NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
76.17 |
76.12 |
-0.05 |
-0.1% |
76.25 |
| High |
77.03 |
77.30 |
0.27 |
0.4% |
77.79 |
| Low |
75.41 |
74.90 |
-0.51 |
-0.7% |
74.53 |
| Close |
76.55 |
76.61 |
0.06 |
0.1% |
76.55 |
| Range |
1.62 |
2.40 |
0.78 |
48.1% |
3.26 |
| ATR |
2.35 |
2.35 |
0.00 |
0.2% |
0.00 |
| Volume |
7,846 |
6,084 |
-1,762 |
-22.5% |
33,885 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.47 |
82.44 |
77.93 |
|
| R3 |
81.07 |
80.04 |
77.27 |
|
| R2 |
78.67 |
78.67 |
77.05 |
|
| R1 |
77.64 |
77.64 |
76.83 |
78.16 |
| PP |
76.27 |
76.27 |
76.27 |
76.53 |
| S1 |
75.24 |
75.24 |
76.39 |
75.76 |
| S2 |
73.87 |
73.87 |
76.17 |
|
| S3 |
71.47 |
72.84 |
75.95 |
|
| S4 |
69.07 |
70.44 |
75.29 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.07 |
84.57 |
78.34 |
|
| R3 |
82.81 |
81.31 |
77.45 |
|
| R2 |
79.55 |
79.55 |
77.15 |
|
| R1 |
78.05 |
78.05 |
76.85 |
78.80 |
| PP |
76.29 |
76.29 |
76.29 |
76.67 |
| S1 |
74.79 |
74.79 |
76.25 |
75.54 |
| S2 |
73.03 |
73.03 |
75.95 |
|
| S3 |
69.77 |
71.53 |
75.65 |
|
| S4 |
66.51 |
68.27 |
74.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.79 |
74.53 |
3.26 |
4.3% |
2.04 |
2.7% |
64% |
False |
False |
7,454 |
| 10 |
79.61 |
74.53 |
5.08 |
6.6% |
2.18 |
2.8% |
41% |
False |
False |
6,538 |
| 20 |
81.93 |
69.56 |
12.37 |
16.1% |
2.29 |
3.0% |
57% |
False |
False |
6,717 |
| 40 |
85.55 |
69.56 |
15.99 |
20.9% |
2.37 |
3.1% |
44% |
False |
False |
6,334 |
| 60 |
85.94 |
69.56 |
16.38 |
21.4% |
2.37 |
3.1% |
43% |
False |
False |
5,591 |
| 80 |
88.10 |
69.56 |
18.54 |
24.2% |
2.52 |
3.3% |
38% |
False |
False |
5,301 |
| 100 |
96.71 |
69.56 |
27.15 |
35.4% |
2.46 |
3.2% |
26% |
False |
False |
4,928 |
| 120 |
96.71 |
69.56 |
27.15 |
35.4% |
2.32 |
3.0% |
26% |
False |
False |
4,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.50 |
|
2.618 |
83.58 |
|
1.618 |
81.18 |
|
1.000 |
79.70 |
|
0.618 |
78.78 |
|
HIGH |
77.30 |
|
0.618 |
76.38 |
|
0.500 |
76.10 |
|
0.382 |
75.82 |
|
LOW |
74.90 |
|
0.618 |
73.42 |
|
1.000 |
72.50 |
|
1.618 |
71.02 |
|
2.618 |
68.62 |
|
4.250 |
64.70 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
76.44 |
76.52 |
| PP |
76.27 |
76.43 |
| S1 |
76.10 |
76.35 |
|