NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
96.50 |
95.41 |
-1.09 |
-1.1% |
92.43 |
| High |
96.61 |
95.55 |
-1.06 |
-1.1% |
96.61 |
| Low |
95.89 |
94.09 |
-1.80 |
-1.9% |
92.10 |
| Close |
96.50 |
95.55 |
-0.95 |
-1.0% |
95.55 |
| Range |
0.72 |
1.46 |
0.74 |
102.8% |
4.51 |
| ATR |
1.98 |
2.01 |
0.03 |
1.5% |
0.00 |
| Volume |
6,053 |
4,147 |
-1,906 |
-31.5% |
16,189 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.44 |
98.96 |
96.35 |
|
| R3 |
97.98 |
97.50 |
95.95 |
|
| R2 |
96.52 |
96.52 |
95.82 |
|
| R1 |
96.04 |
96.04 |
95.68 |
96.28 |
| PP |
95.06 |
95.06 |
95.06 |
95.19 |
| S1 |
94.58 |
94.58 |
95.42 |
94.82 |
| S2 |
93.60 |
93.60 |
95.28 |
|
| S3 |
92.14 |
93.12 |
95.15 |
|
| S4 |
90.68 |
91.66 |
94.75 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.28 |
106.43 |
98.03 |
|
| R3 |
103.77 |
101.92 |
96.79 |
|
| R2 |
99.26 |
99.26 |
96.38 |
|
| R1 |
97.41 |
97.41 |
95.96 |
98.34 |
| PP |
94.75 |
94.75 |
94.75 |
95.22 |
| S1 |
92.90 |
92.90 |
95.14 |
93.83 |
| S2 |
90.24 |
90.24 |
94.72 |
|
| S3 |
85.73 |
88.39 |
94.31 |
|
| S4 |
81.22 |
83.88 |
93.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.61 |
92.10 |
4.51 |
4.7% |
1.04 |
1.1% |
76% |
False |
False |
3,237 |
| 10 |
96.61 |
88.49 |
8.12 |
8.5% |
1.54 |
1.6% |
87% |
False |
False |
2,948 |
| 20 |
96.61 |
83.79 |
12.82 |
13.4% |
1.46 |
1.5% |
92% |
False |
False |
2,105 |
| 40 |
96.61 |
81.16 |
15.45 |
16.2% |
1.58 |
1.7% |
93% |
False |
False |
1,616 |
| 60 |
96.61 |
76.60 |
20.01 |
20.9% |
1.77 |
1.9% |
95% |
False |
False |
1,442 |
| 80 |
96.61 |
74.19 |
22.42 |
23.5% |
2.12 |
2.2% |
95% |
False |
False |
1,655 |
| 100 |
96.61 |
70.50 |
26.11 |
27.3% |
1.91 |
2.0% |
96% |
False |
False |
1,574 |
| 120 |
96.61 |
61.09 |
35.52 |
37.2% |
1.70 |
1.8% |
97% |
False |
False |
1,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.76 |
|
2.618 |
99.37 |
|
1.618 |
97.91 |
|
1.000 |
97.01 |
|
0.618 |
96.45 |
|
HIGH |
95.55 |
|
0.618 |
94.99 |
|
0.500 |
94.82 |
|
0.382 |
94.65 |
|
LOW |
94.09 |
|
0.618 |
93.19 |
|
1.000 |
92.63 |
|
1.618 |
91.73 |
|
2.618 |
90.27 |
|
4.250 |
87.89 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
95.31 |
95.48 |
| PP |
95.06 |
95.42 |
| S1 |
94.82 |
95.35 |
|