NYMEX Light Sweet Crude Oil Future October 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
111.40 |
112.34 |
0.94 |
0.8% |
106.78 |
| High |
112.82 |
115.44 |
2.62 |
2.3% |
112.06 |
| Low |
110.36 |
111.99 |
1.63 |
1.5% |
104.06 |
| Close |
112.04 |
114.57 |
2.53 |
2.3% |
110.70 |
| Range |
2.46 |
3.45 |
0.99 |
40.2% |
8.00 |
| ATR |
3.63 |
3.62 |
-0.01 |
-0.4% |
0.00 |
| Volume |
36,853 |
30,813 |
-6,040 |
-16.4% |
132,231 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.35 |
122.91 |
116.47 |
|
| R3 |
120.90 |
119.46 |
115.52 |
|
| R2 |
117.45 |
117.45 |
115.20 |
|
| R1 |
116.01 |
116.01 |
114.89 |
116.73 |
| PP |
114.00 |
114.00 |
114.00 |
114.36 |
| S1 |
112.56 |
112.56 |
114.25 |
113.28 |
| S2 |
110.55 |
110.55 |
113.94 |
|
| S3 |
107.10 |
109.11 |
113.62 |
|
| S4 |
103.65 |
105.66 |
112.67 |
|
|
| 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 |
115.44 |
104.06 |
11.38 |
9.9% |
3.70 |
3.2% |
92% |
True |
False |
30,399 |
| 10 |
115.44 |
101.68 |
13.76 |
12.0% |
3.40 |
3.0% |
94% |
True |
False |
27,029 |
| 20 |
115.44 |
93.00 |
22.44 |
19.6% |
3.55 |
3.1% |
96% |
True |
False |
25,115 |
| 40 |
115.44 |
91.09 |
24.35 |
21.3% |
3.64 |
3.2% |
96% |
True |
False |
22,141 |
| 60 |
115.44 |
84.10 |
31.34 |
27.4% |
3.83 |
3.3% |
97% |
True |
False |
20,242 |
| 80 |
115.44 |
79.83 |
35.61 |
31.1% |
4.12 |
3.6% |
98% |
True |
False |
19,717 |
| 100 |
115.44 |
75.90 |
39.54 |
34.5% |
3.65 |
3.2% |
98% |
True |
False |
17,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.10 |
|
2.618 |
124.47 |
|
1.618 |
121.02 |
|
1.000 |
118.89 |
|
0.618 |
117.57 |
|
HIGH |
115.44 |
|
0.618 |
114.12 |
|
0.500 |
113.72 |
|
0.382 |
113.31 |
|
LOW |
111.99 |
|
0.618 |
109.86 |
|
1.000 |
108.54 |
|
1.618 |
106.41 |
|
2.618 |
102.96 |
|
4.250 |
97.33 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
114.29 |
113.94 |
| PP |
114.00 |
113.32 |
| S1 |
113.72 |
112.69 |
|