NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
83.43 |
82.60 |
-0.83 |
-1.0% |
84.69 |
| High |
84.45 |
85.01 |
0.56 |
0.7% |
87.80 |
| Low |
81.54 |
81.21 |
-0.33 |
-0.4% |
82.36 |
| Close |
82.37 |
81.62 |
-0.75 |
-0.9% |
83.16 |
| Range |
2.91 |
3.80 |
0.89 |
30.6% |
5.44 |
| ATR |
3.60 |
3.61 |
0.01 |
0.4% |
0.00 |
| Volume |
47,917 |
59,914 |
11,997 |
25.0% |
199,842 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.01 |
91.62 |
83.71 |
|
| R3 |
90.21 |
87.82 |
82.67 |
|
| R2 |
86.41 |
86.41 |
82.32 |
|
| R1 |
84.02 |
84.02 |
81.97 |
83.32 |
| PP |
82.61 |
82.61 |
82.61 |
82.26 |
| S1 |
80.22 |
80.22 |
81.27 |
79.52 |
| S2 |
78.81 |
78.81 |
80.92 |
|
| S3 |
75.01 |
76.42 |
80.58 |
|
| S4 |
71.21 |
72.62 |
79.53 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
97.40 |
86.15 |
|
| R3 |
95.32 |
91.96 |
84.66 |
|
| R2 |
89.88 |
89.88 |
84.16 |
|
| R1 |
86.52 |
86.52 |
83.66 |
85.48 |
| PP |
84.44 |
84.44 |
84.44 |
83.92 |
| S1 |
81.08 |
81.08 |
82.66 |
80.04 |
| S2 |
79.00 |
79.00 |
82.16 |
|
| S3 |
73.56 |
75.64 |
81.66 |
|
| S4 |
68.12 |
70.20 |
80.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.09 |
80.25 |
6.84 |
8.4% |
3.42 |
4.2% |
20% |
False |
False |
44,335 |
| 10 |
87.80 |
79.94 |
7.86 |
9.6% |
3.47 |
4.3% |
21% |
False |
False |
43,372 |
| 20 |
94.13 |
79.94 |
14.19 |
17.4% |
3.60 |
4.4% |
12% |
False |
False |
40,498 |
| 40 |
94.50 |
79.94 |
14.56 |
17.8% |
3.63 |
4.5% |
12% |
False |
False |
35,309 |
| 60 |
100.84 |
79.94 |
20.90 |
25.6% |
3.85 |
4.7% |
8% |
False |
False |
30,088 |
| 80 |
108.63 |
79.94 |
28.69 |
35.2% |
3.77 |
4.6% |
6% |
False |
False |
25,305 |
| 100 |
108.63 |
79.94 |
28.69 |
35.2% |
3.63 |
4.5% |
6% |
False |
False |
21,591 |
| 120 |
108.63 |
79.94 |
28.69 |
35.2% |
3.49 |
4.3% |
6% |
False |
False |
19,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.16 |
|
2.618 |
94.96 |
|
1.618 |
91.16 |
|
1.000 |
88.81 |
|
0.618 |
87.36 |
|
HIGH |
85.01 |
|
0.618 |
83.56 |
|
0.500 |
83.11 |
|
0.382 |
82.66 |
|
LOW |
81.21 |
|
0.618 |
78.86 |
|
1.000 |
77.41 |
|
1.618 |
75.06 |
|
2.618 |
71.26 |
|
4.250 |
65.06 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
83.11 |
82.63 |
| PP |
82.61 |
82.29 |
| S1 |
82.12 |
81.96 |
|