodie Camarilla DeMark
R4 122.27 120.67 112.68
R3 117.86 116.26 111.46
R2 113.45 113.45 111.06
R1 111.85 111.85 110.65 112.65
PP 109.04 109.04 109.04 109.44
S1 107.44 107.44 109.85 108.24
S2 104.63 104.63 109.44
S3 100.22 103.03 109.04
S4 95.81 98.62 107.82
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 129.20 126.47 115.76
R3 123.70 120.97 114.24
R2 118.20 118.20 113.74
R1 115.47 115.47 113.23 116.84
PP 112.70 112.70 112.70 113.39
S1 109.97 109.97 112.23 111.34
S2 107.20 107.20 111.72
S3 101.70 104.47 111.22
S4 96.20 98.97 109.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.84 106.23 8.61 7.8% 4.44 4.0% 47% False True 45,851
10 115.44 106.23 9.21 8.4% 3.70 3.4% 44% False True 36,338
20 115.44 95.92 19.52 17.7% 3.48 3.2% 73% False False 30,419
40 115.44 91.09 24.35 22.1% 3.68 3.3% 79% False False 26,080
60 115.44 88.25 27.19 24.7% 3.78 3.4% 81% False False 23,351
80 115.44 81.88 33.56 30.4% 4.23 3.8% 85% False False 21,907
100 115.44 77.48 37.96 34.4% 3.78 3.4% 86% False False 19,788
120 115.44 68.65 46.79 42.4% 3.41 3.1% 89% False False 17,403
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 1.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.38
2.618 122.19
1.618 117.78
1.000 115.05
0.618 113.37
HIGH 110.64
0.618 108.96
0.500 108.44
0.382 107.91
LOW 106.23
0.618 103.50
1.000 101.82
1.618 99.09
2.618 94.68
4.250 87.49
Fisher Pivots for day following 16-Jun-2022
Pivot 1 day 3 day
R1 109.65 110.54
PP 109.04 110.44
S1 108.44 110.35

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

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