NYMEX Light Sweet Crude Oil Future October 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 109.63 104.33 -5.30 -4.8% 112.19
High 111.25 106.59 -4.66 -4.2% 114.84
Low 102.22 102.55 0.33 0.3% 102.22
Close 103.57 105.06 1.49 1.4% 103.57
Range 9.03 4.04 -4.99 -55.3% 12.62
ATR 4.16 4.15 -0.01 -0.2% 0.00
Volume 58,688 51,281 -7,407 -12.6% 255,361
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 116.85 115.00 107.28
R3 112.81 110.96 106.17
R2 108.77 108.77 105.80
R1 106.92 106.92 105.43 107.85
PP 104.73 104.73 104.73 105.20
S1 102.88 102.88 104.69 103.81
S2 100.69 100.69 104.32
S3 96.65 98.84 103.95
S4 92.61 94.80 102.84
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 144.74 136.77 110.51
R3 132.12 124.15 107.04
R2 119.50 119.50 105.88
R1 111.53 111.53 104.73 109.21
PP 106.88 106.88 106.88 105.71
S1 98.91 98.91 102.41 96.59
S2 94.26 94.26 101.26
S3 81.64 86.29 100.10
S4 69.02 73.67 96.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.84 102.22 12.62 12.0% 5.37 5.1% 23% False False 54,714
10 115.44 102.22 13.22 12.6% 4.29 4.1% 21% False False 43,249
20 115.44 100.48 14.96 14.2% 3.79 3.6% 31% False False 33,778
40 115.44 91.09 24.35 23.2% 3.87 3.7% 57% False False 28,248
60 115.44 88.25 27.19 25.9% 3.85 3.7% 62% False False 24,642
80 115.44 81.88 33.56 31.9% 4.27 4.1% 69% False False 22,884
100 115.44 78.54 36.90 35.1% 3.88 3.7% 72% False False 20,770
120 115.44 70.73 44.71 42.6% 3.49 3.3% 77% False False 18,268
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.76
2.618 117.17
1.618 113.13
1.000 110.63
0.618 109.09
HIGH 106.59
0.618 105.05
0.500 104.57
0.382 104.09
LOW 102.55
0.618 100.05
1.000 98.51
1.618 96.01
2.618 91.97
4.250 85.38
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 104.90 106.74
PP 104.73 106.18
S1 104.57 105.62

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

View Archives - Comment on this page... - Back to Index of Symbols