NYMEX Light Sweet Crude Oil Future October 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
87.94 |
88.91 |
0.97 |
1.1% |
86.84 |
| High |
90.19 |
89.15 |
-1.04 |
-1.2% |
90.39 |
| Low |
86.18 |
84.53 |
-1.65 |
-1.9% |
81.20 |
| Close |
88.48 |
85.10 |
-3.38 |
-3.8% |
86.79 |
| Range |
4.01 |
4.62 |
0.61 |
15.2% |
9.19 |
| ATR |
4.25 |
4.27 |
0.03 |
0.6% |
0.00 |
| Volume |
335,381 |
235,358 |
-100,023 |
-29.8% |
1,448,987 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
97.23 |
87.64 |
|
| R3 |
95.50 |
92.61 |
86.37 |
|
| R2 |
90.88 |
90.88 |
85.95 |
|
| R1 |
87.99 |
87.99 |
85.52 |
87.13 |
| PP |
86.26 |
86.26 |
86.26 |
85.83 |
| S1 |
83.37 |
83.37 |
84.68 |
82.51 |
| S2 |
81.64 |
81.64 |
84.25 |
|
| S3 |
77.02 |
78.75 |
83.83 |
|
| S4 |
72.40 |
74.13 |
82.56 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
109.43 |
91.84 |
|
| R3 |
104.51 |
100.24 |
89.32 |
|
| R2 |
95.32 |
95.32 |
88.47 |
|
| R1 |
91.05 |
91.05 |
87.63 |
88.59 |
| PP |
86.13 |
86.13 |
86.13 |
84.90 |
| S1 |
81.86 |
81.86 |
85.95 |
79.40 |
| S2 |
76.94 |
76.94 |
85.11 |
|
| S3 |
67.75 |
72.67 |
84.26 |
|
| S4 |
58.56 |
63.48 |
81.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.19 |
82.68 |
7.51 |
8.8% |
4.27 |
5.0% |
32% |
False |
False |
299,805 |
| 10 |
90.39 |
81.20 |
9.19 |
10.8% |
4.18 |
4.9% |
42% |
False |
False |
322,546 |
| 20 |
97.66 |
81.20 |
16.46 |
19.3% |
4.20 |
4.9% |
24% |
False |
False |
313,462 |
| 40 |
99.75 |
81.20 |
18.55 |
21.8% |
4.22 |
5.0% |
21% |
False |
False |
221,770 |
| 60 |
108.07 |
81.20 |
26.87 |
31.6% |
4.58 |
5.4% |
15% |
False |
False |
174,066 |
| 80 |
115.44 |
81.20 |
34.24 |
40.2% |
4.38 |
5.1% |
11% |
False |
False |
138,994 |
| 100 |
115.44 |
81.20 |
34.24 |
40.2% |
4.29 |
5.0% |
11% |
False |
False |
115,738 |
| 120 |
115.44 |
81.20 |
34.24 |
40.2% |
4.22 |
5.0% |
11% |
False |
False |
99,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.79 |
|
2.618 |
101.25 |
|
1.618 |
96.63 |
|
1.000 |
93.77 |
|
0.618 |
92.01 |
|
HIGH |
89.15 |
|
0.618 |
87.39 |
|
0.500 |
86.84 |
|
0.382 |
86.29 |
|
LOW |
84.53 |
|
0.618 |
81.67 |
|
1.000 |
79.91 |
|
1.618 |
77.05 |
|
2.618 |
72.43 |
|
4.250 |
64.90 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.84 |
87.36 |
| PP |
86.26 |
86.61 |
| S1 |
85.68 |
85.85 |
|