NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
79.71 |
80.91 |
1.20 |
1.5% |
79.90 |
| High |
81.33 |
80.91 |
-0.42 |
-0.5% |
80.76 |
| Low |
79.71 |
77.00 |
-2.71 |
-3.4% |
75.90 |
| Close |
80.37 |
77.05 |
-3.32 |
-4.1% |
79.55 |
| Range |
1.62 |
3.91 |
2.29 |
141.4% |
4.86 |
| ATR |
2.39 |
2.50 |
0.11 |
4.6% |
0.00 |
| Volume |
4,598 |
5,790 |
1,192 |
25.9% |
25,026 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.05 |
87.46 |
79.20 |
|
| R3 |
86.14 |
83.55 |
78.13 |
|
| R2 |
82.23 |
82.23 |
77.77 |
|
| R1 |
79.64 |
79.64 |
77.41 |
78.98 |
| PP |
78.32 |
78.32 |
78.32 |
77.99 |
| S1 |
75.73 |
75.73 |
76.69 |
75.07 |
| S2 |
74.41 |
74.41 |
76.33 |
|
| S3 |
70.50 |
71.82 |
75.97 |
|
| S4 |
66.59 |
67.91 |
74.90 |
|
|
| 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 |
81.33 |
77.00 |
4.33 |
5.6% |
2.56 |
3.3% |
1% |
False |
True |
5,485 |
| 10 |
81.33 |
75.90 |
5.43 |
7.0% |
2.19 |
2.8% |
21% |
False |
False |
6,152 |
| 20 |
85.94 |
75.90 |
10.04 |
13.0% |
2.28 |
3.0% |
11% |
False |
False |
5,567 |
| 40 |
86.63 |
75.90 |
10.73 |
13.9% |
2.30 |
3.0% |
11% |
False |
False |
4,786 |
| 60 |
91.11 |
75.90 |
15.21 |
19.7% |
2.56 |
3.3% |
8% |
False |
False |
4,566 |
| 80 |
96.71 |
75.90 |
20.81 |
27.0% |
2.37 |
3.1% |
6% |
False |
False |
4,122 |
| 100 |
96.71 |
75.90 |
20.81 |
27.0% |
2.25 |
2.9% |
6% |
False |
False |
3,516 |
| 120 |
96.71 |
75.90 |
20.81 |
27.0% |
2.20 |
2.9% |
6% |
False |
False |
3,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.53 |
|
2.618 |
91.15 |
|
1.618 |
87.24 |
|
1.000 |
84.82 |
|
0.618 |
83.33 |
|
HIGH |
80.91 |
|
0.618 |
79.42 |
|
0.500 |
78.96 |
|
0.382 |
78.49 |
|
LOW |
77.00 |
|
0.618 |
74.58 |
|
1.000 |
73.09 |
|
1.618 |
70.67 |
|
2.618 |
66.76 |
|
4.250 |
60.38 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
78.96 |
79.17 |
| PP |
78.32 |
78.46 |
| S1 |
77.69 |
77.76 |
|