NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
92.81 |
93.39 |
0.58 |
0.6% |
99.24 |
| High |
96.12 |
97.19 |
1.07 |
1.1% |
100.71 |
| Low |
92.18 |
93.39 |
1.21 |
1.3% |
92.18 |
| Close |
94.99 |
96.50 |
1.51 |
1.6% |
94.99 |
| Range |
3.94 |
3.80 |
-0.14 |
-3.6% |
8.53 |
| ATR |
3.64 |
3.65 |
0.01 |
0.3% |
0.00 |
| Volume |
16,029 |
17,023 |
994 |
6.2% |
51,972 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.09 |
105.60 |
98.59 |
|
| R3 |
103.29 |
101.80 |
97.55 |
|
| R2 |
99.49 |
99.49 |
97.20 |
|
| R1 |
98.00 |
98.00 |
96.85 |
98.75 |
| PP |
95.69 |
95.69 |
95.69 |
96.07 |
| S1 |
94.20 |
94.20 |
96.15 |
94.95 |
| S2 |
91.89 |
91.89 |
95.80 |
|
| S3 |
88.09 |
90.40 |
95.46 |
|
| S4 |
84.29 |
86.60 |
94.41 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.55 |
116.80 |
99.68 |
|
| R3 |
113.02 |
108.27 |
97.34 |
|
| R2 |
104.49 |
104.49 |
96.55 |
|
| R1 |
99.74 |
99.74 |
95.77 |
97.85 |
| PP |
95.96 |
95.96 |
95.96 |
95.02 |
| S1 |
91.21 |
91.21 |
94.21 |
89.32 |
| S2 |
87.43 |
87.43 |
93.43 |
|
| S3 |
78.90 |
82.68 |
92.64 |
|
| S4 |
70.37 |
74.15 |
90.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.71 |
92.18 |
8.53 |
8.8% |
4.12 |
4.3% |
51% |
False |
False |
13,799 |
| 10 |
107.83 |
92.18 |
15.65 |
16.2% |
4.28 |
4.4% |
28% |
False |
False |
12,619 |
| 20 |
108.63 |
92.18 |
16.45 |
17.0% |
3.51 |
3.6% |
26% |
False |
False |
10,956 |
| 40 |
108.63 |
88.67 |
19.96 |
20.7% |
3.30 |
3.4% |
39% |
False |
False |
8,847 |
| 60 |
108.63 |
87.70 |
20.93 |
21.7% |
3.14 |
3.3% |
42% |
False |
False |
8,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.34 |
|
2.618 |
107.14 |
|
1.618 |
103.34 |
|
1.000 |
100.99 |
|
0.618 |
99.54 |
|
HIGH |
97.19 |
|
0.618 |
95.74 |
|
0.500 |
95.29 |
|
0.382 |
94.84 |
|
LOW |
93.39 |
|
0.618 |
91.04 |
|
1.000 |
89.59 |
|
1.618 |
87.24 |
|
2.618 |
83.44 |
|
4.250 |
77.24 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
96.10 |
95.90 |
| PP |
95.69 |
95.29 |
| S1 |
95.29 |
94.69 |
|