NYMEX Light Sweet Crude Oil Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
86.75 |
87.65 |
0.90 |
1.0% |
85.97 |
| High |
88.83 |
87.99 |
-0.84 |
-0.9% |
89.35 |
| Low |
85.10 |
83.41 |
-1.69 |
-2.0% |
80.48 |
| Close |
87.36 |
83.90 |
-3.46 |
-4.0% |
85.75 |
| Range |
3.73 |
4.58 |
0.85 |
22.8% |
8.87 |
| ATR |
3.94 |
3.99 |
0.05 |
1.2% |
0.00 |
| Volume |
131,557 |
107,455 |
-24,102 |
-18.3% |
467,389 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.84 |
95.95 |
86.42 |
|
| R3 |
94.26 |
91.37 |
85.16 |
|
| R2 |
89.68 |
89.68 |
84.74 |
|
| R1 |
86.79 |
86.79 |
84.32 |
85.95 |
| PP |
85.10 |
85.10 |
85.10 |
84.68 |
| S1 |
82.21 |
82.21 |
83.48 |
81.37 |
| S2 |
80.52 |
80.52 |
83.06 |
|
| S3 |
75.94 |
77.63 |
82.64 |
|
| S4 |
71.36 |
73.05 |
81.38 |
|
|
| 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 |
88.83 |
81.64 |
7.19 |
8.6% |
4.12 |
4.9% |
31% |
False |
False |
112,783 |
| 10 |
89.35 |
80.48 |
8.87 |
10.6% |
3.96 |
4.7% |
39% |
False |
False |
113,250 |
| 20 |
95.55 |
80.48 |
15.07 |
18.0% |
3.91 |
4.7% |
23% |
False |
False |
107,982 |
| 40 |
96.15 |
80.48 |
15.67 |
18.7% |
3.89 |
4.6% |
22% |
False |
False |
99,497 |
| 60 |
102.93 |
80.48 |
22.45 |
26.8% |
4.23 |
5.0% |
15% |
False |
False |
94,163 |
| 80 |
110.78 |
80.48 |
30.30 |
36.1% |
4.04 |
4.8% |
11% |
False |
False |
86,764 |
| 100 |
110.78 |
80.48 |
30.30 |
36.1% |
3.97 |
4.7% |
11% |
False |
False |
81,276 |
| 120 |
110.78 |
80.48 |
30.30 |
36.1% |
3.93 |
4.7% |
11% |
False |
False |
77,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.46 |
|
2.618 |
99.98 |
|
1.618 |
95.40 |
|
1.000 |
92.57 |
|
0.618 |
90.82 |
|
HIGH |
87.99 |
|
0.618 |
86.24 |
|
0.500 |
85.70 |
|
0.382 |
85.16 |
|
LOW |
83.41 |
|
0.618 |
80.58 |
|
1.000 |
78.83 |
|
1.618 |
76.00 |
|
2.618 |
71.42 |
|
4.250 |
63.95 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
85.70 |
86.12 |
| PP |
85.10 |
85.38 |
| S1 |
84.50 |
84.64 |
|