NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 112.09 106.65 -5.44 -4.9% 114.70
High 113.87 108.90 -4.97 -4.4% 117.78
Low 104.28 104.68 0.40 0.4% 104.28
Close 105.78 107.34 1.56 1.5% 105.78
Range 9.59 4.22 -5.37 -56.0% 13.50
ATR 4.49 4.47 -0.02 -0.4% 0.00
Volume 127,088 98,702 -28,386 -22.3% 572,943
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 119.63 117.71 109.66
R3 115.41 113.49 108.50
R2 111.19 111.19 108.11
R1 109.27 109.27 107.73 110.23
PP 106.97 106.97 106.97 107.46
S1 105.05 105.05 106.95 106.01
S2 102.75 102.75 106.57
S3 98.53 100.83 106.18
S4 94.31 96.61 105.02
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 149.78 141.28 113.21
R3 136.28 127.78 109.49
R2 122.78 122.78 108.26
R1 114.28 114.28 107.02 111.78
PP 109.28 109.28 109.28 108.03
S1 100.78 100.78 104.54 98.28
S2 95.78 95.78 103.31
S3 82.28 87.28 102.07
S4 68.78 73.78 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.78 104.28 13.50 12.6% 5.78 5.4% 23% False False 117,440
10 118.08 104.28 13.80 12.9% 4.57 4.3% 22% False False 102,800
20 118.08 103.09 14.99 14.0% 4.04 3.8% 28% False False 80,971
40 118.08 92.27 25.81 24.0% 4.24 3.9% 58% False False 63,484
60 118.08 89.99 28.09 26.2% 4.26 4.0% 62% False False 55,371
80 118.08 82.68 35.40 33.0% 4.76 4.4% 70% False False 53,633
100 118.08 79.40 38.68 36.0% 4.33 4.0% 72% False False 49,584
120 118.08 71.14 46.94 43.7% 3.91 3.6% 77% False False 44,255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.84
2.618 119.95
1.618 115.73
1.000 113.12
0.618 111.51
HIGH 108.90
0.618 107.29
0.500 106.79
0.382 106.29
LOW 104.68
0.618 102.07
1.000 100.46
1.618 97.85
2.618 93.63
4.250 86.75
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 107.16 109.08
PP 106.97 108.50
S1 106.79 107.92

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

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