NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
85.40 |
87.41 |
2.01 |
2.4% |
91.48 |
| High |
85.65 |
87.41 |
1.76 |
2.1% |
91.61 |
| Low |
84.49 |
83.90 |
-0.59 |
-0.7% |
83.90 |
| Close |
84.78 |
86.46 |
1.68 |
2.0% |
86.46 |
| Range |
1.16 |
3.51 |
2.35 |
202.6% |
7.71 |
| ATR |
2.54 |
2.61 |
0.07 |
2.7% |
0.00 |
| Volume |
4,352 |
3,423 |
-929 |
-21.3% |
15,711 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.45 |
94.97 |
88.39 |
|
| R3 |
92.94 |
91.46 |
87.43 |
|
| R2 |
89.43 |
89.43 |
87.10 |
|
| R1 |
87.95 |
87.95 |
86.78 |
86.94 |
| PP |
85.92 |
85.92 |
85.92 |
85.42 |
| S1 |
84.44 |
84.44 |
86.14 |
83.43 |
| S2 |
82.41 |
82.41 |
85.82 |
|
| S3 |
78.90 |
80.93 |
85.49 |
|
| S4 |
75.39 |
77.42 |
84.53 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.45 |
106.17 |
90.70 |
|
| R3 |
102.74 |
98.46 |
88.58 |
|
| R2 |
95.03 |
95.03 |
87.87 |
|
| R1 |
90.75 |
90.75 |
87.17 |
89.04 |
| PP |
87.32 |
87.32 |
87.32 |
86.47 |
| S1 |
83.04 |
83.04 |
85.75 |
81.33 |
| S2 |
79.61 |
79.61 |
85.05 |
|
| S3 |
71.90 |
75.33 |
84.34 |
|
| S4 |
64.19 |
67.62 |
82.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.19 |
83.90 |
10.29 |
11.9% |
2.79 |
3.2% |
25% |
False |
True |
4,189 |
| 10 |
96.71 |
83.90 |
12.81 |
14.8% |
2.55 |
2.9% |
20% |
False |
True |
3,585 |
| 20 |
96.71 |
83.90 |
12.81 |
14.8% |
2.06 |
2.4% |
20% |
False |
True |
3,240 |
| 40 |
96.71 |
82.09 |
14.62 |
16.9% |
1.84 |
2.1% |
30% |
False |
False |
2,188 |
| 60 |
96.71 |
81.16 |
15.55 |
18.0% |
1.80 |
2.1% |
34% |
False |
False |
1,834 |
| 80 |
96.71 |
75.80 |
20.91 |
24.2% |
2.16 |
2.5% |
51% |
False |
False |
1,790 |
| 100 |
96.71 |
72.09 |
24.62 |
28.5% |
2.06 |
2.4% |
58% |
False |
False |
1,779 |
| 120 |
96.71 |
65.79 |
30.92 |
35.8% |
1.85 |
2.1% |
67% |
False |
False |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.33 |
|
2.618 |
96.60 |
|
1.618 |
93.09 |
|
1.000 |
90.92 |
|
0.618 |
89.58 |
|
HIGH |
87.41 |
|
0.618 |
86.07 |
|
0.500 |
85.66 |
|
0.382 |
85.24 |
|
LOW |
83.90 |
|
0.618 |
81.73 |
|
1.000 |
80.39 |
|
1.618 |
78.22 |
|
2.618 |
74.71 |
|
4.250 |
68.98 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.19 |
86.34 |
| PP |
85.92 |
86.22 |
| S1 |
85.66 |
86.10 |
|