NYMEX Light Sweet Crude Oil Future January 2023
| 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 |
81.30 |
84.69 |
3.39 |
4.2% |
85.27 |
| High |
85.24 |
87.14 |
1.90 |
2.2% |
88.47 |
| Low |
81.06 |
83.60 |
2.54 |
3.1% |
79.94 |
| Close |
85.05 |
86.21 |
1.16 |
1.4% |
85.05 |
| Range |
4.18 |
3.54 |
-0.64 |
-15.3% |
8.53 |
| ATR |
3.72 |
3.71 |
-0.01 |
-0.3% |
0.00 |
| Volume |
39,046 |
31,575 |
-7,471 |
-19.1% |
178,531 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.27 |
94.78 |
88.16 |
|
| R3 |
92.73 |
91.24 |
87.18 |
|
| R2 |
89.19 |
89.19 |
86.86 |
|
| R1 |
87.70 |
87.70 |
86.53 |
88.45 |
| PP |
85.65 |
85.65 |
85.65 |
86.02 |
| S1 |
84.16 |
84.16 |
85.89 |
84.91 |
| S2 |
82.11 |
82.11 |
85.56 |
|
| S3 |
78.57 |
80.62 |
85.24 |
|
| S4 |
75.03 |
77.08 |
84.26 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.08 |
106.09 |
89.74 |
|
| R3 |
101.55 |
97.56 |
87.40 |
|
| R2 |
93.02 |
93.02 |
86.61 |
|
| R1 |
89.03 |
89.03 |
85.83 |
86.76 |
| PP |
84.49 |
84.49 |
84.49 |
83.35 |
| S1 |
80.50 |
80.50 |
84.27 |
78.23 |
| S2 |
75.96 |
75.96 |
83.49 |
|
| S3 |
67.43 |
71.97 |
82.70 |
|
| S4 |
58.90 |
63.44 |
80.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.47 |
79.94 |
8.53 |
9.9% |
3.94 |
4.6% |
74% |
False |
False |
42,021 |
| 10 |
94.13 |
79.94 |
14.19 |
16.5% |
3.91 |
4.5% |
44% |
False |
False |
38,873 |
| 20 |
94.13 |
79.94 |
14.19 |
16.5% |
3.64 |
4.2% |
44% |
False |
False |
35,597 |
| 40 |
94.50 |
79.94 |
14.56 |
16.9% |
3.62 |
4.2% |
43% |
False |
False |
32,103 |
| 60 |
104.82 |
79.94 |
24.88 |
28.9% |
3.97 |
4.6% |
25% |
False |
False |
26,445 |
| 80 |
108.63 |
79.94 |
28.69 |
33.3% |
3.69 |
4.3% |
22% |
False |
False |
21,855 |
| 100 |
108.63 |
79.94 |
28.69 |
33.3% |
3.55 |
4.1% |
22% |
False |
False |
18,832 |
| 120 |
108.63 |
79.94 |
28.69 |
33.3% |
3.50 |
4.1% |
22% |
False |
False |
16,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.19 |
|
2.618 |
96.41 |
|
1.618 |
92.87 |
|
1.000 |
90.68 |
|
0.618 |
89.33 |
|
HIGH |
87.14 |
|
0.618 |
85.79 |
|
0.500 |
85.37 |
|
0.382 |
84.95 |
|
LOW |
83.60 |
|
0.618 |
81.41 |
|
1.000 |
80.06 |
|
1.618 |
77.87 |
|
2.618 |
74.33 |
|
4.250 |
68.56 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
85.93 |
85.32 |
| PP |
85.65 |
84.43 |
| S1 |
85.37 |
83.54 |
|