NYMEX Light Sweet Crude Oil Future September 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 |
109.58 |
112.22 |
2.64 |
2.4% |
109.50 |
| High |
112.30 |
114.90 |
2.60 |
2.3% |
114.90 |
| Low |
106.44 |
110.08 |
3.64 |
3.4% |
106.44 |
| Close |
111.58 |
113.47 |
1.89 |
1.7% |
113.47 |
| Range |
5.86 |
4.82 |
-1.04 |
-17.7% |
8.46 |
| ATR |
4.10 |
4.15 |
0.05 |
1.3% |
0.00 |
| Volume |
84,656 |
58,482 |
-26,174 |
-30.9% |
295,686 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.28 |
125.19 |
116.12 |
|
| R3 |
122.46 |
120.37 |
114.80 |
|
| R2 |
117.64 |
117.64 |
114.35 |
|
| R1 |
115.55 |
115.55 |
113.91 |
116.60 |
| PP |
112.82 |
112.82 |
112.82 |
113.34 |
| S1 |
110.73 |
110.73 |
113.03 |
111.78 |
| S2 |
108.00 |
108.00 |
112.59 |
|
| S3 |
103.18 |
105.91 |
112.14 |
|
| S4 |
98.36 |
101.09 |
110.82 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.98 |
133.69 |
118.12 |
|
| R3 |
128.52 |
125.23 |
115.80 |
|
| R2 |
120.06 |
120.06 |
115.02 |
|
| R1 |
116.77 |
116.77 |
114.25 |
118.42 |
| PP |
111.60 |
111.60 |
111.60 |
112.43 |
| S1 |
108.31 |
108.31 |
112.69 |
109.96 |
| S2 |
103.14 |
103.14 |
111.92 |
|
| S3 |
94.68 |
99.85 |
111.14 |
|
| S4 |
86.22 |
91.39 |
108.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.90 |
106.44 |
8.46 |
7.5% |
4.25 |
3.7% |
83% |
True |
False |
67,581 |
| 10 |
114.90 |
102.08 |
12.82 |
11.3% |
3.47 |
3.1% |
89% |
True |
False |
57,402 |
| 20 |
114.90 |
93.96 |
20.94 |
18.5% |
4.23 |
3.7% |
93% |
True |
False |
54,300 |
| 40 |
114.90 |
91.10 |
23.80 |
21.0% |
4.05 |
3.6% |
94% |
True |
False |
46,937 |
| 60 |
114.90 |
85.31 |
29.59 |
26.1% |
4.39 |
3.9% |
95% |
True |
False |
43,478 |
| 80 |
114.90 |
80.64 |
34.26 |
30.2% |
4.59 |
4.0% |
96% |
True |
False |
45,941 |
| 100 |
114.90 |
73.96 |
40.94 |
36.1% |
4.06 |
3.6% |
97% |
True |
False |
41,139 |
| 120 |
114.90 |
64.14 |
50.76 |
44.7% |
3.67 |
3.2% |
97% |
True |
False |
36,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.39 |
|
2.618 |
127.52 |
|
1.618 |
122.70 |
|
1.000 |
119.72 |
|
0.618 |
117.88 |
|
HIGH |
114.90 |
|
0.618 |
113.06 |
|
0.500 |
112.49 |
|
0.382 |
111.92 |
|
LOW |
110.08 |
|
0.618 |
107.10 |
|
1.000 |
105.26 |
|
1.618 |
102.28 |
|
2.618 |
97.46 |
|
4.250 |
89.60 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113.14 |
112.54 |
| PP |
112.82 |
111.60 |
| S1 |
112.49 |
110.67 |
|