NYMEX Light Sweet Crude Oil Future November 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
82.30 |
85.84 |
3.54 |
4.3% |
86.49 |
| High |
86.68 |
88.64 |
1.96 |
2.3% |
89.99 |
| Low |
82.23 |
84.78 |
2.55 |
3.1% |
80.89 |
| Close |
86.36 |
87.41 |
1.05 |
1.2% |
86.36 |
| Range |
4.45 |
3.86 |
-0.59 |
-13.3% |
9.10 |
| ATR |
4.13 |
4.11 |
-0.02 |
-0.5% |
0.00 |
| Volume |
139,120 |
133,775 |
-5,345 |
-3.8% |
498,444 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.52 |
96.83 |
89.53 |
|
| R3 |
94.66 |
92.97 |
88.47 |
|
| R2 |
90.80 |
90.80 |
88.12 |
|
| R1 |
89.11 |
89.11 |
87.76 |
89.96 |
| PP |
86.94 |
86.94 |
86.94 |
87.37 |
| S1 |
85.25 |
85.25 |
87.06 |
86.10 |
| S2 |
83.08 |
83.08 |
86.70 |
|
| S3 |
79.22 |
81.39 |
86.35 |
|
| S4 |
75.36 |
77.53 |
85.29 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.05 |
108.80 |
91.37 |
|
| R3 |
103.95 |
99.70 |
88.86 |
|
| R2 |
94.85 |
94.85 |
88.03 |
|
| R1 |
90.60 |
90.60 |
87.19 |
88.18 |
| PP |
85.75 |
85.75 |
85.75 |
84.53 |
| S1 |
81.50 |
81.50 |
85.53 |
79.08 |
| S2 |
76.65 |
76.65 |
84.69 |
|
| S3 |
67.55 |
72.40 |
83.86 |
|
| S4 |
58.45 |
63.30 |
81.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.99 |
80.89 |
9.10 |
10.4% |
4.28 |
4.9% |
72% |
False |
False |
126,443 |
| 10 |
96.82 |
80.89 |
15.93 |
18.2% |
4.40 |
5.0% |
41% |
False |
False |
110,406 |
| 20 |
96.82 |
80.89 |
15.93 |
18.2% |
4.05 |
4.6% |
41% |
False |
False |
97,899 |
| 40 |
97.91 |
80.89 |
17.02 |
19.5% |
4.04 |
4.6% |
38% |
False |
False |
82,761 |
| 60 |
108.93 |
80.89 |
28.04 |
32.1% |
4.44 |
5.1% |
23% |
False |
False |
67,405 |
| 80 |
112.98 |
80.89 |
32.09 |
36.7% |
4.15 |
4.8% |
20% |
False |
False |
56,013 |
| 100 |
112.98 |
80.89 |
32.09 |
36.7% |
4.02 |
4.6% |
20% |
False |
False |
48,464 |
| 120 |
112.98 |
80.89 |
32.09 |
36.7% |
3.96 |
4.5% |
20% |
False |
False |
42,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.05 |
|
2.618 |
98.75 |
|
1.618 |
94.89 |
|
1.000 |
92.50 |
|
0.618 |
91.03 |
|
HIGH |
88.64 |
|
0.618 |
87.17 |
|
0.500 |
86.71 |
|
0.382 |
86.25 |
|
LOW |
84.78 |
|
0.618 |
82.39 |
|
1.000 |
80.92 |
|
1.618 |
78.53 |
|
2.618 |
74.67 |
|
4.250 |
68.38 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
87.18 |
86.53 |
| PP |
86.94 |
85.65 |
| S1 |
86.71 |
84.77 |
|