NYMEX Light Sweet Crude Oil Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
115.53 |
113.61 |
-1.92 |
-1.7% |
115.25 |
| High |
117.78 |
114.17 |
-3.61 |
-3.1% |
118.08 |
| Low |
111.65 |
110.05 |
-1.60 |
-1.4% |
112.53 |
| Close |
113.48 |
110.75 |
-2.73 |
-2.4% |
115.34 |
| Range |
6.13 |
4.12 |
-2.01 |
-32.8% |
5.55 |
| ATR |
4.03 |
4.04 |
0.01 |
0.2% |
0.00 |
| Volume |
120,773 |
114,121 |
-6,652 |
-5.5% |
408,250 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.02 |
121.50 |
113.02 |
|
| R3 |
119.90 |
117.38 |
111.88 |
|
| R2 |
115.78 |
115.78 |
111.51 |
|
| R1 |
113.26 |
113.26 |
111.13 |
112.46 |
| PP |
111.66 |
111.66 |
111.66 |
111.26 |
| S1 |
109.14 |
109.14 |
110.37 |
108.34 |
| S2 |
107.54 |
107.54 |
109.99 |
|
| S3 |
103.42 |
105.02 |
109.62 |
|
| S4 |
99.30 |
100.90 |
108.48 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.97 |
129.20 |
118.39 |
|
| R3 |
126.42 |
123.65 |
116.87 |
|
| R2 |
120.87 |
120.87 |
116.36 |
|
| R1 |
118.10 |
118.10 |
115.85 |
119.49 |
| PP |
115.32 |
115.32 |
115.32 |
116.01 |
| S1 |
112.55 |
112.55 |
114.83 |
113.94 |
| S2 |
109.77 |
109.77 |
114.32 |
|
| S3 |
104.22 |
107.00 |
113.81 |
|
| S4 |
98.67 |
101.45 |
112.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.81 |
110.05 |
7.76 |
7.0% |
4.16 |
3.8% |
9% |
False |
True |
98,455 |
| 10 |
118.08 |
106.44 |
11.64 |
10.5% |
4.07 |
3.7% |
37% |
False |
False |
87,072 |
| 20 |
118.08 |
98.06 |
20.02 |
18.1% |
3.81 |
3.4% |
63% |
False |
False |
71,818 |
| 40 |
118.08 |
92.27 |
25.81 |
23.3% |
4.00 |
3.6% |
72% |
False |
False |
57,033 |
| 60 |
118.08 |
89.99 |
28.09 |
25.4% |
4.18 |
3.8% |
74% |
False |
False |
50,959 |
| 80 |
118.08 |
82.30 |
35.78 |
32.3% |
4.71 |
4.3% |
80% |
False |
False |
51,338 |
| 100 |
118.08 |
77.07 |
41.01 |
37.0% |
4.21 |
3.8% |
82% |
False |
False |
46,644 |
| 120 |
118.08 |
68.72 |
49.36 |
44.6% |
3.80 |
3.4% |
85% |
False |
False |
41,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.68 |
|
2.618 |
124.96 |
|
1.618 |
120.84 |
|
1.000 |
118.29 |
|
0.618 |
116.72 |
|
HIGH |
114.17 |
|
0.618 |
112.60 |
|
0.500 |
112.11 |
|
0.382 |
111.62 |
|
LOW |
110.05 |
|
0.618 |
107.50 |
|
1.000 |
105.93 |
|
1.618 |
103.38 |
|
2.618 |
99.26 |
|
4.250 |
92.54 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112.11 |
113.92 |
| PP |
111.66 |
112.86 |
| S1 |
111.20 |
111.81 |
|