NYMEX Light Sweet Crude Oil Future November 2022


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 98.19 100.94 2.75 2.8% 102.31
High 101.41 103.85 2.44 2.4% 104.43
Low 97.13 100.93 3.80 3.9% 95.85
Close 100.68 103.43 2.75 2.7% 98.97
Range 4.28 2.92 -1.36 -31.8% 8.58
ATR 4.09 4.03 -0.07 -1.6% 0.00
Volume 24,564 29,742 5,178 21.1% 130,785
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 111.50 110.38 105.04
R3 108.58 107.46 104.23
R2 105.66 105.66 103.97
R1 104.54 104.54 103.70 105.10
PP 102.74 102.74 102.74 103.02
S1 101.62 101.62 103.16 102.18
S2 99.82 99.82 102.89
S3 96.90 98.70 102.63
S4 93.98 95.78 101.82
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 125.49 120.81 103.69
R3 116.91 112.23 101.33
R2 108.33 108.33 100.54
R1 103.65 103.65 99.76 101.70
PP 99.75 99.75 99.75 98.78
S1 95.07 95.07 98.18 93.12
S2 91.17 91.17 97.40
S3 82.59 86.49 96.61
S4 74.01 77.91 94.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.85 95.85 8.00 7.7% 4.42 4.3% 95% True False 31,328
10 112.24 95.85 16.39 15.8% 4.70 4.5% 46% False False 32,211
20 112.98 95.85 17.13 16.6% 4.05 3.9% 44% False False 28,468
40 112.98 91.66 21.32 20.6% 3.75 3.6% 55% False False 23,039
60 112.98 89.74 23.24 22.5% 3.55 3.4% 59% False False 20,312
80 112.98 82.85 30.13 29.1% 4.02 3.9% 68% False False 18,164
100 112.98 78.40 34.58 33.4% 3.76 3.6% 72% False False 16,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1.04
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 111.49
1.618 108.57
1.000 106.77
0.618 105.65
HIGH 103.85
0.618 102.73
0.500 102.39
0.382 102.05
LOW 100.93
0.618 99.13
1.000 98.01
1.618 96.21
2.618 93.29
4.250 88.52
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 103.08 102.24
PP 102.74 101.04
S1 102.39 99.85

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

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