NYMEX Light Sweet Crude Oil Future January 2023


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 101.04 100.05 -0.99 -1.0% 94.65
High 101.78 102.59 0.81 0.8% 100.16
Low 100.44 98.15 -2.29 -2.3% 94.59
Close 100.70 102.20 1.50 1.5% 100.16
Range 1.34 4.44 3.10 231.3% 5.57
ATR 2.96 3.07 0.11 3.6% 0.00
Volume 9,641 7,870 -1,771 -18.4% 24,868
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 114.30 112.69 104.64
R3 109.86 108.25 103.42
R2 105.42 105.42 103.01
R1 103.81 103.81 102.61 104.62
PP 100.98 100.98 100.98 101.38
S1 99.37 99.37 101.79 100.18
S2 96.54 96.54 101.39
S3 92.10 94.93 100.98
S4 87.66 90.49 99.76
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 115.01 113.16 103.22
R3 109.44 107.59 101.69
R2 103.87 103.87 101.18
R1 102.02 102.02 100.67 102.95
PP 98.30 98.30 98.30 98.77
S1 96.45 96.45 99.65 97.38
S2 92.73 92.73 99.14
S3 87.16 90.88 98.63
S4 81.59 85.31 97.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.10 96.70 6.40 6.3% 2.99 2.9% 86% False False 8,531
10 103.10 91.05 12.05 11.8% 2.56 2.5% 93% False False 6,810
20 103.10 88.67 14.43 14.1% 3.09 3.0% 94% False False 7,141
40 103.10 87.70 15.40 15.1% 2.94 2.9% 94% False False 7,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121.46
2.618 114.21
1.618 109.77
1.000 107.03
0.618 105.33
HIGH 102.59
0.618 100.89
0.500 100.37
0.382 99.85
LOW 98.15
0.618 95.41
1.000 93.71
1.618 90.97
2.618 86.53
4.250 79.28
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 101.59 101.68
PP 100.98 101.15
S1 100.37 100.63

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

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