NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
79.90 |
79.04 |
-0.86 |
-1.1% |
83.71 |
| High |
80.76 |
79.16 |
-1.60 |
-2.0% |
85.55 |
| Low |
79.26 |
75.90 |
-3.36 |
-4.2% |
78.81 |
| Close |
79.82 |
76.10 |
-3.72 |
-4.7% |
79.43 |
| Range |
1.50 |
3.26 |
1.76 |
117.3% |
6.74 |
| ATR |
2.41 |
2.52 |
0.11 |
4.5% |
0.00 |
| Volume |
6,666 |
7,457 |
791 |
11.9% |
32,014 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.83 |
84.73 |
77.89 |
|
| R3 |
83.57 |
81.47 |
77.00 |
|
| R2 |
80.31 |
80.31 |
76.70 |
|
| R1 |
78.21 |
78.21 |
76.40 |
77.63 |
| PP |
77.05 |
77.05 |
77.05 |
76.77 |
| S1 |
74.95 |
74.95 |
75.80 |
74.37 |
| S2 |
73.79 |
73.79 |
75.50 |
|
| S3 |
70.53 |
71.69 |
75.20 |
|
| S4 |
67.27 |
68.43 |
74.31 |
|
|
| 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 |
83.26 |
75.90 |
7.36 |
9.7% |
2.14 |
2.8% |
3% |
False |
True |
7,254 |
| 10 |
85.66 |
75.90 |
9.76 |
12.8% |
2.22 |
2.9% |
2% |
False |
True |
6,337 |
| 20 |
85.94 |
75.90 |
10.04 |
13.2% |
2.30 |
3.0% |
2% |
False |
True |
5,126 |
| 40 |
86.63 |
75.90 |
10.73 |
14.1% |
2.34 |
3.1% |
2% |
False |
True |
4,596 |
| 60 |
96.71 |
75.90 |
20.81 |
27.3% |
2.62 |
3.4% |
1% |
False |
True |
4,362 |
| 80 |
96.71 |
75.90 |
20.81 |
27.3% |
2.33 |
3.1% |
1% |
False |
True |
3,797 |
| 100 |
96.71 |
75.90 |
20.81 |
27.3% |
2.20 |
2.9% |
1% |
False |
True |
3,264 |
| 120 |
96.71 |
75.90 |
20.81 |
27.3% |
2.19 |
2.9% |
1% |
False |
True |
2,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.02 |
|
2.618 |
87.69 |
|
1.618 |
84.43 |
|
1.000 |
82.42 |
|
0.618 |
81.17 |
|
HIGH |
79.16 |
|
0.618 |
77.91 |
|
0.500 |
77.53 |
|
0.382 |
77.15 |
|
LOW |
75.90 |
|
0.618 |
73.89 |
|
1.000 |
72.64 |
|
1.618 |
70.63 |
|
2.618 |
67.37 |
|
4.250 |
62.05 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
77.53 |
78.33 |
| PP |
77.05 |
77.59 |
| S1 |
76.58 |
76.84 |
|