NYMEX Light Sweet Crude Oil Future November 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 104.55 106.89 2.34 2.2% 104.29
High 106.87 109.44 2.57 2.4% 109.44
Low 101.93 105.09 3.16 3.1% 101.93
Close 106.42 108.21 1.79 1.7% 108.21
Range 4.94 4.35 -0.59 -11.9% 7.51
ATR 3.49 3.55 0.06 1.8% 0.00
Volume 32,151 15,128 -17,023 -52.9% 98,160
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 120.63 118.77 110.60
R3 116.28 114.42 109.41
R2 111.93 111.93 109.01
R1 110.07 110.07 108.61 111.00
PP 107.58 107.58 107.58 108.05
S1 105.72 105.72 107.81 106.65
S2 103.23 103.23 107.41
S3 98.88 101.37 107.01
S4 94.53 97.02 105.82
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 129.06 126.14 112.34
R3 121.55 118.63 110.28
R2 114.04 114.04 109.59
R1 111.12 111.12 108.90 112.58
PP 106.53 106.53 106.53 107.26
S1 103.61 103.61 107.52 105.07
S2 99.02 99.02 106.83
S3 91.51 96.10 106.14
S4 84.00 88.59 104.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.44 101.93 7.51 6.9% 3.70 3.4% 84% True False 21,856
10 109.44 97.46 11.98 11.1% 2.98 2.8% 90% True False 17,166
20 109.44 91.66 17.78 16.4% 3.55 3.3% 93% True False 19,100
40 109.44 89.74 19.70 18.2% 3.37 3.1% 94% True False 17,366
60 109.44 83.05 26.39 24.4% 3.64 3.4% 95% True False 15,177
80 109.44 79.31 30.13 27.8% 3.81 3.5% 96% True False 14,941
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.93
2.618 120.83
1.618 116.48
1.000 113.79
0.618 112.13
HIGH 109.44
0.618 107.78
0.500 107.27
0.382 106.75
LOW 105.09
0.618 102.40
1.000 100.74
1.618 98.05
2.618 93.70
4.250 86.60
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 107.90 107.37
PP 107.58 106.53
S1 107.27 105.69

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

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