NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 28-Jun-2022

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	86.47	90.15	3.68	4.3%	91.48
High	88.11	90.41	2.30	2.6%	91.61
Low	85.29	90.15	4.86	5.7%	83.90
Close	87.75	90.15	2.40	2.7%	86.46
Range	2.82	0.26	-2.56	-90.8%	7.71
ATR	2.62	2.62	0.00	0.1%	0.00
Volume	2,063	3,476	1,413	68.5%	15,711

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	91.02	90.84	90.29
R3	90.76	90.58	90.22
R2	90.50	90.50	90.20
R1	90.32	90.32	90.17	90.28
PP	90.24	90.24	90.24	90.22
S1	90.06	90.06	90.13	90.02
S2	89.98	89.98	90.10
S3	89.72	89.80	90.08
S4	89.46	89.54	90.01

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	90.41	83.90	6.51	7.2%	2.03	2.3%	96%	True	False	3,553
10	96.71	83.90	12.81	14.2%	2.42	2.7%	49%	False	False	3,349
20	96.71	83.90	12.81	14.2%	2.05	2.3%	49%	False	False	3,298
40	96.71	82.09	14.62	16.2%	1.83	2.0%	55%	False	False	2,256
60	96.71	81.16	15.55	17.2%	1.81	2.0%	58%	False	False	1,867
80	96.71	75.80	20.91	23.2%	2.13	2.4%	69%	False	False	1,817
100	96.71	72.65	24.06	26.7%	2.07	2.3%	73%	False	False	1,826
120	96.71	67.09	29.62	32.9%	1.87	2.1%	78%	False	False	1,693

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	0.47
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	91.52
2.618	91.09
1.618	90.83
1.000	90.67
0.618	90.57
HIGH	90.41
0.618	90.31
0.500	90.28
0.382	90.25
LOW	90.15
0.618	89.99
1.000	89.89
1.618	89.73
2.618	89.47
4.250	89.05

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	90.28	89.15
PP	90.24	88.15
S1	90.19	87.16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols