NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
76.01 |
76.37 |
0.36 |
0.5% |
80.83 |
| High |
77.12 |
77.79 |
0.67 |
0.9% |
81.93 |
| Low |
75.08 |
76.15 |
1.07 |
1.4% |
75.47 |
| Close |
76.83 |
76.17 |
-0.66 |
-0.9% |
76.02 |
| Range |
2.04 |
1.64 |
-0.40 |
-19.6% |
6.46 |
| ATR |
2.47 |
2.41 |
-0.06 |
-2.4% |
0.00 |
| Volume |
9,297 |
7,373 |
-1,924 |
-20.7% |
30,243 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.62 |
80.54 |
77.07 |
|
| R3 |
79.98 |
78.90 |
76.62 |
|
| R2 |
78.34 |
78.34 |
76.47 |
|
| R1 |
77.26 |
77.26 |
76.32 |
76.98 |
| PP |
76.70 |
76.70 |
76.70 |
76.57 |
| S1 |
75.62 |
75.62 |
76.02 |
75.34 |
| S2 |
75.06 |
75.06 |
75.87 |
|
| S3 |
73.42 |
73.98 |
75.72 |
|
| S4 |
71.78 |
72.34 |
75.27 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.19 |
93.06 |
79.57 |
|
| R3 |
90.73 |
86.60 |
77.80 |
|
| R2 |
84.27 |
84.27 |
77.20 |
|
| R1 |
80.14 |
80.14 |
76.61 |
78.98 |
| PP |
77.81 |
77.81 |
77.81 |
77.22 |
| S1 |
73.68 |
73.68 |
75.43 |
72.52 |
| S2 |
71.35 |
71.35 |
74.84 |
|
| S3 |
64.89 |
67.22 |
74.24 |
|
| S4 |
58.43 |
60.76 |
72.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.14 |
74.53 |
3.61 |
4.7% |
1.98 |
2.6% |
45% |
False |
False |
6,335 |
| 10 |
81.93 |
74.53 |
7.40 |
9.7% |
2.34 |
3.1% |
22% |
False |
False |
6,334 |
| 20 |
81.93 |
69.56 |
12.37 |
16.2% |
2.45 |
3.2% |
53% |
False |
False |
6,618 |
| 40 |
85.66 |
69.56 |
16.10 |
21.1% |
2.37 |
3.1% |
41% |
False |
False |
6,264 |
| 60 |
86.63 |
69.56 |
17.07 |
22.4% |
2.36 |
3.1% |
39% |
False |
False |
5,548 |
| 80 |
91.11 |
69.56 |
21.55 |
28.3% |
2.55 |
3.3% |
31% |
False |
False |
5,222 |
| 100 |
96.71 |
69.56 |
27.15 |
35.6% |
2.45 |
3.2% |
24% |
False |
False |
4,837 |
| 120 |
96.71 |
69.56 |
27.15 |
35.6% |
2.31 |
3.0% |
24% |
False |
False |
4,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.76 |
|
2.618 |
82.08 |
|
1.618 |
80.44 |
|
1.000 |
79.43 |
|
0.618 |
78.80 |
|
HIGH |
77.79 |
|
0.618 |
77.16 |
|
0.500 |
76.97 |
|
0.382 |
76.78 |
|
LOW |
76.15 |
|
0.618 |
75.14 |
|
1.000 |
74.51 |
|
1.618 |
73.50 |
|
2.618 |
71.86 |
|
4.250 |
69.18 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
76.97 |
76.17 |
| PP |
76.70 |
76.16 |
| S1 |
76.44 |
76.16 |
|