NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
77.60 |
77.00 |
-0.60 |
-0.8% |
72.72 |
| High |
78.27 |
78.32 |
0.05 |
0.1% |
81.82 |
| Low |
75.88 |
75.47 |
-0.41 |
-0.5% |
72.35 |
| Close |
76.63 |
78.20 |
1.57 |
2.0% |
80.95 |
| Range |
2.39 |
2.85 |
0.46 |
19.2% |
9.47 |
| ATR |
2.58 |
2.60 |
0.02 |
0.8% |
0.00 |
| Volume |
9,676 |
4,864 |
-4,812 |
-49.7% |
36,185 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.88 |
84.89 |
79.77 |
|
| R3 |
83.03 |
82.04 |
78.98 |
|
| R2 |
80.18 |
80.18 |
78.72 |
|
| R1 |
79.19 |
79.19 |
78.46 |
79.69 |
| PP |
77.33 |
77.33 |
77.33 |
77.58 |
| S1 |
76.34 |
76.34 |
77.94 |
76.84 |
| S2 |
74.48 |
74.48 |
77.68 |
|
| S3 |
71.63 |
73.49 |
77.42 |
|
| S4 |
68.78 |
70.64 |
76.63 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.78 |
103.34 |
86.16 |
|
| R3 |
97.31 |
93.87 |
83.55 |
|
| R2 |
87.84 |
87.84 |
82.69 |
|
| R1 |
84.40 |
84.40 |
81.82 |
86.12 |
| PP |
78.37 |
78.37 |
78.37 |
79.24 |
| S1 |
74.93 |
74.93 |
80.08 |
76.65 |
| S2 |
68.90 |
68.90 |
79.21 |
|
| S3 |
59.43 |
65.46 |
78.35 |
|
| S4 |
49.96 |
55.99 |
75.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.93 |
75.47 |
6.46 |
8.3% |
2.70 |
3.5% |
42% |
False |
True |
6,333 |
| 10 |
81.93 |
71.02 |
10.91 |
14.0% |
2.47 |
3.2% |
66% |
False |
False |
6,618 |
| 20 |
81.93 |
69.56 |
12.37 |
15.8% |
2.52 |
3.2% |
70% |
False |
False |
6,494 |
| 40 |
85.94 |
69.56 |
16.38 |
20.9% |
2.40 |
3.1% |
53% |
False |
False |
6,031 |
| 60 |
86.63 |
69.56 |
17.07 |
21.8% |
2.37 |
3.0% |
51% |
False |
False |
5,355 |
| 80 |
91.11 |
69.56 |
21.55 |
27.6% |
2.55 |
3.3% |
40% |
False |
False |
5,048 |
| 100 |
96.71 |
69.56 |
27.15 |
34.7% |
2.40 |
3.1% |
32% |
False |
False |
4,596 |
| 120 |
96.71 |
69.56 |
27.15 |
34.7% |
2.29 |
2.9% |
32% |
False |
False |
4,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.43 |
|
2.618 |
85.78 |
|
1.618 |
82.93 |
|
1.000 |
81.17 |
|
0.618 |
80.08 |
|
HIGH |
78.32 |
|
0.618 |
77.23 |
|
0.500 |
76.90 |
|
0.382 |
76.56 |
|
LOW |
75.47 |
|
0.618 |
73.71 |
|
1.000 |
72.62 |
|
1.618 |
70.86 |
|
2.618 |
68.01 |
|
4.250 |
63.36 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
77.77 |
77.98 |
| PP |
77.33 |
77.76 |
| S1 |
76.90 |
77.54 |
|