NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 09-Jun-2022
Day Change Summary
Previous Current
08-Jun-2022 09-Jun-2022 Change Change % Previous Week
Open 114.98 117.41 2.43 2.1% 109.50
High 118.08 117.81 -0.27 -0.2% 114.90
Low 114.47 115.97 1.50 1.3% 106.44
Close 117.15 116.49 -0.66 -0.6% 113.47
Range 3.61 1.84 -1.77 -49.0% 8.46
ATR 3.94 3.79 -0.15 -3.8% 0.00
Volume 94,421 80,989 -13,432 -14.2% 295,686
Daily Pivots for day following 09-Jun-2022
Classic Woodie Camarilla DeMark
R4 122.28 121.22 117.50
R3 120.44 119.38 117.00
R2 118.60 118.60 116.83
R1 117.54 117.54 116.66 117.15
PP 116.76 116.76 116.76 116.56
S1 115.70 115.70 116.32 115.31
S2 114.92 114.92 116.15
S3 113.08 113.86 115.98
S4 111.24 112.02 115.48
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
5 118.08 110.08 8.00 6.9% 3.17 2.7% 80% False False 74,956
10 118.08 104.72 13.36 11.5% 3.64 3.1% 88% False False 71,924
20 118.08 97.62 20.46 17.6% 3.65 3.1% 92% False False 60,220
40 118.08 92.27 25.81 22.2% 3.95 3.4% 94% False False 50,098
60 118.08 85.38 32.70 28.1% 4.19 3.6% 95% False False 45,794
80 118.08 80.64 37.44 32.1% 4.61 4.0% 96% False False 48,160
100 118.08 77.07 41.01 35.2% 4.10 3.5% 96% False False 43,447
120 118.08 64.14 53.94 46.3% 3.71 3.2% 97% False False 38,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 125.63
2.618 122.63
1.618 120.79
1.000 119.65
0.618 118.95
HIGH 117.81
0.618 117.11
0.500 116.89
0.382 116.67
LOW 115.97
0.618 114.83
1.000 114.13
1.618 112.99
2.618 111.15
4.250 108.15
Fisher Pivots for day following 09-Jun-2022
Pivot 1 day 3 day
R1 116.89 116.13
PP 116.76 115.76
S1 116.62 115.40

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

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