NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
86.47 |
90.15 |
3.68 |
4.3% |
91.48 |
| High |
88.11 |
90.41 |
2.30 |
2.6% |
91.61 |
| Low |
85.29 |
90.15 |
4.86 |
5.7% |
83.90 |
| Close |
87.75 |
90.15 |
2.40 |
2.7% |
86.46 |
| Range |
2.82 |
0.26 |
-2.56 |
-90.8% |
7.71 |
| ATR |
2.62 |
2.62 |
0.00 |
0.1% |
0.00 |
| Volume |
2,063 |
3,476 |
1,413 |
68.5% |
15,711 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.02 |
90.84 |
90.29 |
|
| R3 |
90.76 |
90.58 |
90.22 |
|
| R2 |
90.50 |
90.50 |
90.20 |
|
| R1 |
90.32 |
90.32 |
90.17 |
90.28 |
| PP |
90.24 |
90.24 |
90.24 |
90.22 |
| S1 |
90.06 |
90.06 |
90.13 |
90.02 |
| S2 |
89.98 |
89.98 |
90.10 |
|
| S3 |
89.72 |
89.80 |
90.08 |
|
| S4 |
89.46 |
89.54 |
90.01 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.45 |
106.17 |
90.70 |
|
| R3 |
102.74 |
98.46 |
88.58 |
|
| R2 |
95.03 |
95.03 |
87.87 |
|
| R1 |
90.75 |
90.75 |
87.17 |
89.04 |
| PP |
87.32 |
87.32 |
87.32 |
86.47 |
| S1 |
83.04 |
83.04 |
85.75 |
81.33 |
| S2 |
79.61 |
79.61 |
85.05 |
|
| S3 |
71.90 |
75.33 |
84.34 |
|
| S4 |
64.19 |
67.62 |
82.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.41 |
83.90 |
6.51 |
7.2% |
2.03 |
2.3% |
96% |
True |
False |
3,553 |
| 10 |
96.71 |
83.90 |
12.81 |
14.2% |
2.42 |
2.7% |
49% |
False |
False |
3,349 |
| 20 |
96.71 |
83.90 |
12.81 |
14.2% |
2.05 |
2.3% |
49% |
False |
False |
3,298 |
| 40 |
96.71 |
82.09 |
14.62 |
16.2% |
1.83 |
2.0% |
55% |
False |
False |
2,256 |
| 60 |
96.71 |
81.16 |
15.55 |
17.2% |
1.81 |
2.0% |
58% |
False |
False |
1,867 |
| 80 |
96.71 |
75.80 |
20.91 |
23.2% |
2.13 |
2.4% |
69% |
False |
False |
1,817 |
| 100 |
96.71 |
72.65 |
24.06 |
26.7% |
2.07 |
2.3% |
73% |
False |
False |
1,826 |
| 120 |
96.71 |
67.09 |
29.62 |
32.9% |
1.87 |
2.1% |
78% |
False |
False |
1,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.52 |
|
2.618 |
91.09 |
|
1.618 |
90.83 |
|
1.000 |
90.67 |
|
0.618 |
90.57 |
|
HIGH |
90.41 |
|
0.618 |
90.31 |
|
0.500 |
90.28 |
|
0.382 |
90.25 |
|
LOW |
90.15 |
|
0.618 |
89.99 |
|
1.000 |
89.89 |
|
1.618 |
89.73 |
|
2.618 |
89.47 |
|
4.250 |
89.05 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
90.28 |
89.15 |
| PP |
90.24 |
88.15 |
| S1 |
90.19 |
87.16 |
|