NYMEX Light Sweet Crude Oil Future October 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
107.03 |
109.34 |
2.31 |
2.2% |
106.78 |
| High |
109.48 |
112.06 |
2.58 |
2.4% |
112.06 |
| Low |
104.06 |
107.45 |
3.39 |
3.3% |
104.06 |
| Close |
108.85 |
110.70 |
1.85 |
1.7% |
110.70 |
| Range |
5.42 |
4.61 |
-0.81 |
-14.9% |
8.00 |
| ATR |
3.75 |
3.81 |
0.06 |
1.6% |
0.00 |
| Volume |
43,471 |
19,926 |
-23,545 |
-54.2% |
132,231 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.90 |
121.91 |
113.24 |
|
| R3 |
119.29 |
117.30 |
111.97 |
|
| R2 |
114.68 |
114.68 |
111.55 |
|
| R1 |
112.69 |
112.69 |
111.12 |
113.69 |
| PP |
110.07 |
110.07 |
110.07 |
110.57 |
| S1 |
108.08 |
108.08 |
110.28 |
109.08 |
| S2 |
105.46 |
105.46 |
109.85 |
|
| S3 |
100.85 |
103.47 |
109.43 |
|
| S4 |
96.24 |
98.86 |
108.16 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.94 |
129.82 |
115.10 |
|
| R3 |
124.94 |
121.82 |
112.90 |
|
| R2 |
116.94 |
116.94 |
112.17 |
|
| R1 |
113.82 |
113.82 |
111.43 |
115.38 |
| PP |
108.94 |
108.94 |
108.94 |
109.72 |
| S1 |
105.82 |
105.82 |
109.97 |
107.38 |
| S2 |
100.94 |
100.94 |
109.23 |
|
| S3 |
92.94 |
97.82 |
108.50 |
|
| S4 |
84.94 |
89.82 |
106.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.06 |
104.06 |
8.00 |
7.2% |
4.01 |
3.6% |
83% |
True |
False |
29,358 |
| 10 |
112.06 |
99.69 |
12.37 |
11.2% |
3.21 |
2.9% |
89% |
True |
False |
23,765 |
| 20 |
112.06 |
93.00 |
19.06 |
17.2% |
3.84 |
3.5% |
93% |
True |
False |
24,226 |
| 40 |
112.06 |
90.48 |
21.58 |
19.5% |
3.65 |
3.3% |
94% |
True |
False |
21,367 |
| 60 |
112.06 |
84.10 |
27.96 |
25.3% |
3.95 |
3.6% |
95% |
True |
False |
19,644 |
| 80 |
112.06 |
79.83 |
32.23 |
29.1% |
4.09 |
3.7% |
96% |
True |
False |
19,205 |
| 100 |
112.06 |
73.65 |
38.41 |
34.7% |
3.61 |
3.3% |
96% |
True |
False |
17,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.65 |
|
2.618 |
124.13 |
|
1.618 |
119.52 |
|
1.000 |
116.67 |
|
0.618 |
114.91 |
|
HIGH |
112.06 |
|
0.618 |
110.30 |
|
0.500 |
109.76 |
|
0.382 |
109.21 |
|
LOW |
107.45 |
|
0.618 |
104.60 |
|
1.000 |
102.84 |
|
1.618 |
99.99 |
|
2.618 |
95.38 |
|
4.250 |
87.86 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110.39 |
109.82 |
| PP |
110.07 |
108.94 |
| S1 |
109.76 |
108.06 |
|