NYMEX Light Sweet Crude Oil Future November 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
85.84 |
87.82 |
1.98 |
2.3% |
86.49 |
| High |
88.64 |
88.90 |
0.26 |
0.3% |
89.99 |
| Low |
84.78 |
84.66 |
-0.12 |
-0.1% |
80.89 |
| Close |
87.41 |
86.89 |
-0.52 |
-0.6% |
86.36 |
| Range |
3.86 |
4.24 |
0.38 |
9.8% |
9.10 |
| ATR |
4.11 |
4.12 |
0.01 |
0.2% |
0.00 |
| Volume |
133,775 |
183,479 |
49,704 |
37.2% |
498,444 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.54 |
97.45 |
89.22 |
|
| R3 |
95.30 |
93.21 |
88.06 |
|
| R2 |
91.06 |
91.06 |
87.67 |
|
| R1 |
88.97 |
88.97 |
87.28 |
87.90 |
| PP |
86.82 |
86.82 |
86.82 |
86.28 |
| S1 |
84.73 |
84.73 |
86.50 |
83.66 |
| S2 |
82.58 |
82.58 |
86.11 |
|
| S3 |
78.34 |
80.49 |
85.72 |
|
| S4 |
74.10 |
76.25 |
84.56 |
|
|
| 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 |
88.90 |
80.89 |
8.01 |
9.2% |
4.31 |
5.0% |
75% |
True |
False |
142,208 |
| 10 |
96.82 |
80.89 |
15.93 |
18.3% |
4.34 |
5.0% |
38% |
False |
False |
120,249 |
| 20 |
96.82 |
80.89 |
15.93 |
18.3% |
4.02 |
4.6% |
38% |
False |
False |
103,748 |
| 40 |
97.91 |
80.89 |
17.02 |
19.6% |
3.99 |
4.6% |
35% |
False |
False |
86,024 |
| 60 |
108.93 |
80.89 |
28.04 |
32.3% |
4.45 |
5.1% |
21% |
False |
False |
69,877 |
| 80 |
112.98 |
80.89 |
32.09 |
36.9% |
4.14 |
4.8% |
19% |
False |
False |
57,975 |
| 100 |
112.98 |
80.89 |
32.09 |
36.9% |
4.03 |
4.6% |
19% |
False |
False |
50,134 |
| 120 |
112.98 |
80.89 |
32.09 |
36.9% |
3.97 |
4.6% |
19% |
False |
False |
43,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.92 |
|
2.618 |
100.00 |
|
1.618 |
95.76 |
|
1.000 |
93.14 |
|
0.618 |
91.52 |
|
HIGH |
88.90 |
|
0.618 |
87.28 |
|
0.500 |
86.78 |
|
0.382 |
86.28 |
|
LOW |
84.66 |
|
0.618 |
82.04 |
|
1.000 |
80.42 |
|
1.618 |
77.80 |
|
2.618 |
73.56 |
|
4.250 |
66.64 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.85 |
86.45 |
| PP |
86.82 |
86.01 |
| S1 |
86.78 |
85.57 |
|