NYMEX Light Sweet Crude Oil Future November 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
79.23 |
76.47 |
-2.76 |
-3.5% |
84.81 |
| High |
80.31 |
79.51 |
-0.80 |
-1.0% |
86.68 |
| Low |
76.25 |
76.42 |
0.17 |
0.2% |
78.04 |
| Close |
76.71 |
78.50 |
1.79 |
2.3% |
78.74 |
| Range |
4.06 |
3.09 |
-0.97 |
-23.9% |
8.64 |
| ATR |
4.08 |
4.01 |
-0.07 |
-1.7% |
0.00 |
| Volume |
280,927 |
283,614 |
2,687 |
1.0% |
1,520,161 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.41 |
86.05 |
80.20 |
|
| R3 |
84.32 |
82.96 |
79.35 |
|
| R2 |
81.23 |
81.23 |
79.07 |
|
| R1 |
79.87 |
79.87 |
78.78 |
80.55 |
| PP |
78.14 |
78.14 |
78.14 |
78.49 |
| S1 |
76.78 |
76.78 |
78.22 |
77.46 |
| S2 |
75.05 |
75.05 |
77.93 |
|
| S3 |
71.96 |
73.69 |
77.65 |
|
| S4 |
68.87 |
70.60 |
76.80 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.07 |
101.55 |
83.49 |
|
| R3 |
98.43 |
92.91 |
81.12 |
|
| R2 |
89.79 |
89.79 |
80.32 |
|
| R1 |
84.27 |
84.27 |
79.53 |
82.71 |
| PP |
81.15 |
81.15 |
81.15 |
80.38 |
| S1 |
75.63 |
75.63 |
77.95 |
74.07 |
| S2 |
72.51 |
72.51 |
77.16 |
|
| S3 |
63.87 |
66.99 |
76.36 |
|
| S4 |
55.23 |
58.35 |
73.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.68 |
76.25 |
10.43 |
13.3% |
4.16 |
5.3% |
22% |
False |
False |
308,397 |
| 10 |
89.63 |
76.25 |
13.38 |
17.0% |
3.89 |
5.0% |
17% |
False |
False |
270,615 |
| 20 |
96.82 |
76.25 |
20.57 |
26.2% |
4.12 |
5.2% |
11% |
False |
False |
195,432 |
| 40 |
96.82 |
76.25 |
20.57 |
26.2% |
3.99 |
5.1% |
11% |
False |
False |
138,379 |
| 60 |
102.18 |
76.25 |
25.93 |
33.0% |
4.30 |
5.5% |
9% |
False |
False |
109,656 |
| 80 |
112.98 |
76.25 |
36.73 |
46.8% |
4.25 |
5.4% |
6% |
False |
False |
89,572 |
| 100 |
112.98 |
76.25 |
36.73 |
46.8% |
4.11 |
5.2% |
6% |
False |
False |
75,508 |
| 120 |
112.98 |
76.25 |
36.73 |
46.8% |
3.97 |
5.1% |
6% |
False |
False |
65,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.64 |
|
2.618 |
87.60 |
|
1.618 |
84.51 |
|
1.000 |
82.60 |
|
0.618 |
81.42 |
|
HIGH |
79.51 |
|
0.618 |
78.33 |
|
0.500 |
77.97 |
|
0.382 |
77.60 |
|
LOW |
76.42 |
|
0.618 |
74.51 |
|
1.000 |
73.33 |
|
1.618 |
71.42 |
|
2.618 |
68.33 |
|
4.250 |
63.29 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
78.32 |
80.09 |
| PP |
78.14 |
79.56 |
| S1 |
77.97 |
79.03 |
|