NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
94.19 |
91.48 |
-2.71 |
-2.9% |
94.32 |
| High |
94.19 |
91.61 |
-2.58 |
-2.7% |
96.71 |
| Low |
89.53 |
89.40 |
-0.13 |
-0.1% |
89.53 |
| Close |
89.53 |
90.22 |
0.69 |
0.8% |
89.53 |
| Range |
4.66 |
2.21 |
-2.45 |
-52.6% |
7.18 |
| ATR |
2.31 |
2.30 |
-0.01 |
-0.3% |
0.00 |
| Volume |
5,235 |
3,483 |
-1,752 |
-33.5% |
15,998 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
95.84 |
91.44 |
|
| R3 |
94.83 |
93.63 |
90.83 |
|
| R2 |
92.62 |
92.62 |
90.63 |
|
| R1 |
91.42 |
91.42 |
90.42 |
90.92 |
| PP |
90.41 |
90.41 |
90.41 |
90.16 |
| S1 |
89.21 |
89.21 |
90.02 |
88.71 |
| S2 |
88.20 |
88.20 |
89.81 |
|
| S3 |
85.99 |
87.00 |
89.61 |
|
| S4 |
83.78 |
84.79 |
89.00 |
|
|
| 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 |
89.40 |
7.31 |
8.1% |
2.81 |
3.1% |
11% |
False |
True |
3,144 |
| 10 |
96.71 |
89.40 |
7.31 |
8.1% |
2.11 |
2.3% |
11% |
False |
True |
3,427 |
| 20 |
96.71 |
86.19 |
10.52 |
11.7% |
1.79 |
2.0% |
38% |
False |
False |
2,788 |
| 40 |
96.71 |
81.16 |
15.55 |
17.2% |
1.78 |
2.0% |
58% |
False |
False |
1,940 |
| 60 |
96.71 |
78.50 |
18.21 |
20.2% |
1.84 |
2.0% |
64% |
False |
False |
1,686 |
| 80 |
96.71 |
75.19 |
21.52 |
23.9% |
2.15 |
2.4% |
70% |
False |
False |
1,784 |
| 100 |
96.71 |
72.09 |
24.62 |
27.3% |
2.01 |
2.2% |
74% |
False |
False |
1,687 |
| 120 |
96.71 |
65.79 |
30.92 |
34.3% |
1.81 |
2.0% |
79% |
False |
False |
1,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.00 |
|
2.618 |
97.40 |
|
1.618 |
95.19 |
|
1.000 |
93.82 |
|
0.618 |
92.98 |
|
HIGH |
91.61 |
|
0.618 |
90.77 |
|
0.500 |
90.51 |
|
0.382 |
90.24 |
|
LOW |
89.40 |
|
0.618 |
88.03 |
|
1.000 |
87.19 |
|
1.618 |
85.82 |
|
2.618 |
83.61 |
|
4.250 |
80.01 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
90.51 |
91.81 |
| PP |
90.41 |
91.28 |
| S1 |
90.32 |
90.75 |
|