NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 15-Jun-2022
Day Change Summary
Previous Current
14-Jun-2022 15-Jun-2022 Change Change % Previous Week
Open 94.27 92.99 -1.28 -1.4% 92.43
High 96.71 94.41 -2.30 -2.4% 96.61
Low 93.29 92.79 -0.50 -0.5% 92.10
Close 94.27 92.99 -1.28 -1.4% 95.55
Range 3.42 1.62 -1.80 -52.6% 4.51
ATR 2.17 2.13 -0.04 -1.8% 0.00
Volume 1,908 2,788 880 46.1% 16,189
Daily Pivots for day following 15-Jun-2022
Classic Woodie Camarilla DeMark
R4 98.26 97.24 93.88
R3 96.64 95.62 93.44
R2 95.02 95.02 93.29
R1 94.00 94.00 93.14 93.80
PP 93.40 93.40 93.40 93.30
S1 92.38 92.38 92.84 92.18
S2 91.78 91.78 92.69
S3 90.16 90.76 92.54
S4 88.54 89.14 92.10
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 108.28 106.43 98.03
R3 103.77 101.92 96.79
R2 99.26 99.26 96.38
R1 97.41 97.41 95.96 98.34
PP 94.75 94.75 94.75 95.22
S1 92.90 92.90 95.14 93.83
S2 90.24 90.24 94.72
S3 85.73 88.39 94.31
S4 81.22 83.88 93.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.71 92.79 3.92 4.2% 2.03 2.2% 5% False True 3,730
10 96.71 88.72 7.99 8.6% 1.86 2.0% 53% False False 3,234
20 96.71 83.79 12.92 13.9% 1.67 1.8% 71% False False 2,399
40 96.71 81.16 15.55 16.7% 1.63 1.8% 76% False False 1,738
60 96.71 78.50 18.21 19.6% 1.80 1.9% 80% False False 1,555
80 96.71 75.19 21.52 23.1% 2.16 2.3% 83% False False 1,726
100 96.71 70.50 26.21 28.2% 1.96 2.1% 86% False False 1,619
120 96.71 64.29 32.42 34.9% 1.76 1.9% 89% False False 1,487
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.30
2.618 98.65
1.618 97.03
1.000 96.03
0.618 95.41
HIGH 94.41
0.618 93.79
0.500 93.60
0.382 93.41
LOW 92.79
0.618 91.79
1.000 91.17
1.618 90.17
2.618 88.55
4.250 85.91
Fisher Pivots for day following 15-Jun-2022
Pivot 1 day 3 day
R1 93.60 94.75
PP 93.40 94.16
S1 93.19 93.58

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

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