NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
80.00 |
79.90 |
-0.10 |
-0.1% |
83.71 |
| High |
80.67 |
80.76 |
0.09 |
0.1% |
85.55 |
| Low |
79.19 |
79.26 |
0.07 |
0.1% |
78.81 |
| Close |
79.43 |
79.82 |
0.39 |
0.5% |
79.43 |
| Range |
1.48 |
1.50 |
0.02 |
1.4% |
6.74 |
| ATR |
2.48 |
2.41 |
-0.07 |
-2.8% |
0.00 |
| Volume |
7,600 |
6,666 |
-934 |
-12.3% |
32,014 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.45 |
83.63 |
80.65 |
|
| R3 |
82.95 |
82.13 |
80.23 |
|
| R2 |
81.45 |
81.45 |
80.10 |
|
| R1 |
80.63 |
80.63 |
79.96 |
80.29 |
| PP |
79.95 |
79.95 |
79.95 |
79.78 |
| S1 |
79.13 |
79.13 |
79.68 |
78.79 |
| S2 |
78.45 |
78.45 |
79.55 |
|
| S3 |
76.95 |
77.63 |
79.41 |
|
| S4 |
75.45 |
76.13 |
79.00 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.48 |
97.20 |
83.14 |
|
| R3 |
94.74 |
90.46 |
81.28 |
|
| R2 |
88.00 |
88.00 |
80.67 |
|
| R1 |
83.72 |
83.72 |
80.05 |
82.49 |
| PP |
81.26 |
81.26 |
81.26 |
80.65 |
| S1 |
76.98 |
76.98 |
78.81 |
75.75 |
| S2 |
74.52 |
74.52 |
78.19 |
|
| S3 |
67.78 |
70.24 |
77.58 |
|
| S4 |
61.04 |
63.50 |
75.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.55 |
78.81 |
6.74 |
8.4% |
2.21 |
2.8% |
15% |
False |
False |
7,028 |
| 10 |
85.94 |
78.81 |
7.13 |
8.9% |
2.10 |
2.6% |
14% |
False |
False |
6,032 |
| 20 |
85.94 |
78.81 |
7.13 |
8.9% |
2.24 |
2.8% |
14% |
False |
False |
4,874 |
| 40 |
86.63 |
76.49 |
10.14 |
12.7% |
2.36 |
3.0% |
33% |
False |
False |
4,575 |
| 60 |
96.71 |
76.39 |
20.32 |
25.5% |
2.59 |
3.2% |
17% |
False |
False |
4,306 |
| 80 |
96.71 |
76.39 |
20.32 |
25.5% |
2.30 |
2.9% |
17% |
False |
False |
3,711 |
| 100 |
96.71 |
76.39 |
20.32 |
25.5% |
2.19 |
2.7% |
17% |
False |
False |
3,195 |
| 120 |
96.71 |
76.39 |
20.32 |
25.5% |
2.19 |
2.7% |
17% |
False |
False |
2,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.14 |
|
2.618 |
84.69 |
|
1.618 |
83.19 |
|
1.000 |
82.26 |
|
0.618 |
81.69 |
|
HIGH |
80.76 |
|
0.618 |
80.19 |
|
0.500 |
80.01 |
|
0.382 |
79.83 |
|
LOW |
79.26 |
|
0.618 |
78.33 |
|
1.000 |
77.76 |
|
1.618 |
76.83 |
|
2.618 |
75.33 |
|
4.250 |
72.89 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.01 |
79.86 |
| PP |
79.95 |
79.84 |
| S1 |
79.88 |
79.83 |
|