NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
90.06 |
91.40 |
1.34 |
1.5% |
87.01 |
| High |
90.71 |
91.61 |
0.90 |
1.0% |
89.92 |
| Low |
90.06 |
88.72 |
-1.34 |
-1.5% |
86.19 |
| Close |
90.06 |
91.40 |
1.34 |
1.5% |
89.92 |
| Range |
0.65 |
2.89 |
2.24 |
344.6% |
3.73 |
| ATR |
1.99 |
2.06 |
0.06 |
3.2% |
0.00 |
| Volume |
2,585 |
4,799 |
2,214 |
85.6% |
7,554 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.25 |
98.21 |
92.99 |
|
| R3 |
96.36 |
95.32 |
92.19 |
|
| R2 |
93.47 |
93.47 |
91.93 |
|
| R1 |
92.43 |
92.43 |
91.66 |
92.85 |
| PP |
90.58 |
90.58 |
90.58 |
90.78 |
| S1 |
89.54 |
89.54 |
91.14 |
89.96 |
| S2 |
87.69 |
87.69 |
90.87 |
|
| S3 |
84.80 |
86.65 |
90.61 |
|
| S4 |
81.91 |
83.76 |
89.81 |
|
|
| 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 |
91.61 |
87.79 |
3.82 |
4.2% |
1.88 |
2.1% |
95% |
True |
False |
2,799 |
| 10 |
91.61 |
83.79 |
7.82 |
8.6% |
1.45 |
1.6% |
97% |
True |
False |
1,962 |
| 20 |
91.61 |
82.25 |
9.36 |
10.2% |
1.75 |
1.9% |
98% |
True |
False |
1,588 |
| 40 |
91.61 |
81.16 |
10.45 |
11.4% |
1.67 |
1.8% |
98% |
True |
False |
1,310 |
| 60 |
91.61 |
75.80 |
15.81 |
17.3% |
2.03 |
2.2% |
99% |
True |
False |
1,365 |
| 80 |
91.61 |
74.11 |
17.50 |
19.1% |
2.12 |
2.3% |
99% |
True |
False |
1,500 |
| 100 |
91.61 |
67.59 |
24.02 |
26.3% |
1.87 |
2.0% |
99% |
True |
False |
1,462 |
| 120 |
91.61 |
61.09 |
30.52 |
33.4% |
1.67 |
1.8% |
99% |
True |
False |
1,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.89 |
|
2.618 |
99.18 |
|
1.618 |
96.29 |
|
1.000 |
94.50 |
|
0.618 |
93.40 |
|
HIGH |
91.61 |
|
0.618 |
90.51 |
|
0.500 |
90.17 |
|
0.382 |
89.82 |
|
LOW |
88.72 |
|
0.618 |
86.93 |
|
1.000 |
85.83 |
|
1.618 |
84.04 |
|
2.618 |
81.15 |
|
4.250 |
76.44 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
90.99 |
90.99 |
| PP |
90.58 |
90.58 |
| S1 |
90.17 |
90.17 |
|