NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 28-Jun-2022
Day Change Summary
Previous Current
27-Jun-2022 28-Jun-2022 Change Change % Previous Week
Open 104.37 107.00 2.63 2.5% 106.65
High 107.28 109.31 2.03 1.9% 108.90
Low 102.48 106.59 4.11 4.0% 99.66
Close 106.38 108.89 2.51 2.4% 104.45
Range 4.80 2.72 -2.08 -43.3% 9.24
ATR 4.69 4.57 -0.13 -2.7% 0.00
Volume 90,132 107,606 17,474 19.4% 476,610
Daily Pivots for day following 28-Jun-2022
Classic Woodie Camarilla DeMark
R4 116.42 115.38 110.39
R3 113.70 112.66 109.64
R2 110.98 110.98 109.39
R1 109.94 109.94 109.14 110.46
PP 108.26 108.26 108.26 108.53
S1 107.22 107.22 108.64 107.74
S2 105.54 105.54 108.39
S3 102.82 104.50 108.14
S4 100.10 101.78 107.39
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 132.06 127.49 109.53
R3 122.82 118.25 106.99
R2 113.58 113.58 106.14
R1 109.01 109.01 105.30 106.68
PP 104.34 104.34 104.34 103.17
S1 99.77 99.77 103.60 97.44
S2 95.10 95.10 102.76
S3 85.86 90.53 101.91
S4 76.62 81.29 99.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.31 99.66 9.65 8.9% 4.88 4.5% 96% True False 115,129
10 117.78 99.66 18.12 16.6% 5.33 4.9% 51% False False 116,284
20 118.08 99.66 18.42 16.9% 4.60 4.2% 50% False False 97,561
40 118.08 93.96 24.12 22.2% 4.37 4.0% 62% False False 72,674
60 118.08 91.10 26.98 24.8% 4.20 3.9% 66% False False 61,717
80 118.08 85.31 32.77 30.1% 4.79 4.4% 72% False False 56,118
100 118.08 79.82 38.26 35.1% 4.49 4.1% 76% False False 54,364
120 118.08 72.92 45.16 41.5% 4.04 3.7% 80% False False 48,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 120.87
2.618 116.43
1.618 113.71
1.000 112.03
0.618 110.99
HIGH 109.31
0.618 108.27
0.500 107.95
0.382 107.63
LOW 106.59
0.618 104.91
1.000 103.87
1.618 102.19
2.618 99.47
4.250 95.03
Fisher Pivots for day following 28-Jun-2022
Pivot 1 day 3 day
R1 108.58 107.62
PP 108.26 106.34
S1 107.95 105.07

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

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