NYMEX Light Sweet Crude Oil Future August 2022


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 114.90 118.17 3.27 2.8% 112.10
High 117.77 118.28 0.51 0.4% 117.77
Low 112.73 115.15 2.42 2.1% 108.94
Close 116.23 116.06 -0.17 -0.1% 116.23
Range 5.04 3.13 -1.91 -37.9% 8.83
ATR 4.44 4.34 -0.09 -2.1% 0.00
Volume 74,475 77,608 3,133 4.2% 393,912
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 125.89 124.10 117.78
R3 122.76 120.97 116.92
R2 119.63 119.63 116.63
R1 117.84 117.84 116.35 117.17
PP 116.50 116.50 116.50 116.16
S1 114.71 114.71 115.77 114.04
S2 113.37 113.37 115.49
S3 110.24 111.58 115.20
S4 107.11 108.45 114.34
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
5 118.28 108.94 9.34 8.0% 4.61 4.0% 76% True False 94,304
10 118.28 105.94 12.34 10.6% 3.72 3.2% 82% True False 80,010
20 118.28 95.47 22.81 19.7% 4.50 3.9% 90% True False 75,016
40 118.28 91.61 26.67 23.0% 4.36 3.8% 92% True False 58,659
60 118.28 86.81 31.47 27.1% 4.68 4.0% 93% True False 49,641
80 118.28 81.64 36.64 31.6% 4.92 4.2% 94% True False 48,150
100 118.28 76.90 41.38 35.7% 4.32 3.7% 95% True False 41,855
120 118.28 64.65 53.63 46.2% 3.89 3.3% 96% True False 36,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 True
Stretch 1.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131.58
2.618 126.47
1.618 123.34
1.000 121.41
0.618 120.21
HIGH 118.28
0.618 117.08
0.500 116.72
0.382 116.35
LOW 115.15
0.618 113.22
1.000 112.02
1.618 110.09
2.618 106.96
4.250 101.85
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 116.72 115.24
PP 116.50 114.43
S1 116.28 113.61

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

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