NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
77.31 |
77.13 |
-0.18 |
-0.2% |
78.50 |
| High |
77.63 |
77.87 |
0.24 |
0.3% |
81.33 |
| Low |
75.55 |
75.17 |
-0.38 |
-0.5% |
76.82 |
| Close |
75.86 |
75.20 |
-0.66 |
-0.9% |
76.89 |
| Range |
2.08 |
2.70 |
0.62 |
29.8% |
4.51 |
| ATR |
2.39 |
2.41 |
0.02 |
0.9% |
0.00 |
| Volume |
7,224 |
6,001 |
-1,223 |
-16.9% |
25,780 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.18 |
82.39 |
76.69 |
|
| R3 |
81.48 |
79.69 |
75.94 |
|
| R2 |
78.78 |
78.78 |
75.70 |
|
| R1 |
76.99 |
76.99 |
75.45 |
76.54 |
| PP |
76.08 |
76.08 |
76.08 |
75.85 |
| S1 |
74.29 |
74.29 |
74.95 |
73.84 |
| S2 |
73.38 |
73.38 |
74.71 |
|
| S3 |
70.68 |
71.59 |
74.46 |
|
| S4 |
67.98 |
68.89 |
73.72 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.88 |
88.89 |
79.37 |
|
| R3 |
87.37 |
84.38 |
78.13 |
|
| R2 |
82.86 |
82.86 |
77.72 |
|
| R1 |
79.87 |
79.87 |
77.30 |
79.11 |
| PP |
78.35 |
78.35 |
78.35 |
77.97 |
| S1 |
75.36 |
75.36 |
76.48 |
74.60 |
| S2 |
73.84 |
73.84 |
76.06 |
|
| S3 |
69.33 |
70.85 |
75.65 |
|
| S4 |
64.82 |
66.34 |
74.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.91 |
74.58 |
6.33 |
8.4% |
2.49 |
3.3% |
10% |
False |
False |
5,904 |
| 10 |
81.33 |
74.58 |
6.75 |
9.0% |
2.22 |
2.9% |
9% |
False |
False |
5,549 |
| 20 |
85.66 |
74.58 |
11.08 |
14.7% |
2.22 |
2.9% |
6% |
False |
False |
5,943 |
| 40 |
86.63 |
74.58 |
12.05 |
16.0% |
2.33 |
3.1% |
5% |
False |
False |
4,967 |
| 60 |
91.11 |
74.58 |
16.53 |
22.0% |
2.54 |
3.4% |
4% |
False |
False |
4,724 |
| 80 |
96.71 |
74.58 |
22.13 |
29.4% |
2.43 |
3.2% |
3% |
False |
False |
4,333 |
| 100 |
96.71 |
74.58 |
22.13 |
29.4% |
2.27 |
3.0% |
3% |
False |
False |
3,717 |
| 120 |
96.71 |
74.58 |
22.13 |
29.4% |
2.19 |
2.9% |
3% |
False |
False |
3,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.35 |
|
2.618 |
84.94 |
|
1.618 |
82.24 |
|
1.000 |
80.57 |
|
0.618 |
79.54 |
|
HIGH |
77.87 |
|
0.618 |
76.84 |
|
0.500 |
76.52 |
|
0.382 |
76.20 |
|
LOW |
75.17 |
|
0.618 |
73.50 |
|
1.000 |
72.47 |
|
1.618 |
70.80 |
|
2.618 |
68.10 |
|
4.250 |
63.70 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
76.52 |
76.23 |
| PP |
76.08 |
75.88 |
| S1 |
75.64 |
75.54 |
|