NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115.25 |
114.18 |
-1.07 |
-0.9% |
109.50 |
| High |
115.46 |
115.38 |
-0.08 |
-0.1% |
114.90 |
| Low |
112.53 |
112.72 |
0.19 |
0.2% |
106.44 |
| Close |
113.35 |
114.54 |
1.19 |
1.0% |
113.47 |
| Range |
2.93 |
2.66 |
-0.27 |
-9.2% |
8.46 |
| ATR |
4.06 |
3.96 |
-0.10 |
-2.5% |
0.00 |
| Volume |
51,886 |
89,004 |
37,118 |
71.5% |
295,686 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.19 |
121.03 |
116.00 |
|
| R3 |
119.53 |
118.37 |
115.27 |
|
| R2 |
116.87 |
116.87 |
115.03 |
|
| R1 |
115.71 |
115.71 |
114.78 |
116.29 |
| PP |
114.21 |
114.21 |
114.21 |
114.51 |
| S1 |
113.05 |
113.05 |
114.30 |
113.63 |
| S2 |
111.55 |
111.55 |
114.05 |
|
| S3 |
108.89 |
110.39 |
113.81 |
|
| S4 |
106.23 |
107.73 |
113.08 |
|
|
| 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 |
115.46 |
106.44 |
9.02 |
7.9% |
3.83 |
3.3% |
90% |
False |
False |
71,379 |
| 10 |
115.46 |
103.09 |
12.37 |
10.8% |
3.57 |
3.1% |
93% |
False |
False |
63,405 |
| 20 |
115.46 |
93.96 |
21.50 |
18.8% |
3.95 |
3.4% |
96% |
False |
False |
56,863 |
| 40 |
115.46 |
91.10 |
24.36 |
21.3% |
4.02 |
3.5% |
96% |
False |
False |
48,166 |
| 60 |
115.46 |
85.31 |
30.15 |
26.3% |
4.30 |
3.8% |
97% |
False |
False |
44,246 |
| 80 |
115.46 |
80.64 |
34.82 |
30.4% |
4.61 |
4.0% |
97% |
False |
False |
46,905 |
| 100 |
115.46 |
76.40 |
39.06 |
34.1% |
4.07 |
3.6% |
98% |
False |
False |
42,087 |
| 120 |
115.46 |
64.14 |
51.32 |
44.8% |
3.69 |
3.2% |
98% |
False |
False |
37,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.69 |
|
2.618 |
122.34 |
|
1.618 |
119.68 |
|
1.000 |
118.04 |
|
0.618 |
117.02 |
|
HIGH |
115.38 |
|
0.618 |
114.36 |
|
0.500 |
114.05 |
|
0.382 |
113.74 |
|
LOW |
112.72 |
|
0.618 |
111.08 |
|
1.000 |
110.06 |
|
1.618 |
108.42 |
|
2.618 |
105.76 |
|
4.250 |
101.42 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114.38 |
113.95 |
| PP |
114.21 |
113.36 |
| S1 |
114.05 |
112.77 |
|