NYMEX Light Sweet Crude Oil Future December 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 |
78.75 |
75.90 |
-2.85 |
-3.6% |
84.07 |
| High |
79.76 |
78.92 |
-0.84 |
-1.1% |
85.99 |
| Low |
75.70 |
75.88 |
0.18 |
0.2% |
77.64 |
| Close |
76.18 |
77.81 |
1.63 |
2.1% |
78.25 |
| Range |
4.06 |
3.04 |
-1.02 |
-25.1% |
8.35 |
| ATR |
3.96 |
3.89 |
-0.07 |
-1.7% |
0.00 |
| Volume |
106,229 |
123,816 |
17,587 |
16.6% |
606,300 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.66 |
85.27 |
79.48 |
|
| R3 |
83.62 |
82.23 |
78.65 |
|
| R2 |
80.58 |
80.58 |
78.37 |
|
| R1 |
79.19 |
79.19 |
78.09 |
79.89 |
| PP |
77.54 |
77.54 |
77.54 |
77.88 |
| S1 |
76.15 |
76.15 |
77.53 |
76.85 |
| S2 |
74.50 |
74.50 |
77.25 |
|
| S3 |
71.46 |
73.11 |
76.97 |
|
| S4 |
68.42 |
70.07 |
76.14 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.68 |
100.31 |
82.84 |
|
| R3 |
97.33 |
91.96 |
80.55 |
|
| R2 |
88.98 |
88.98 |
79.78 |
|
| R1 |
83.61 |
83.61 |
79.02 |
82.12 |
| PP |
80.63 |
80.63 |
80.63 |
79.88 |
| S1 |
75.26 |
75.26 |
77.48 |
73.77 |
| S2 |
72.28 |
72.28 |
76.72 |
|
| S3 |
63.93 |
66.91 |
75.95 |
|
| S4 |
55.58 |
58.56 |
73.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.99 |
75.70 |
10.29 |
13.2% |
4.09 |
5.3% |
21% |
False |
False |
127,697 |
| 10 |
88.83 |
75.70 |
13.13 |
16.9% |
3.81 |
4.9% |
16% |
False |
False |
116,898 |
| 20 |
95.55 |
75.70 |
19.85 |
25.5% |
3.98 |
5.1% |
11% |
False |
False |
115,638 |
| 40 |
95.55 |
75.70 |
19.85 |
25.5% |
3.85 |
4.9% |
11% |
False |
False |
104,599 |
| 60 |
99.79 |
75.70 |
24.09 |
31.0% |
4.15 |
5.3% |
9% |
False |
False |
99,795 |
| 80 |
110.78 |
75.70 |
35.08 |
45.1% |
4.12 |
5.3% |
6% |
False |
False |
92,809 |
| 100 |
110.78 |
75.70 |
35.08 |
45.1% |
4.00 |
5.1% |
6% |
False |
False |
86,401 |
| 120 |
110.78 |
75.70 |
35.08 |
45.1% |
3.90 |
5.0% |
6% |
False |
False |
80,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.84 |
|
2.618 |
86.88 |
|
1.618 |
83.84 |
|
1.000 |
81.96 |
|
0.618 |
80.80 |
|
HIGH |
78.92 |
|
0.618 |
77.76 |
|
0.500 |
77.40 |
|
0.382 |
77.04 |
|
LOW |
75.88 |
|
0.618 |
74.00 |
|
1.000 |
72.84 |
|
1.618 |
70.96 |
|
2.618 |
67.92 |
|
4.250 |
62.96 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
77.67 |
79.58 |
| PP |
77.54 |
78.99 |
| S1 |
77.40 |
78.40 |
|