NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
72.72 |
73.71 |
0.99 |
1.4% |
72.88 |
| High |
74.36 |
76.14 |
1.78 |
2.4% |
73.55 |
| Low |
72.35 |
73.69 |
1.34 |
1.9% |
69.56 |
| Close |
73.54 |
75.93 |
2.39 |
3.2% |
71.08 |
| Range |
2.01 |
2.45 |
0.44 |
21.9% |
3.99 |
| ATR |
2.58 |
2.58 |
0.00 |
0.1% |
0.00 |
| Volume |
8,600 |
8,026 |
-574 |
-6.7% |
33,344 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.60 |
81.72 |
77.28 |
|
| R3 |
80.15 |
79.27 |
76.60 |
|
| R2 |
77.70 |
77.70 |
76.38 |
|
| R1 |
76.82 |
76.82 |
76.15 |
77.26 |
| PP |
75.25 |
75.25 |
75.25 |
75.48 |
| S1 |
74.37 |
74.37 |
75.71 |
74.81 |
| S2 |
72.80 |
72.80 |
75.48 |
|
| S3 |
70.35 |
71.92 |
75.26 |
|
| S4 |
67.90 |
69.47 |
74.58 |
|
|
| 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 |
76.14 |
69.56 |
6.58 |
8.7% |
2.37 |
3.1% |
97% |
True |
False |
7,400 |
| 10 |
77.87 |
69.56 |
8.31 |
10.9% |
2.63 |
3.5% |
77% |
False |
False |
6,799 |
| 20 |
81.33 |
69.56 |
11.77 |
15.5% |
2.45 |
3.2% |
54% |
False |
False |
6,247 |
| 40 |
85.94 |
69.56 |
16.38 |
21.6% |
2.35 |
3.1% |
39% |
False |
False |
5,560 |
| 60 |
86.63 |
69.56 |
17.07 |
22.5% |
2.39 |
3.1% |
37% |
False |
False |
5,132 |
| 80 |
96.71 |
69.56 |
27.15 |
35.8% |
2.55 |
3.4% |
23% |
False |
False |
4,791 |
| 100 |
96.71 |
69.56 |
27.15 |
35.8% |
2.33 |
3.1% |
23% |
False |
False |
4,218 |
| 120 |
96.71 |
69.56 |
27.15 |
35.8% |
2.23 |
2.9% |
23% |
False |
False |
3,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.55 |
|
2.618 |
82.55 |
|
1.618 |
80.10 |
|
1.000 |
78.59 |
|
0.618 |
77.65 |
|
HIGH |
76.14 |
|
0.618 |
75.20 |
|
0.500 |
74.92 |
|
0.382 |
74.63 |
|
LOW |
73.69 |
|
0.618 |
72.18 |
|
1.000 |
71.24 |
|
1.618 |
69.73 |
|
2.618 |
67.28 |
|
4.250 |
63.28 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
75.59 |
75.15 |
| PP |
75.25 |
74.36 |
| S1 |
74.92 |
73.58 |
|