NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
84.71 |
83.71 |
-1.00 |
-1.2% |
82.40 |
| High |
84.71 |
85.49 |
0.78 |
0.9% |
85.94 |
| Low |
82.71 |
82.81 |
0.10 |
0.1% |
80.80 |
| Close |
83.41 |
85.33 |
1.92 |
2.3% |
83.41 |
| Range |
2.00 |
2.68 |
0.68 |
34.0% |
5.14 |
| ATR |
2.47 |
2.48 |
0.02 |
0.6% |
0.00 |
| Volume |
5,268 |
3,540 |
-1,728 |
-32.8% |
25,836 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.58 |
91.64 |
86.80 |
|
| R3 |
89.90 |
88.96 |
86.07 |
|
| R2 |
87.22 |
87.22 |
85.82 |
|
| R1 |
86.28 |
86.28 |
85.58 |
86.75 |
| PP |
84.54 |
84.54 |
84.54 |
84.78 |
| S1 |
83.60 |
83.60 |
85.08 |
84.07 |
| S2 |
81.86 |
81.86 |
84.84 |
|
| S3 |
79.18 |
80.92 |
84.59 |
|
| S4 |
76.50 |
78.24 |
83.86 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.80 |
96.25 |
86.24 |
|
| R3 |
93.66 |
91.11 |
84.82 |
|
| R2 |
88.52 |
88.52 |
84.35 |
|
| R1 |
85.97 |
85.97 |
83.88 |
87.25 |
| PP |
83.38 |
83.38 |
83.38 |
84.02 |
| S1 |
80.83 |
80.83 |
82.94 |
82.11 |
| S2 |
78.24 |
78.24 |
82.47 |
|
| S3 |
73.10 |
75.69 |
82.00 |
|
| S4 |
67.96 |
70.55 |
80.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.94 |
82.71 |
3.23 |
3.8% |
1.99 |
2.3% |
81% |
False |
False |
5,036 |
| 10 |
85.94 |
80.39 |
5.55 |
6.5% |
2.20 |
2.6% |
89% |
False |
False |
4,318 |
| 20 |
85.94 |
78.88 |
7.06 |
8.3% |
2.40 |
2.8% |
91% |
False |
False |
4,063 |
| 40 |
88.10 |
76.39 |
11.71 |
13.7% |
2.67 |
3.1% |
76% |
False |
False |
4,266 |
| 60 |
96.71 |
76.39 |
20.32 |
23.8% |
2.51 |
2.9% |
44% |
False |
False |
3,970 |
| 80 |
96.71 |
76.39 |
20.32 |
23.8% |
2.32 |
2.7% |
44% |
False |
False |
3,374 |
| 100 |
96.71 |
76.39 |
20.32 |
23.8% |
2.17 |
2.5% |
44% |
False |
False |
2,906 |
| 120 |
96.71 |
75.80 |
20.91 |
24.5% |
2.27 |
2.7% |
46% |
False |
False |
2,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.88 |
|
2.618 |
92.51 |
|
1.618 |
89.83 |
|
1.000 |
88.17 |
|
0.618 |
87.15 |
|
HIGH |
85.49 |
|
0.618 |
84.47 |
|
0.500 |
84.15 |
|
0.382 |
83.83 |
|
LOW |
82.81 |
|
0.618 |
81.15 |
|
1.000 |
80.13 |
|
1.618 |
78.47 |
|
2.618 |
75.79 |
|
4.250 |
71.42 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
84.94 |
84.95 |
| PP |
84.54 |
84.57 |
| S1 |
84.15 |
84.19 |
|