NYMEX Light Sweet Crude Oil Future August 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
116.66 |
117.70 |
1.04 |
0.9% |
112.10 |
| High |
118.00 |
120.75 |
2.75 |
2.3% |
117.77 |
| Low |
115.04 |
117.02 |
1.98 |
1.7% |
108.94 |
| Close |
117.10 |
119.78 |
2.68 |
2.3% |
116.23 |
| Range |
2.96 |
3.73 |
0.77 |
26.0% |
8.83 |
| ATR |
4.25 |
4.21 |
-0.04 |
-0.9% |
0.00 |
| Volume |
140,803 |
131,927 |
-8,876 |
-6.3% |
393,912 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.37 |
128.81 |
121.83 |
|
| R3 |
126.64 |
125.08 |
120.81 |
|
| R2 |
122.91 |
122.91 |
120.46 |
|
| R1 |
121.35 |
121.35 |
120.12 |
122.13 |
| PP |
119.18 |
119.18 |
119.18 |
119.58 |
| S1 |
117.62 |
117.62 |
119.44 |
118.40 |
| S2 |
115.45 |
115.45 |
119.10 |
|
| S3 |
111.72 |
113.89 |
118.75 |
|
| S4 |
107.99 |
110.16 |
117.73 |
|
|
| 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 |
120.75 |
108.94 |
11.81 |
9.9% |
4.20 |
3.5% |
92% |
True |
False |
107,934 |
| 10 |
120.75 |
106.71 |
14.04 |
11.7% |
3.86 |
3.2% |
93% |
True |
False |
93,711 |
| 20 |
120.75 |
95.47 |
25.28 |
21.1% |
4.19 |
3.5% |
96% |
True |
False |
82,191 |
| 40 |
120.75 |
93.45 |
27.30 |
22.8% |
4.32 |
3.6% |
96% |
True |
False |
63,841 |
| 60 |
120.75 |
86.81 |
33.94 |
28.3% |
4.59 |
3.8% |
97% |
True |
False |
53,247 |
| 80 |
120.75 |
81.64 |
39.11 |
32.7% |
4.94 |
4.1% |
98% |
True |
False |
50,896 |
| 100 |
120.75 |
77.40 |
43.35 |
36.2% |
4.36 |
3.6% |
98% |
True |
False |
44,278 |
| 120 |
120.75 |
64.65 |
56.10 |
46.8% |
3.91 |
3.3% |
98% |
True |
False |
38,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.60 |
|
2.618 |
130.52 |
|
1.618 |
126.79 |
|
1.000 |
124.48 |
|
0.618 |
123.06 |
|
HIGH |
120.75 |
|
0.618 |
119.33 |
|
0.500 |
118.89 |
|
0.382 |
118.44 |
|
LOW |
117.02 |
|
0.618 |
114.71 |
|
1.000 |
113.29 |
|
1.618 |
110.98 |
|
2.618 |
107.25 |
|
4.250 |
101.17 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119.48 |
119.15 |
| PP |
119.18 |
118.52 |
| S1 |
118.89 |
117.90 |
|