NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 92.30 92.43 0.13 0.1% 89.12
High 93.10 93.20 0.10 0.1% 93.10
Low 90.59 92.10 1.51 1.7% 88.72
Close 92.30 92.10 -0.20 -0.2% 92.30
Range 2.51 1.10 -1.41 -56.2% 4.38
ATR 2.09 2.02 -0.07 -3.4% 0.00
Volume 2,904 1,393 -1,511 -52.0% 12,542
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 95.77 95.03 92.71
R3 94.67 93.93 92.40
R2 93.57 93.57 92.30
R1 92.83 92.83 92.20 92.65
PP 92.47 92.47 92.47 92.38
S1 91.73 91.73 92.00 91.55
S2 91.37 91.37 91.90
S3 90.27 90.63 91.80
S4 89.17 89.53 91.50
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 93.20 88.72 4.48 4.9% 1.97 2.1% 75% True False 2,787
10 93.20 86.19 7.01 7.6% 1.47 1.6% 84% True False 2,148
20 93.20 82.25 10.95 11.9% 1.74 1.9% 90% True False 1,703
40 93.20 81.16 12.04 13.1% 1.64 1.8% 91% True False 1,334
60 93.20 76.20 17.00 18.5% 1.83 2.0% 94% True False 1,334
80 93.20 74.19 19.01 20.6% 2.13 2.3% 94% True False 1,530
100 93.20 69.39 23.81 25.9% 1.89 2.1% 95% True False 1,498
120 93.20 61.09 32.11 34.9% 1.69 1.8% 97% True False 1,349
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.88
2.618 96.08
1.618 94.98
1.000 94.30
0.618 93.88
HIGH 93.20
0.618 92.78
0.500 92.65
0.382 92.52
LOW 92.10
0.618 91.42
1.000 91.00
1.618 90.32
2.618 89.22
4.250 87.43
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 92.65 91.72
PP 92.47 91.34
S1 92.28 90.96

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

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