NYMEX Light Sweet Crude Oil Future December 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
91.21 |
87.71 |
-3.50 |
-3.8% |
88.75 |
| High |
91.55 |
88.37 |
-3.18 |
-3.5% |
94.60 |
| Low |
87.40 |
85.07 |
-2.33 |
-2.7% |
85.74 |
| Close |
88.31 |
85.66 |
-2.65 |
-3.0% |
91.55 |
| Range |
4.15 |
3.30 |
-0.85 |
-20.5% |
8.86 |
| ATR |
3.98 |
3.93 |
-0.05 |
-1.2% |
0.00 |
| Volume |
113,904 |
105,495 |
-8,409 |
-7.4% |
524,120 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.27 |
94.26 |
87.48 |
|
| R3 |
92.97 |
90.96 |
86.57 |
|
| R2 |
89.67 |
89.67 |
86.27 |
|
| R1 |
87.66 |
87.66 |
85.96 |
87.02 |
| PP |
86.37 |
86.37 |
86.37 |
86.04 |
| S1 |
84.36 |
84.36 |
85.36 |
83.72 |
| S2 |
83.07 |
83.07 |
85.06 |
|
| S3 |
79.77 |
81.06 |
84.75 |
|
| S4 |
76.47 |
77.76 |
83.85 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.21 |
113.24 |
96.42 |
|
| R3 |
108.35 |
104.38 |
93.99 |
|
| R2 |
99.49 |
99.49 |
93.17 |
|
| R1 |
95.52 |
95.52 |
92.36 |
97.51 |
| PP |
90.63 |
90.63 |
90.63 |
91.62 |
| S1 |
86.66 |
86.66 |
90.74 |
88.65 |
| S2 |
81.77 |
81.77 |
89.93 |
|
| S3 |
72.91 |
77.80 |
89.11 |
|
| S4 |
64.05 |
68.94 |
86.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.55 |
85.07 |
10.48 |
12.2% |
4.19 |
4.9% |
6% |
False |
True |
107,665 |
| 10 |
95.55 |
85.07 |
10.48 |
12.2% |
3.81 |
4.5% |
6% |
False |
True |
104,171 |
| 20 |
95.55 |
84.47 |
11.08 |
12.9% |
3.74 |
4.4% |
11% |
False |
False |
97,270 |
| 40 |
96.15 |
82.77 |
13.38 |
15.6% |
3.94 |
4.6% |
22% |
False |
False |
91,480 |
| 60 |
110.78 |
82.77 |
28.01 |
32.7% |
4.24 |
5.0% |
10% |
False |
False |
88,581 |
| 80 |
110.78 |
82.77 |
28.01 |
32.7% |
4.01 |
4.7% |
10% |
False |
False |
80,935 |
| 100 |
110.78 |
82.77 |
28.01 |
32.7% |
3.91 |
4.6% |
10% |
False |
False |
75,752 |
| 120 |
110.78 |
82.09 |
28.69 |
33.5% |
3.96 |
4.6% |
12% |
False |
False |
72,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.40 |
|
2.618 |
97.01 |
|
1.618 |
93.71 |
|
1.000 |
91.67 |
|
0.618 |
90.41 |
|
HIGH |
88.37 |
|
0.618 |
87.11 |
|
0.500 |
86.72 |
|
0.382 |
86.33 |
|
LOW |
85.07 |
|
0.618 |
83.03 |
|
1.000 |
81.77 |
|
1.618 |
79.73 |
|
2.618 |
76.43 |
|
4.250 |
71.05 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.72 |
90.31 |
| PP |
86.37 |
88.76 |
| S1 |
86.01 |
87.21 |
|