NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 93.30 94.19 0.89 1.0% 94.32
High 94.21 94.19 -0.02 0.0% 96.71
Low 92.09 89.53 -2.56 -2.8% 89.53
Close 94.13 89.53 -4.60 -4.9% 89.53
Range 2.12 4.66 2.54 119.8% 7.18
ATR 2.13 2.31 0.18 8.5% 0.00
Volume 2,310 5,235 2,925 126.6% 15,998
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 105.06 101.96 92.09
R3 100.40 97.30 90.81
R2 95.74 95.74 90.38
R1 92.64 92.64 89.96 91.86
PP 91.08 91.08 91.08 90.70
S1 87.98 87.98 89.10 87.20
S2 86.42 86.42 88.68
S3 81.76 83.32 88.25
S4 77.10 78.66 86.97
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 113.46 108.68 93.48
R3 106.28 101.50 91.50
R2 99.10 99.10 90.85
R1 94.32 94.32 90.19 93.12
PP 91.92 91.92 91.92 91.33
S1 87.14 87.14 88.87 85.94
S2 84.74 84.74 88.21
S3 77.56 79.96 87.56
S4 70.38 72.78 85.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.71 89.53 7.18 8.0% 2.95 3.3% 0% False True 3,199
10 96.71 89.53 7.18 8.0% 1.99 2.2% 0% False True 3,218
20 96.71 85.39 11.32 12.6% 1.72 1.9% 37% False False 2,670
40 96.71 81.16 15.55 17.4% 1.74 1.9% 54% False False 1,865
60 96.71 78.50 18.21 20.3% 1.85 2.1% 61% False False 1,644
80 96.71 75.19 21.52 24.0% 2.20 2.5% 67% False False 1,797
100 96.71 72.09 24.62 27.5% 2.00 2.2% 71% False False 1,666
120 96.71 65.79 30.92 34.5% 1.79 2.0% 77% False False 1,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 114.00
2.618 106.39
1.618 101.73
1.000 98.85
0.618 97.07
HIGH 94.19
0.618 92.41
0.500 91.86
0.382 91.31
LOW 89.53
0.618 86.65
1.000 84.87
1.618 81.99
2.618 77.33
4.250 69.73
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 91.86 91.97
PP 91.08 91.16
S1 90.31 90.34

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

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