NYMEX Light Sweet Crude Oil Future January 2023

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	101.04	100.05	-0.99	-1.0%	94.65
High	101.78	102.59	0.81	0.8%	100.16
Low	100.44	98.15	-2.29	-2.3%	94.59
Close	100.70	102.20	1.50	1.5%	100.16
Range	1.34	4.44	3.10	231.3%	5.57
ATR	2.96	3.07	0.11	3.6%	0.00
Volume	9,641	7,870	-1,771	-18.4%	24,868

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	114.30	112.69	104.64
R3	109.86	108.25	103.42
R2	105.42	105.42	103.01
R1	103.81	103.81	102.61	104.62
PP	100.98	100.98	100.98	101.38
S1	99.37	99.37	101.79	100.18
S2	96.54	96.54	101.39
S3	92.10	94.93	100.98
S4	87.66	90.49	99.76

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	115.01	113.16	103.22
R3	109.44	107.59	101.69
R2	103.87	103.87	101.18
R1	102.02	102.02	100.67	102.95
PP	98.30	98.30	98.30	98.77
S1	96.45	96.45	99.65	97.38
S2	92.73	92.73	99.14
S3	87.16	90.88	98.63
S4	81.59	85.31	97.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.10	96.70	6.40	6.3%	2.99	2.9%	86%	False	False	8,531
10	103.10	91.05	12.05	11.8%	2.56	2.5%	93%	False	False	6,810
20	103.10	88.67	14.43	14.1%	3.09	3.0%	94%	False	False	7,141
40	103.10	87.70	15.40	15.1%	2.94	2.9%	94%	False	False	7,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121.46
2.618	114.21
1.618	109.77
1.000	107.03
0.618	105.33
HIGH	102.59
0.618	100.89
0.500	100.37
0.382	99.85
LOW	98.15
0.618	95.41
1.000	93.71
1.618	90.97
2.618	86.53
4.250	79.28

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	101.59	101.68
PP	100.98	101.15
S1	100.37	100.63

Download as Excel Spreadsheet

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

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