NYMEX Light Sweet Crude Oil Future December 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 |
81.64 |
85.26 |
3.62 |
4.4% |
85.97 |
| High |
86.00 |
87.96 |
1.96 |
2.3% |
89.35 |
| Low |
81.64 |
84.21 |
2.57 |
3.1% |
80.48 |
| Close |
85.75 |
86.86 |
1.11 |
1.3% |
85.75 |
| Range |
4.36 |
3.75 |
-0.61 |
-14.0% |
8.87 |
| ATR |
3.96 |
3.94 |
-0.01 |
-0.4% |
0.00 |
| Volume |
95,744 |
100,625 |
4,881 |
5.1% |
467,389 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.59 |
95.98 |
88.92 |
|
| R3 |
93.84 |
92.23 |
87.89 |
|
| R2 |
90.09 |
90.09 |
87.55 |
|
| R1 |
88.48 |
88.48 |
87.20 |
89.29 |
| PP |
86.34 |
86.34 |
86.34 |
86.75 |
| S1 |
84.73 |
84.73 |
86.52 |
85.54 |
| S2 |
82.59 |
82.59 |
86.17 |
|
| S3 |
78.84 |
80.98 |
85.83 |
|
| S4 |
75.09 |
77.23 |
84.80 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.80 |
107.65 |
90.63 |
|
| R3 |
102.93 |
98.78 |
88.19 |
|
| R2 |
94.06 |
94.06 |
87.38 |
|
| R1 |
89.91 |
89.91 |
86.56 |
87.55 |
| PP |
85.19 |
85.19 |
85.19 |
84.02 |
| S1 |
81.04 |
81.04 |
84.94 |
78.68 |
| S2 |
76.32 |
76.32 |
84.12 |
|
| S3 |
67.45 |
72.17 |
83.31 |
|
| S4 |
58.58 |
63.30 |
80.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.35 |
80.48 |
8.87 |
10.2% |
4.14 |
4.8% |
72% |
False |
False |
113,602 |
| 10 |
95.55 |
80.48 |
15.07 |
17.3% |
4.19 |
4.8% |
42% |
False |
False |
110,127 |
| 20 |
95.55 |
80.48 |
15.07 |
17.3% |
3.88 |
4.5% |
42% |
False |
False |
102,269 |
| 40 |
96.15 |
80.48 |
15.67 |
18.0% |
3.87 |
4.5% |
41% |
False |
False |
96,663 |
| 60 |
106.79 |
80.48 |
26.31 |
30.3% |
4.29 |
4.9% |
24% |
False |
False |
92,597 |
| 80 |
110.78 |
80.48 |
30.30 |
34.9% |
4.02 |
4.6% |
21% |
False |
False |
84,531 |
| 100 |
110.78 |
80.48 |
30.30 |
34.9% |
3.93 |
4.5% |
21% |
False |
False |
78,835 |
| 120 |
110.78 |
80.48 |
30.30 |
34.9% |
3.93 |
4.5% |
21% |
False |
False |
75,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.90 |
|
2.618 |
97.78 |
|
1.618 |
94.03 |
|
1.000 |
91.71 |
|
0.618 |
90.28 |
|
HIGH |
87.96 |
|
0.618 |
86.53 |
|
0.500 |
86.09 |
|
0.382 |
85.64 |
|
LOW |
84.21 |
|
0.618 |
81.89 |
|
1.000 |
80.46 |
|
1.618 |
78.14 |
|
2.618 |
74.39 |
|
4.250 |
68.27 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.60 |
85.98 |
| PP |
86.34 |
85.10 |
| S1 |
86.09 |
84.22 |
|