NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
87.93 |
89.92 |
1.99 |
2.3% |
87.01 |
| High |
89.51 |
89.92 |
0.41 |
0.5% |
89.92 |
| Low |
87.79 |
88.49 |
0.70 |
0.8% |
86.19 |
| Close |
89.40 |
89.92 |
0.52 |
0.6% |
89.92 |
| Range |
1.72 |
1.43 |
-0.29 |
-16.9% |
3.73 |
| ATR |
2.01 |
1.97 |
-0.04 |
-2.1% |
0.00 |
| Volume |
3,603 |
758 |
-2,845 |
-79.0% |
7,554 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.73 |
93.26 |
90.71 |
|
| R3 |
92.30 |
91.83 |
90.31 |
|
| R2 |
90.87 |
90.87 |
90.18 |
|
| R1 |
90.40 |
90.40 |
90.05 |
90.64 |
| PP |
89.44 |
89.44 |
89.44 |
89.56 |
| S1 |
88.97 |
88.97 |
89.79 |
89.21 |
| S2 |
88.01 |
88.01 |
89.66 |
|
| S3 |
86.58 |
87.54 |
89.53 |
|
| S4 |
85.15 |
86.11 |
89.13 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.87 |
98.62 |
91.97 |
|
| R3 |
96.14 |
94.89 |
90.95 |
|
| R2 |
92.41 |
92.41 |
90.60 |
|
| R1 |
91.16 |
91.16 |
90.26 |
91.79 |
| PP |
88.68 |
88.68 |
88.68 |
88.99 |
| S1 |
87.43 |
87.43 |
89.58 |
88.06 |
| S2 |
84.95 |
84.95 |
89.24 |
|
| S3 |
81.22 |
83.70 |
88.89 |
|
| S4 |
77.49 |
79.97 |
87.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.92 |
86.19 |
3.73 |
4.1% |
0.97 |
1.1% |
100% |
True |
False |
1,510 |
| 10 |
89.92 |
83.79 |
6.13 |
6.8% |
1.51 |
1.7% |
100% |
True |
False |
1,225 |
| 20 |
89.92 |
82.09 |
7.83 |
8.7% |
1.62 |
1.8% |
100% |
True |
False |
1,213 |
| 40 |
89.92 |
81.16 |
8.76 |
9.7% |
1.68 |
1.9% |
100% |
True |
False |
1,151 |
| 60 |
90.30 |
75.80 |
14.50 |
16.1% |
2.16 |
2.4% |
97% |
False |
False |
1,323 |
| 80 |
90.30 |
72.65 |
17.65 |
19.6% |
2.08 |
2.3% |
98% |
False |
False |
1,458 |
| 100 |
90.30 |
67.09 |
23.21 |
25.8% |
1.83 |
2.0% |
98% |
False |
False |
1,372 |
| 120 |
90.30 |
61.09 |
29.21 |
32.5% |
1.64 |
1.8% |
99% |
False |
False |
1,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.00 |
|
2.618 |
93.66 |
|
1.618 |
92.23 |
|
1.000 |
91.35 |
|
0.618 |
90.80 |
|
HIGH |
89.92 |
|
0.618 |
89.37 |
|
0.500 |
89.21 |
|
0.382 |
89.04 |
|
LOW |
88.49 |
|
0.618 |
87.61 |
|
1.000 |
87.06 |
|
1.618 |
86.18 |
|
2.618 |
84.75 |
|
4.250 |
82.41 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
89.68 |
89.57 |
| PP |
89.44 |
89.21 |
| S1 |
89.21 |
88.86 |
|