NYMEX Light Sweet Crude Oil Future September 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 90.06 91.40 1.34 1.5% 87.01
High 90.71 91.61 0.90 1.0% 89.92
Low 90.06 88.72 -1.34 -1.5% 86.19
Close 90.06 91.40 1.34 1.5% 89.92
Range 0.65 2.89 2.24 344.6% 3.73
ATR 1.99 2.06 0.06 3.2% 0.00
Volume 2,585 4,799 2,214 85.6% 7,554
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 99.25 98.21 92.99
R3 96.36 95.32 92.19
R2 93.47 93.47 91.93
R1 92.43 92.43 91.66 92.85
PP 90.58 90.58 90.58 90.78
S1 89.54 89.54 91.14 89.96
S2 87.69 87.69 90.87
S3 84.80 86.65 90.61
S4 81.91 83.76 89.81
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% 1.88 2.1% 95% True False 2,799
10 91.61 83.79 7.82 8.6% 1.45 1.6% 97% True False 1,962
20 91.61 82.25 9.36 10.2% 1.75 1.9% 98% True False 1,588
40 91.61 81.16 10.45 11.4% 1.67 1.8% 98% True False 1,310
60 91.61 75.80 15.81 17.3% 2.03 2.2% 99% True False 1,365
80 91.61 74.11 17.50 19.1% 2.12 2.3% 99% True False 1,500
100 91.61 67.59 24.02 26.3% 1.87 2.0% 99% True False 1,462
120 91.61 61.09 30.52 33.4% 1.67 1.8% 99% True False 1,314
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 0.22
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 103.89
2.618 99.18
1.618 96.29
1.000 94.50
0.618 93.40
HIGH 91.61
0.618 90.51
0.500 90.17
0.382 89.82
LOW 88.72
0.618 86.93
1.000 85.83
1.618 84.04
2.618 81.15
4.250 76.44
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 90.99 90.99
PP 90.58 90.58
S1 90.17 90.17

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

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