NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
73.09 |
72.13 |
-0.96 |
-1.3% |
72.88 |
| High |
73.55 |
73.07 |
-0.48 |
-0.7% |
73.55 |
| Low |
72.17 |
71.02 |
-1.15 |
-1.6% |
69.56 |
| Close |
72.53 |
71.08 |
-1.45 |
-2.0% |
71.08 |
| Range |
1.38 |
2.05 |
0.67 |
48.6% |
3.99 |
| ATR |
2.56 |
2.53 |
-0.04 |
-1.4% |
0.00 |
| Volume |
4,856 |
5,391 |
535 |
11.0% |
33,344 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.87 |
76.53 |
72.21 |
|
| R3 |
75.82 |
74.48 |
71.64 |
|
| R2 |
73.77 |
73.77 |
71.46 |
|
| R1 |
72.43 |
72.43 |
71.27 |
72.08 |
| PP |
71.72 |
71.72 |
71.72 |
71.55 |
| S1 |
70.38 |
70.38 |
70.89 |
70.03 |
| S2 |
69.67 |
69.67 |
70.70 |
|
| S3 |
67.62 |
68.33 |
70.52 |
|
| S4 |
65.57 |
66.28 |
69.95 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.37 |
81.21 |
73.27 |
|
| R3 |
79.38 |
77.22 |
72.18 |
|
| R2 |
75.39 |
75.39 |
71.81 |
|
| R1 |
73.23 |
73.23 |
71.45 |
72.32 |
| PP |
71.40 |
71.40 |
71.40 |
70.94 |
| S1 |
69.24 |
69.24 |
70.71 |
68.33 |
| S2 |
67.41 |
67.41 |
70.35 |
|
| S3 |
63.42 |
65.25 |
69.98 |
|
| S4 |
59.43 |
61.26 |
68.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.55 |
69.56 |
3.99 |
5.6% |
2.53 |
3.6% |
38% |
False |
False |
6,668 |
| 10 |
77.87 |
69.56 |
8.31 |
11.7% |
2.67 |
3.8% |
18% |
False |
False |
6,417 |
| 20 |
81.33 |
69.56 |
11.77 |
16.6% |
2.38 |
3.3% |
13% |
False |
False |
6,129 |
| 40 |
85.94 |
69.56 |
16.38 |
23.0% |
2.36 |
3.3% |
9% |
False |
False |
5,313 |
| 60 |
86.63 |
69.56 |
17.07 |
24.0% |
2.40 |
3.4% |
9% |
False |
False |
4,953 |
| 80 |
96.71 |
69.56 |
27.15 |
38.2% |
2.52 |
3.6% |
6% |
False |
False |
4,696 |
| 100 |
96.71 |
69.56 |
27.15 |
38.2% |
2.33 |
3.3% |
6% |
False |
False |
4,088 |
| 120 |
96.71 |
69.56 |
27.15 |
38.2% |
2.22 |
3.1% |
6% |
False |
False |
3,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.78 |
|
2.618 |
78.44 |
|
1.618 |
76.39 |
|
1.000 |
75.12 |
|
0.618 |
74.34 |
|
HIGH |
73.07 |
|
0.618 |
72.29 |
|
0.500 |
72.05 |
|
0.382 |
71.80 |
|
LOW |
71.02 |
|
0.618 |
69.75 |
|
1.000 |
68.97 |
|
1.618 |
67.70 |
|
2.618 |
65.65 |
|
4.250 |
62.31 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
72.05 |
71.56 |
| PP |
71.72 |
71.40 |
| S1 |
71.40 |
71.24 |
|