NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
70.69 |
73.09 |
2.40 |
3.4% |
77.24 |
| High |
73.50 |
73.55 |
0.05 |
0.1% |
77.87 |
| Low |
69.56 |
72.17 |
2.61 |
3.8% |
72.00 |
| Close |
73.43 |
72.53 |
-0.90 |
-1.2% |
72.16 |
| Range |
3.94 |
1.38 |
-2.56 |
-65.0% |
5.87 |
| ATR |
2.65 |
2.56 |
-0.09 |
-3.4% |
0.00 |
| Volume |
10,127 |
4,856 |
-5,271 |
-52.0% |
30,833 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.89 |
76.09 |
73.29 |
|
| R3 |
75.51 |
74.71 |
72.91 |
|
| R2 |
74.13 |
74.13 |
72.78 |
|
| R1 |
73.33 |
73.33 |
72.66 |
73.04 |
| PP |
72.75 |
72.75 |
72.75 |
72.61 |
| S1 |
71.95 |
71.95 |
72.40 |
71.66 |
| S2 |
71.37 |
71.37 |
72.28 |
|
| S3 |
69.99 |
70.57 |
72.15 |
|
| S4 |
68.61 |
69.19 |
71.77 |
|
|
| 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 |
75.74 |
69.56 |
6.18 |
8.5% |
2.87 |
4.0% |
48% |
False |
False |
6,904 |
| 10 |
77.87 |
69.56 |
8.31 |
11.5% |
2.56 |
3.5% |
36% |
False |
False |
6,370 |
| 20 |
81.33 |
69.56 |
11.77 |
16.2% |
2.38 |
3.3% |
25% |
False |
False |
6,261 |
| 40 |
85.94 |
69.56 |
16.38 |
22.6% |
2.39 |
3.3% |
18% |
False |
False |
5,275 |
| 60 |
86.63 |
69.56 |
17.07 |
23.5% |
2.44 |
3.4% |
17% |
False |
False |
4,924 |
| 80 |
96.71 |
69.56 |
27.15 |
37.4% |
2.51 |
3.5% |
11% |
False |
False |
4,649 |
| 100 |
96.71 |
69.56 |
27.15 |
37.4% |
2.35 |
3.2% |
11% |
False |
False |
4,060 |
| 120 |
96.71 |
69.56 |
27.15 |
37.4% |
2.22 |
3.1% |
11% |
False |
False |
3,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.42 |
|
2.618 |
77.16 |
|
1.618 |
75.78 |
|
1.000 |
74.93 |
|
0.618 |
74.40 |
|
HIGH |
73.55 |
|
0.618 |
73.02 |
|
0.500 |
72.86 |
|
0.382 |
72.70 |
|
LOW |
72.17 |
|
0.618 |
71.32 |
|
1.000 |
70.79 |
|
1.618 |
69.94 |
|
2.618 |
68.56 |
|
4.250 |
66.31 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
72.86 |
72.21 |
| PP |
72.75 |
71.88 |
| S1 |
72.64 |
71.56 |
|