NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
91.40 |
92.30 |
0.90 |
1.0% |
89.12 |
| High |
91.61 |
93.10 |
1.49 |
1.6% |
93.10 |
| Low |
88.72 |
90.59 |
1.87 |
2.1% |
88.72 |
| Close |
91.40 |
92.30 |
0.90 |
1.0% |
92.30 |
| Range |
2.89 |
2.51 |
-0.38 |
-13.1% |
4.38 |
| ATR |
2.06 |
2.09 |
0.03 |
1.6% |
0.00 |
| Volume |
4,799 |
2,904 |
-1,895 |
-39.5% |
12,542 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.53 |
98.42 |
93.68 |
|
| R3 |
97.02 |
95.91 |
92.99 |
|
| R2 |
94.51 |
94.51 |
92.76 |
|
| R1 |
93.40 |
93.40 |
92.53 |
93.56 |
| PP |
92.00 |
92.00 |
92.00 |
92.07 |
| S1 |
90.89 |
90.89 |
92.07 |
91.05 |
| S2 |
89.49 |
89.49 |
91.84 |
|
| S3 |
86.98 |
88.38 |
91.61 |
|
| S4 |
84.47 |
85.87 |
90.92 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.51 |
102.79 |
94.71 |
|
| R3 |
100.13 |
98.41 |
93.50 |
|
| R2 |
95.75 |
95.75 |
93.10 |
|
| R1 |
94.03 |
94.03 |
92.70 |
94.89 |
| PP |
91.37 |
91.37 |
91.37 |
91.81 |
| S1 |
89.65 |
89.65 |
91.90 |
90.51 |
| S2 |
86.99 |
86.99 |
91.50 |
|
| S3 |
82.61 |
85.27 |
91.10 |
|
| S4 |
78.23 |
80.89 |
89.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.10 |
88.49 |
4.61 |
5.0% |
2.04 |
2.2% |
83% |
True |
False |
2,660 |
| 10 |
93.10 |
85.39 |
7.71 |
8.4% |
1.45 |
1.6% |
90% |
True |
False |
2,121 |
| 20 |
93.10 |
82.25 |
10.85 |
11.8% |
1.77 |
1.9% |
93% |
True |
False |
1,675 |
| 40 |
93.10 |
81.16 |
11.94 |
12.9% |
1.65 |
1.8% |
93% |
True |
False |
1,335 |
| 60 |
93.10 |
76.20 |
16.90 |
18.3% |
1.88 |
2.0% |
95% |
True |
False |
1,351 |
| 80 |
93.10 |
74.19 |
18.91 |
20.5% |
2.14 |
2.3% |
96% |
True |
False |
1,526 |
| 100 |
93.10 |
68.78 |
24.32 |
26.3% |
1.88 |
2.0% |
97% |
True |
False |
1,490 |
| 120 |
93.10 |
61.09 |
32.01 |
34.7% |
1.69 |
1.8% |
98% |
True |
False |
1,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.77 |
|
2.618 |
99.67 |
|
1.618 |
97.16 |
|
1.000 |
95.61 |
|
0.618 |
94.65 |
|
HIGH |
93.10 |
|
0.618 |
92.14 |
|
0.500 |
91.85 |
|
0.382 |
91.55 |
|
LOW |
90.59 |
|
0.618 |
89.04 |
|
1.000 |
88.08 |
|
1.618 |
86.53 |
|
2.618 |
84.02 |
|
4.250 |
79.92 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
92.15 |
91.84 |
| PP |
92.00 |
91.37 |
| S1 |
91.85 |
90.91 |
|