NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
77.31 |
78.50 |
1.19 |
1.5% |
79.90 |
| High |
79.55 |
80.74 |
1.19 |
1.5% |
80.76 |
| Low |
77.31 |
78.50 |
1.19 |
1.5% |
75.90 |
| Close |
79.55 |
80.73 |
1.18 |
1.5% |
79.55 |
| Range |
2.24 |
2.24 |
0.00 |
0.0% |
4.86 |
| ATR |
2.43 |
2.42 |
-0.01 |
-0.6% |
0.00 |
| Volume |
6,571 |
4,480 |
-2,091 |
-31.8% |
25,026 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.71 |
85.96 |
81.96 |
|
| R3 |
84.47 |
83.72 |
81.35 |
|
| R2 |
82.23 |
82.23 |
81.14 |
|
| R1 |
81.48 |
81.48 |
80.94 |
81.86 |
| PP |
79.99 |
79.99 |
79.99 |
80.18 |
| S1 |
79.24 |
79.24 |
80.52 |
79.62 |
| S2 |
77.75 |
77.75 |
80.32 |
|
| S3 |
75.51 |
77.00 |
80.11 |
|
| S4 |
73.27 |
74.76 |
79.50 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.32 |
91.29 |
82.22 |
|
| R3 |
88.46 |
86.43 |
80.89 |
|
| R2 |
83.60 |
83.60 |
80.44 |
|
| R1 |
81.57 |
81.57 |
80.00 |
80.16 |
| PP |
78.74 |
78.74 |
78.74 |
78.03 |
| S1 |
76.71 |
76.71 |
79.10 |
75.30 |
| S2 |
73.88 |
73.88 |
78.66 |
|
| S3 |
69.02 |
71.85 |
78.21 |
|
| S4 |
64.16 |
66.99 |
76.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.76 |
75.90 |
4.86 |
6.0% |
2.01 |
2.5% |
99% |
False |
False |
5,901 |
| 10 |
85.55 |
75.90 |
9.65 |
12.0% |
2.23 |
2.8% |
50% |
False |
False |
6,152 |
| 20 |
85.94 |
75.90 |
10.04 |
12.4% |
2.24 |
2.8% |
48% |
False |
False |
5,274 |
| 40 |
86.63 |
75.90 |
10.73 |
13.3% |
2.28 |
2.8% |
45% |
False |
False |
4,709 |
| 60 |
94.21 |
75.90 |
18.31 |
22.7% |
2.57 |
3.2% |
26% |
False |
False |
4,477 |
| 80 |
96.71 |
75.90 |
20.81 |
25.8% |
2.35 |
2.9% |
23% |
False |
False |
3,958 |
| 100 |
96.71 |
75.90 |
20.81 |
25.8% |
2.20 |
2.7% |
23% |
False |
False |
3,381 |
| 120 |
96.71 |
75.90 |
20.81 |
25.8% |
2.19 |
2.7% |
23% |
False |
False |
3,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.26 |
|
2.618 |
86.60 |
|
1.618 |
84.36 |
|
1.000 |
82.98 |
|
0.618 |
82.12 |
|
HIGH |
80.74 |
|
0.618 |
79.88 |
|
0.500 |
79.62 |
|
0.382 |
79.36 |
|
LOW |
78.50 |
|
0.618 |
77.12 |
|
1.000 |
76.26 |
|
1.618 |
74.88 |
|
2.618 |
72.64 |
|
4.250 |
68.98 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.36 |
79.95 |
| PP |
79.99 |
79.16 |
| S1 |
79.62 |
78.38 |
|