NYMEX Light Sweet Crude Oil Future August 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 |
112.27 |
114.90 |
2.63 |
2.3% |
112.10 |
| High |
115.10 |
117.77 |
2.67 |
2.3% |
117.77 |
| Low |
108.94 |
112.73 |
3.79 |
3.5% |
108.94 |
| Close |
114.30 |
116.23 |
1.93 |
1.7% |
116.23 |
| Range |
6.16 |
5.04 |
-1.12 |
-18.2% |
8.83 |
| ATR |
4.39 |
4.44 |
0.05 |
1.1% |
0.00 |
| Volume |
114,858 |
74,475 |
-40,383 |
-35.2% |
393,912 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.70 |
128.50 |
119.00 |
|
| R3 |
125.66 |
123.46 |
117.62 |
|
| R2 |
120.62 |
120.62 |
117.15 |
|
| R1 |
118.42 |
118.42 |
116.69 |
119.52 |
| PP |
115.58 |
115.58 |
115.58 |
116.13 |
| S1 |
113.38 |
113.38 |
115.77 |
114.48 |
| S2 |
110.54 |
110.54 |
115.31 |
|
| S3 |
105.50 |
108.34 |
114.84 |
|
| S4 |
100.46 |
103.30 |
113.46 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.80 |
137.35 |
121.09 |
|
| R3 |
131.97 |
128.52 |
118.66 |
|
| R2 |
123.14 |
123.14 |
117.85 |
|
| R1 |
119.69 |
119.69 |
117.04 |
121.42 |
| PP |
114.31 |
114.31 |
114.31 |
115.18 |
| S1 |
110.86 |
110.86 |
115.42 |
112.59 |
| S2 |
105.48 |
105.48 |
114.61 |
|
| S3 |
96.65 |
102.03 |
113.80 |
|
| S4 |
87.82 |
93.20 |
111.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.77 |
108.94 |
8.83 |
7.6% |
4.45 |
3.8% |
83% |
True |
False |
90,326 |
| 10 |
117.77 |
105.15 |
12.62 |
10.9% |
3.68 |
3.2% |
88% |
True |
False |
77,755 |
| 20 |
117.77 |
95.47 |
22.30 |
19.2% |
4.53 |
3.9% |
93% |
True |
False |
73,792 |
| 40 |
117.77 |
91.61 |
26.16 |
22.5% |
4.38 |
3.8% |
94% |
True |
False |
57,870 |
| 60 |
117.77 |
86.81 |
30.96 |
26.6% |
4.73 |
4.1% |
95% |
True |
False |
49,244 |
| 80 |
117.77 |
81.64 |
36.13 |
31.1% |
4.91 |
4.2% |
96% |
True |
False |
47,412 |
| 100 |
117.77 |
74.93 |
42.84 |
36.9% |
4.31 |
3.7% |
96% |
True |
False |
41,218 |
| 120 |
117.77 |
64.65 |
53.12 |
45.7% |
3.87 |
3.3% |
97% |
True |
False |
35,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.19 |
|
2.618 |
130.96 |
|
1.618 |
125.92 |
|
1.000 |
122.81 |
|
0.618 |
120.88 |
|
HIGH |
117.77 |
|
0.618 |
115.84 |
|
0.500 |
115.25 |
|
0.382 |
114.66 |
|
LOW |
112.73 |
|
0.618 |
109.62 |
|
1.000 |
107.69 |
|
1.618 |
104.58 |
|
2.618 |
99.54 |
|
4.250 |
91.31 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
115.90 |
115.27 |
| PP |
115.58 |
114.31 |
| S1 |
115.25 |
113.36 |
|