NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
78.50 |
81.29 |
2.79 |
3.6% |
79.90 |
| High |
80.74 |
81.29 |
0.55 |
0.7% |
80.76 |
| Low |
78.50 |
78.50 |
0.00 |
0.0% |
75.90 |
| Close |
80.73 |
80.13 |
-0.60 |
-0.7% |
79.55 |
| Range |
2.24 |
2.79 |
0.55 |
24.6% |
4.86 |
| ATR |
2.42 |
2.45 |
0.03 |
1.1% |
0.00 |
| Volume |
4,480 |
5,989 |
1,509 |
33.7% |
25,026 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.34 |
87.03 |
81.66 |
|
| R3 |
85.55 |
84.24 |
80.90 |
|
| R2 |
82.76 |
82.76 |
80.64 |
|
| R1 |
81.45 |
81.45 |
80.39 |
80.71 |
| PP |
79.97 |
79.97 |
79.97 |
79.61 |
| S1 |
78.66 |
78.66 |
79.87 |
77.92 |
| S2 |
77.18 |
77.18 |
79.62 |
|
| S3 |
74.39 |
75.87 |
79.36 |
|
| S4 |
71.60 |
73.08 |
78.60 |
|
|
| 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 |
81.29 |
75.90 |
5.39 |
6.7% |
2.27 |
2.8% |
78% |
True |
False |
5,765 |
| 10 |
85.55 |
75.90 |
9.65 |
12.0% |
2.24 |
2.8% |
44% |
False |
False |
6,396 |
| 20 |
85.94 |
75.90 |
10.04 |
12.5% |
2.22 |
2.8% |
42% |
False |
False |
5,357 |
| 40 |
86.63 |
75.90 |
10.73 |
13.4% |
2.25 |
2.8% |
39% |
False |
False |
4,770 |
| 60 |
94.19 |
75.90 |
18.29 |
22.8% |
2.58 |
3.2% |
23% |
False |
False |
4,538 |
| 80 |
96.71 |
75.90 |
20.81 |
26.0% |
2.34 |
2.9% |
20% |
False |
False |
4,022 |
| 100 |
96.71 |
75.90 |
20.81 |
26.0% |
2.21 |
2.8% |
20% |
False |
False |
3,430 |
| 120 |
96.71 |
75.90 |
20.81 |
26.0% |
2.19 |
2.7% |
20% |
False |
False |
3,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.15 |
|
2.618 |
88.59 |
|
1.618 |
85.80 |
|
1.000 |
84.08 |
|
0.618 |
83.01 |
|
HIGH |
81.29 |
|
0.618 |
80.22 |
|
0.500 |
79.90 |
|
0.382 |
79.57 |
|
LOW |
78.50 |
|
0.618 |
76.78 |
|
1.000 |
75.71 |
|
1.618 |
73.99 |
|
2.618 |
71.20 |
|
4.250 |
66.64 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.05 |
79.85 |
| PP |
79.97 |
79.58 |
| S1 |
79.90 |
79.30 |
|