NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 23-Jun-2022
Day Change Summary
Previous Current
22-Jun-2022 23-Jun-2022 Change Change % Previous Week
Open 87.21 85.40 -1.81 -2.1% 94.32
High 88.30 85.65 -2.65 -3.0% 96.71
Low 85.89 84.49 -1.40 -1.6% 89.53
Close 88.15 84.78 -3.37 -3.8% 89.53
Range 2.41 1.16 -1.25 -51.9% 7.18
ATR 2.45 2.54 0.09 3.5% 0.00
Volume 4,453 4,352 -101 -2.3% 15,998
Daily Pivots for day following 23-Jun-2022
Classic Woodie Camarilla DeMark
R4 88.45 87.78 85.42
R3 87.29 86.62 85.10
R2 86.13 86.13 84.99
R1 85.46 85.46 84.89 85.22
PP 84.97 84.97 84.97 84.85
S1 84.30 84.30 84.67 84.06
S2 83.81 83.81 84.57
S3 82.65 83.14 84.46
S4 81.49 81.98 84.14
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 113.46 108.68 93.48
R3 106.28 101.50 91.50
R2 99.10 99.10 90.85
R1 94.32 94.32 90.19 93.12
PP 91.92 91.92 91.92 91.33
S1 87.14 87.14 88.87 85.94
S2 84.74 84.74 88.21
S3 77.56 79.96 87.56
S4 70.38 72.78 85.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.21 84.49 9.72 11.5% 2.51 3.0% 3% False True 3,966
10 96.71 84.49 12.22 14.4% 2.27 2.7% 2% False True 3,848
20 96.71 84.49 12.22 14.4% 1.88 2.2% 2% False True 3,124
40 96.71 82.09 14.62 17.2% 1.79 2.1% 18% False False 2,123
60 96.71 78.50 18.21 21.5% 1.81 2.1% 34% False False 1,799
80 96.71 75.80 20.91 24.7% 2.13 2.5% 43% False False 1,839
100 96.71 72.09 24.62 29.0% 2.03 2.4% 52% False False 1,753
120 96.71 65.79 30.92 36.5% 1.82 2.2% 61% False False 1,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 90.58
2.618 88.69
1.618 87.53
1.000 86.81
0.618 86.37
HIGH 85.65
0.618 85.21
0.500 85.07
0.382 84.93
LOW 84.49
0.618 83.77
1.000 83.33
1.618 82.61
2.618 81.45
4.250 79.56
Fisher Pivots for day following 23-Jun-2022
Pivot 1 day 3 day
R1 85.07 88.05
PP 84.97 86.96
S1 84.88 85.87

These figures are updated between 7pm and 10pm EST after a trading day.

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