NYMEX Light Sweet Crude Oil Future August 2022


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 107.22 110.18 2.96 2.8% 108.75
High 110.54 112.22 1.68 1.5% 111.16
Low 105.60 109.62 4.02 3.8% 101.53
Close 109.57 111.76 2.19 2.0% 107.62
Range 4.94 2.60 -2.34 -47.4% 9.63
ATR 4.98 4.82 -0.17 -3.3% 0.00
Volume 282,914 306,748 23,834 8.4% 1,527,939
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 119.00 117.98 113.19
R3 116.40 115.38 112.48
R2 113.80 113.80 112.24
R1 112.78 112.78 112.00 113.29
PP 111.20 111.20 111.20 111.46
S1 110.18 110.18 111.52 110.69
S2 108.60 108.60 111.28
S3 106.00 107.58 111.05
S4 103.40 104.98 110.33
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 135.66 131.27 112.92
R3 126.03 121.64 110.27
R2 116.40 116.40 109.39
R1 112.01 112.01 108.50 109.39
PP 106.77 106.77 106.77 105.46
S1 102.38 102.38 106.74 99.76
S2 97.14 97.14 105.85
S3 87.51 92.75 104.97
S4 77.88 83.12 102.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.22 101.53 10.69 9.6% 5.09 4.6% 96% True False 338,067
10 120.88 101.53 19.35 17.3% 5.65 5.1% 53% False False 323,833
20 120.88 101.53 19.35 17.3% 4.85 4.3% 53% False False 219,428
40 120.88 95.47 25.41 22.7% 4.65 4.2% 64% False False 142,285
60 120.88 91.61 29.27 26.2% 4.51 4.0% 69% False False 107,829
80 120.88 86.81 34.07 30.5% 5.12 4.6% 73% False False 88,643
100 120.88 80.70 40.18 36.0% 4.78 4.3% 77% False False 78,524
120 120.88 73.57 47.31 42.3% 4.29 3.8% 81% False False 68,111
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 1.32
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123.27
2.618 119.03
1.618 116.43
1.000 114.82
0.618 113.83
HIGH 112.22
0.618 111.23
0.500 110.92
0.382 110.61
LOW 109.62
0.618 108.01
1.000 107.02
1.618 105.41
2.618 102.81
4.250 98.57
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 111.48 110.48
PP 111.20 109.21
S1 110.92 107.93

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

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