NYMEX Light Sweet Crude Oil Future January 2023
| 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 |
90.06 |
86.90 |
-3.16 |
-3.5% |
87.92 |
| High |
90.59 |
87.48 |
-3.11 |
-3.4% |
93.69 |
| Low |
86.77 |
84.39 |
-2.38 |
-2.7% |
85.30 |
| Close |
87.52 |
84.99 |
-2.53 |
-2.9% |
90.50 |
| Range |
3.82 |
3.09 |
-0.73 |
-19.1% |
8.39 |
| ATR |
3.72 |
3.67 |
-0.04 |
-1.1% |
0.00 |
| Volume |
35,893 |
35,260 |
-633 |
-1.8% |
179,892 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.89 |
93.03 |
86.69 |
|
| R3 |
91.80 |
89.94 |
85.84 |
|
| R2 |
88.71 |
88.71 |
85.56 |
|
| R1 |
86.85 |
86.85 |
85.27 |
86.24 |
| PP |
85.62 |
85.62 |
85.62 |
85.31 |
| S1 |
83.76 |
83.76 |
84.71 |
83.15 |
| S2 |
82.53 |
82.53 |
84.42 |
|
| S3 |
79.44 |
80.67 |
84.14 |
|
| S4 |
76.35 |
77.58 |
83.29 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.00 |
111.14 |
95.11 |
|
| R3 |
106.61 |
102.75 |
92.81 |
|
| R2 |
98.22 |
98.22 |
92.04 |
|
| R1 |
94.36 |
94.36 |
91.27 |
96.29 |
| PP |
89.83 |
89.83 |
89.83 |
90.80 |
| S1 |
85.97 |
85.97 |
89.73 |
87.90 |
| S2 |
81.44 |
81.44 |
88.96 |
|
| S3 |
73.05 |
77.58 |
88.19 |
|
| S4 |
64.66 |
69.19 |
85.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.13 |
84.39 |
9.74 |
11.5% |
3.88 |
4.6% |
6% |
False |
True |
36,165 |
| 10 |
94.13 |
84.39 |
9.74 |
11.5% |
3.58 |
4.2% |
6% |
False |
True |
35,318 |
| 20 |
94.13 |
83.63 |
10.50 |
12.4% |
3.51 |
4.1% |
13% |
False |
False |
33,952 |
| 40 |
94.50 |
81.58 |
12.92 |
15.2% |
3.65 |
4.3% |
26% |
False |
False |
28,253 |
| 60 |
108.63 |
81.58 |
27.05 |
31.8% |
3.91 |
4.6% |
13% |
False |
False |
23,448 |
| 80 |
108.63 |
81.58 |
27.05 |
31.8% |
3.66 |
4.3% |
13% |
False |
False |
19,330 |
| 100 |
108.63 |
81.58 |
27.05 |
31.8% |
3.51 |
4.1% |
13% |
False |
False |
16,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.61 |
|
2.618 |
95.57 |
|
1.618 |
92.48 |
|
1.000 |
90.57 |
|
0.618 |
89.39 |
|
HIGH |
87.48 |
|
0.618 |
86.30 |
|
0.500 |
85.94 |
|
0.382 |
85.57 |
|
LOW |
84.39 |
|
0.618 |
82.48 |
|
1.000 |
81.30 |
|
1.618 |
79.39 |
|
2.618 |
76.30 |
|
4.250 |
71.26 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
85.94 |
89.26 |
| PP |
85.62 |
87.84 |
| S1 |
85.31 |
86.41 |
|