NYMEX Light Sweet Crude Oil Future November 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
104.37 |
104.55 |
0.18 |
0.2% |
98.31 |
| High |
106.19 |
106.87 |
0.68 |
0.6% |
104.19 |
| Low |
103.92 |
101.93 |
-1.99 |
-1.9% |
98.09 |
| Close |
104.93 |
106.42 |
1.49 |
1.4% |
104.13 |
| Range |
2.27 |
4.94 |
2.67 |
117.6% |
6.10 |
| ATR |
3.38 |
3.49 |
0.11 |
3.3% |
0.00 |
| Volume |
23,662 |
32,151 |
8,489 |
35.9% |
64,022 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.89 |
118.10 |
109.14 |
|
| R3 |
114.95 |
113.16 |
107.78 |
|
| R2 |
110.01 |
110.01 |
107.33 |
|
| R1 |
108.22 |
108.22 |
106.87 |
109.12 |
| PP |
105.07 |
105.07 |
105.07 |
105.52 |
| S1 |
103.28 |
103.28 |
105.97 |
104.18 |
| S2 |
100.13 |
100.13 |
105.51 |
|
| S3 |
95.19 |
98.34 |
105.06 |
|
| S4 |
90.25 |
93.40 |
103.70 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.44 |
118.38 |
107.49 |
|
| R3 |
114.34 |
112.28 |
105.81 |
|
| R2 |
108.24 |
108.24 |
105.25 |
|
| R1 |
106.18 |
106.18 |
104.69 |
107.21 |
| PP |
102.14 |
102.14 |
102.14 |
102.65 |
| S1 |
100.08 |
100.08 |
103.57 |
101.11 |
| S2 |
96.04 |
96.04 |
103.01 |
|
| S3 |
89.94 |
93.98 |
102.45 |
|
| S4 |
83.84 |
87.88 |
100.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.00 |
100.23 |
7.77 |
7.3% |
3.53 |
3.3% |
80% |
False |
False |
22,055 |
| 10 |
108.00 |
94.08 |
13.92 |
13.1% |
3.00 |
2.8% |
89% |
False |
False |
17,837 |
| 20 |
108.00 |
91.66 |
16.34 |
15.4% |
3.53 |
3.3% |
90% |
False |
False |
19,250 |
| 40 |
108.00 |
89.74 |
18.26 |
17.2% |
3.39 |
3.2% |
91% |
False |
False |
17,461 |
| 60 |
108.00 |
82.85 |
25.15 |
23.6% |
3.86 |
3.6% |
94% |
False |
False |
15,265 |
| 80 |
108.00 |
79.31 |
28.69 |
27.0% |
3.78 |
3.6% |
94% |
False |
False |
14,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.87 |
|
2.618 |
119.80 |
|
1.618 |
114.86 |
|
1.000 |
111.81 |
|
0.618 |
109.92 |
|
HIGH |
106.87 |
|
0.618 |
104.98 |
|
0.500 |
104.40 |
|
0.382 |
103.82 |
|
LOW |
101.93 |
|
0.618 |
98.88 |
|
1.000 |
96.99 |
|
1.618 |
93.94 |
|
2.618 |
89.00 |
|
4.250 |
80.94 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
105.75 |
105.94 |
| PP |
105.07 |
105.45 |
| S1 |
104.40 |
104.97 |
|