NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
70.39 |
70.69 |
0.30 |
0.4% |
77.24 |
| High |
72.15 |
73.50 |
1.35 |
1.9% |
77.87 |
| Low |
70.26 |
69.56 |
-0.70 |
-1.0% |
72.00 |
| Close |
70.94 |
73.43 |
2.49 |
3.5% |
72.16 |
| Range |
1.89 |
3.94 |
2.05 |
108.5% |
5.87 |
| ATR |
2.55 |
2.65 |
0.10 |
3.9% |
0.00 |
| Volume |
7,585 |
10,127 |
2,542 |
33.5% |
30,833 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.98 |
82.65 |
75.60 |
|
| R3 |
80.04 |
78.71 |
74.51 |
|
| R2 |
76.10 |
76.10 |
74.15 |
|
| R1 |
74.77 |
74.77 |
73.79 |
75.44 |
| PP |
72.16 |
72.16 |
72.16 |
72.50 |
| S1 |
70.83 |
70.83 |
73.07 |
71.50 |
| S2 |
68.22 |
68.22 |
72.71 |
|
| S3 |
64.28 |
66.89 |
72.35 |
|
| S4 |
60.34 |
62.95 |
71.26 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.62 |
87.76 |
75.39 |
|
| R3 |
85.75 |
81.89 |
73.77 |
|
| R2 |
79.88 |
79.88 |
73.24 |
|
| R1 |
76.02 |
76.02 |
72.70 |
75.02 |
| PP |
74.01 |
74.01 |
74.01 |
73.51 |
| S1 |
70.15 |
70.15 |
71.62 |
69.15 |
| S2 |
68.14 |
68.14 |
71.08 |
|
| S3 |
62.27 |
64.28 |
70.55 |
|
| S4 |
56.40 |
58.41 |
68.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.60 |
69.56 |
8.04 |
10.9% |
3.14 |
4.3% |
48% |
False |
True |
7,024 |
| 10 |
80.91 |
69.56 |
11.35 |
15.5% |
2.82 |
3.8% |
34% |
False |
True |
6,464 |
| 20 |
83.26 |
69.56 |
13.70 |
18.7% |
2.43 |
3.3% |
28% |
False |
True |
6,344 |
| 40 |
85.94 |
69.56 |
16.38 |
22.3% |
2.44 |
3.3% |
24% |
False |
True |
5,284 |
| 60 |
86.63 |
69.56 |
17.07 |
23.2% |
2.48 |
3.4% |
23% |
False |
True |
4,924 |
| 80 |
96.71 |
69.56 |
27.15 |
37.0% |
2.50 |
3.4% |
14% |
False |
True |
4,606 |
| 100 |
96.71 |
69.56 |
27.15 |
37.0% |
2.35 |
3.2% |
14% |
False |
True |
4,020 |
| 120 |
96.71 |
69.56 |
27.15 |
37.0% |
2.22 |
3.0% |
14% |
False |
True |
3,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.25 |
|
2.618 |
83.81 |
|
1.618 |
79.87 |
|
1.000 |
77.44 |
|
0.618 |
75.93 |
|
HIGH |
73.50 |
|
0.618 |
71.99 |
|
0.500 |
71.53 |
|
0.382 |
71.07 |
|
LOW |
69.56 |
|
0.618 |
67.13 |
|
1.000 |
65.62 |
|
1.618 |
63.19 |
|
2.618 |
59.25 |
|
4.250 |
52.82 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
72.80 |
72.80 |
| PP |
72.16 |
72.16 |
| S1 |
71.53 |
71.53 |
|