NYMEX Light Sweet Crude Oil Future July 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
114.80 |
117.55 |
2.75 |
2.4% |
114.96 |
| High |
117.77 |
120.46 |
2.69 |
2.3% |
120.46 |
| Low |
111.20 |
115.23 |
4.03 |
3.6% |
111.20 |
| Close |
116.87 |
118.87 |
2.00 |
1.7% |
118.87 |
| Range |
6.57 |
5.23 |
-1.34 |
-20.4% |
9.26 |
| ATR |
4.68 |
4.72 |
0.04 |
0.8% |
0.00 |
| Volume |
327,600 |
240,831 |
-86,769 |
-26.5% |
1,299,757 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.88 |
131.60 |
121.75 |
|
| R3 |
128.65 |
126.37 |
120.31 |
|
| R2 |
123.42 |
123.42 |
119.83 |
|
| R1 |
121.14 |
121.14 |
119.35 |
122.28 |
| PP |
118.19 |
118.19 |
118.19 |
118.76 |
| S1 |
115.91 |
115.91 |
118.39 |
117.05 |
| S2 |
112.96 |
112.96 |
117.91 |
|
| S3 |
107.73 |
110.68 |
117.43 |
|
| S4 |
102.50 |
105.45 |
115.99 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.62 |
141.01 |
123.96 |
|
| R3 |
135.36 |
131.75 |
121.42 |
|
| R2 |
126.10 |
126.10 |
120.57 |
|
| R1 |
122.49 |
122.49 |
119.72 |
124.30 |
| PP |
116.84 |
116.84 |
116.84 |
117.75 |
| S1 |
113.23 |
113.23 |
118.02 |
115.04 |
| S2 |
107.58 |
107.58 |
117.17 |
|
| S3 |
98.32 |
103.97 |
116.32 |
|
| S4 |
89.06 |
94.71 |
113.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.46 |
111.20 |
9.26 |
7.8% |
4.67 |
3.9% |
83% |
True |
False |
303,407 |
| 10 |
120.46 |
108.13 |
12.33 |
10.4% |
3.89 |
3.3% |
87% |
True |
False |
261,350 |
| 20 |
120.46 |
96.93 |
23.53 |
19.8% |
4.81 |
4.0% |
93% |
True |
False |
227,702 |
| 40 |
120.46 |
92.14 |
28.32 |
23.8% |
4.68 |
3.9% |
94% |
True |
False |
156,824 |
| 60 |
120.46 |
88.53 |
31.93 |
26.9% |
5.15 |
4.3% |
95% |
True |
False |
124,182 |
| 80 |
120.46 |
82.76 |
37.70 |
31.7% |
5.34 |
4.5% |
96% |
True |
False |
108,570 |
| 100 |
120.46 |
75.30 |
45.16 |
38.0% |
4.68 |
3.9% |
96% |
True |
False |
92,598 |
| 120 |
120.46 |
64.84 |
55.62 |
46.8% |
4.20 |
3.5% |
97% |
True |
False |
79,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.69 |
|
2.618 |
134.15 |
|
1.618 |
128.92 |
|
1.000 |
125.69 |
|
0.618 |
123.69 |
|
HIGH |
120.46 |
|
0.618 |
118.46 |
|
0.500 |
117.85 |
|
0.382 |
117.23 |
|
LOW |
115.23 |
|
0.618 |
112.00 |
|
1.000 |
110.00 |
|
1.618 |
106.77 |
|
2.618 |
101.54 |
|
4.250 |
93.00 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
118.53 |
117.86 |
| PP |
118.19 |
116.84 |
| S1 |
117.85 |
115.83 |
|