NYMEX Light Sweet Crude Oil Future September 2022


Trading Metrics calculated at close of trading on 29-Jun-2022
Day Change Summary
Previous Current
28-Jun-2022 29-Jun-2022 Change Change % Previous Week
Open 107.00 109.00 2.00 1.9% 106.65
High 109.31 111.14 1.83 1.7% 108.90
Low 106.59 106.45 -0.14 -0.1% 99.66
Close 108.89 107.01 -1.88 -1.7% 104.45
Range 2.72 4.69 1.97 72.4% 9.24
ATR 4.57 4.57 0.01 0.2% 0.00
Volume 107,606 101,278 -6,328 -5.9% 476,610
Daily Pivots for day following 29-Jun-2022
Classic Woodie Camarilla DeMark
R4 122.27 119.33 109.59
R3 117.58 114.64 108.30
R2 112.89 112.89 107.87
R1 109.95 109.95 107.44 109.08
PP 108.20 108.20 108.20 107.76
S1 105.26 105.26 106.58 104.39
S2 103.51 103.51 106.15
S3 98.82 100.57 105.72
S4 94.13 95.88 104.43
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
5 111.14 100.24 10.90 10.2% 4.24 4.0% 62% True False 107,144
10 114.17 99.66 14.51 13.6% 5.19 4.8% 51% False False 114,335
20 118.08 99.66 18.42 17.2% 4.57 4.3% 40% False False 98,641
40 118.08 93.96 24.12 22.5% 4.37 4.1% 54% False False 74,131
60 118.08 91.10 26.98 25.2% 4.23 4.0% 59% False False 62,518
80 118.08 85.31 32.77 30.6% 4.77 4.5% 66% False False 56,703
100 118.08 80.64 37.44 35.0% 4.51 4.2% 70% False False 55,111
120 118.08 72.92 45.16 42.2% 4.07 3.8% 75% False False 49,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.07
2.618 123.42
1.618 118.73
1.000 115.83
0.618 114.04
HIGH 111.14
0.618 109.35
0.500 108.80
0.382 108.24
LOW 106.45
0.618 103.55
1.000 101.76
1.618 98.86
2.618 94.17
4.250 86.52
Fisher Pivots for day following 29-Jun-2022
Pivot 1 day 3 day
R1 108.80 106.94
PP 108.20 106.88
S1 107.61 106.81

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

View Archives - Comment on this page... - Back to Index of Symbols