NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 89.12 90.06 0.94 1.1% 87.01
High 91.61 90.71 -0.90 -1.0% 89.92
Low 88.89 90.06 1.17 1.3% 86.19
Close 89.12 90.06 0.94 1.1% 89.92
Range 2.72 0.65 -2.07 -76.1% 3.73
ATR 2.03 1.99 -0.03 -1.5% 0.00
Volume 2,254 2,585 331 14.7% 7,554
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 92.23 91.79 90.42
R3 91.58 91.14 90.24
R2 90.93 90.93 90.18
R1 90.49 90.49 90.12 90.39
PP 90.28 90.28 90.28 90.22
S1 89.84 89.84 90.00 89.74
S2 89.63 89.63 89.94
S3 88.98 89.19 89.88
S4 88.33 88.54 89.70
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 99.87 98.62 91.97
R3 96.14 94.89 90.95
R2 92.41 92.41 90.60
R1 91.16 91.16 90.26 91.79
PP 88.68 88.68 88.68 88.99
S1 87.43 87.43 89.58 88.06
S2 84.95 84.95 89.24
S3 81.22 83.70 88.89
S4 77.49 79.97 87.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.61 87.79 3.82 4.2% 1.30 1.4% 59% False False 2,062
10 91.61 83.79 7.82 8.7% 1.48 1.6% 80% False False 1,564
20 91.61 82.25 9.36 10.4% 1.62 1.8% 83% False False 1,369
40 91.61 81.16 10.45 11.6% 1.64 1.8% 85% False False 1,218
60 91.61 75.80 15.81 17.6% 2.07 2.3% 90% False False 1,328
80 91.61 74.11 17.50 19.4% 2.09 2.3% 91% False False 1,456
100 91.61 67.59 24.02 26.7% 1.84 2.0% 94% False False 1,416
120 91.61 61.09 30.52 33.9% 1.66 1.8% 95% False False 1,277
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.47
2.618 92.41
1.618 91.76
1.000 91.36
0.618 91.11
HIGH 90.71
0.618 90.46
0.500 90.39
0.382 90.31
LOW 90.06
0.618 89.66
1.000 89.41
1.618 89.01
2.618 88.36
4.250 87.30
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 90.39 90.06
PP 90.28 90.05
S1 90.17 90.05

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

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