NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
88.57 |
85.26 |
-3.31 |
-3.7% |
91.48 |
| High |
91.11 |
89.21 |
-1.90 |
-2.1% |
91.61 |
| Low |
88.49 |
85.26 |
-3.23 |
-3.7% |
83.90 |
| Close |
88.57 |
85.26 |
-3.31 |
-3.7% |
86.46 |
| Range |
2.62 |
3.95 |
1.33 |
50.8% |
7.71 |
| ATR |
2.62 |
2.72 |
0.09 |
3.6% |
0.00 |
| Volume |
3,503 |
4,086 |
583 |
16.6% |
15,711 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.43 |
95.79 |
87.43 |
|
| R3 |
94.48 |
91.84 |
86.35 |
|
| R2 |
90.53 |
90.53 |
85.98 |
|
| R1 |
87.89 |
87.89 |
85.62 |
87.24 |
| PP |
86.58 |
86.58 |
86.58 |
86.25 |
| S1 |
83.94 |
83.94 |
84.90 |
83.29 |
| S2 |
82.63 |
82.63 |
84.54 |
|
| S3 |
78.68 |
79.99 |
84.17 |
|
| S4 |
74.73 |
76.04 |
83.09 |
|
|
| 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 |
91.11 |
83.90 |
7.21 |
8.5% |
2.63 |
3.1% |
19% |
False |
False |
3,310 |
| 10 |
94.21 |
83.90 |
10.31 |
12.1% |
2.57 |
3.0% |
13% |
False |
False |
3,638 |
| 20 |
96.71 |
83.90 |
12.81 |
15.0% |
2.21 |
2.6% |
11% |
False |
False |
3,436 |
| 40 |
96.71 |
82.25 |
14.46 |
17.0% |
1.92 |
2.2% |
21% |
False |
False |
2,402 |
| 60 |
96.71 |
81.16 |
15.55 |
18.2% |
1.83 |
2.1% |
26% |
False |
False |
1,957 |
| 80 |
96.71 |
75.80 |
20.91 |
24.5% |
2.11 |
2.5% |
45% |
False |
False |
1,855 |
| 100 |
96.71 |
74.11 |
22.60 |
26.5% |
2.12 |
2.5% |
49% |
False |
False |
1,852 |
| 120 |
96.71 |
67.59 |
29.12 |
34.2% |
1.90 |
2.2% |
61% |
False |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.00 |
|
2.618 |
99.55 |
|
1.618 |
95.60 |
|
1.000 |
93.16 |
|
0.618 |
91.65 |
|
HIGH |
89.21 |
|
0.618 |
87.70 |
|
0.500 |
87.24 |
|
0.382 |
86.77 |
|
LOW |
85.26 |
|
0.618 |
82.82 |
|
1.000 |
81.31 |
|
1.618 |
78.87 |
|
2.618 |
74.92 |
|
4.250 |
68.47 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
87.24 |
88.19 |
| PP |
86.58 |
87.21 |
| S1 |
85.92 |
86.24 |
|