NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
95.41 |
94.32 |
-1.09 |
-1.1% |
92.43 |
| High |
95.55 |
96.40 |
0.85 |
0.9% |
96.61 |
| Low |
94.09 |
93.49 |
-0.60 |
-0.6% |
92.10 |
| Close |
95.55 |
95.81 |
0.26 |
0.3% |
95.55 |
| Range |
1.46 |
2.91 |
1.45 |
99.3% |
4.51 |
| ATR |
2.01 |
2.08 |
0.06 |
3.2% |
0.00 |
| Volume |
4,147 |
3,757 |
-390 |
-9.4% |
16,189 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.96 |
102.80 |
97.41 |
|
| R3 |
101.05 |
99.89 |
96.61 |
|
| R2 |
98.14 |
98.14 |
96.34 |
|
| R1 |
96.98 |
96.98 |
96.08 |
97.56 |
| PP |
95.23 |
95.23 |
95.23 |
95.53 |
| S1 |
94.07 |
94.07 |
95.54 |
94.65 |
| S2 |
92.32 |
92.32 |
95.28 |
|
| S3 |
89.41 |
91.16 |
95.01 |
|
| S4 |
86.50 |
88.25 |
94.21 |
|
|
| 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 |
93.49 |
3.12 |
3.3% |
1.40 |
1.5% |
74% |
False |
True |
3,710 |
| 10 |
96.61 |
88.72 |
7.89 |
8.2% |
1.69 |
1.8% |
90% |
False |
False |
3,248 |
| 20 |
96.61 |
83.79 |
12.82 |
13.4% |
1.60 |
1.7% |
94% |
False |
False |
2,237 |
| 40 |
96.61 |
81.16 |
15.45 |
16.1% |
1.60 |
1.7% |
95% |
False |
False |
1,676 |
| 60 |
96.61 |
78.50 |
18.11 |
18.9% |
1.74 |
1.8% |
96% |
False |
False |
1,497 |
| 80 |
96.61 |
74.19 |
22.42 |
23.4% |
2.14 |
2.2% |
96% |
False |
False |
1,689 |
| 100 |
96.61 |
70.50 |
26.11 |
27.3% |
1.94 |
2.0% |
97% |
False |
False |
1,584 |
| 120 |
96.61 |
63.59 |
33.02 |
34.5% |
1.72 |
1.8% |
98% |
False |
False |
1,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.77 |
|
2.618 |
104.02 |
|
1.618 |
101.11 |
|
1.000 |
99.31 |
|
0.618 |
98.20 |
|
HIGH |
96.40 |
|
0.618 |
95.29 |
|
0.500 |
94.95 |
|
0.382 |
94.60 |
|
LOW |
93.49 |
|
0.618 |
91.69 |
|
1.000 |
90.58 |
|
1.618 |
88.78 |
|
2.618 |
85.87 |
|
4.250 |
81.12 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
95.52 |
95.56 |
| PP |
95.23 |
95.30 |
| S1 |
94.95 |
95.05 |
|