NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
84.69 |
86.48 |
1.79 |
2.1% |
85.27 |
| High |
87.14 |
87.44 |
0.30 |
0.3% |
88.47 |
| Low |
83.60 |
83.45 |
-0.15 |
-0.2% |
79.94 |
| Close |
86.21 |
85.50 |
-0.71 |
-0.8% |
85.05 |
| Range |
3.54 |
3.99 |
0.45 |
12.7% |
8.53 |
| ATR |
3.71 |
3.73 |
0.02 |
0.5% |
0.00 |
| Volume |
31,575 |
44,764 |
13,189 |
41.8% |
178,531 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.43 |
95.46 |
87.69 |
|
| R3 |
93.44 |
91.47 |
86.60 |
|
| R2 |
89.45 |
89.45 |
86.23 |
|
| R1 |
87.48 |
87.48 |
85.87 |
86.47 |
| PP |
85.46 |
85.46 |
85.46 |
84.96 |
| S1 |
83.49 |
83.49 |
85.13 |
82.48 |
| S2 |
81.47 |
81.47 |
84.77 |
|
| S3 |
77.48 |
79.50 |
84.40 |
|
| S4 |
73.49 |
75.51 |
83.31 |
|
|
| 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 |
87.44 |
79.94 |
7.50 |
8.8% |
4.01 |
4.7% |
74% |
True |
False |
42,636 |
| 10 |
94.13 |
79.94 |
14.19 |
16.6% |
3.90 |
4.6% |
39% |
False |
False |
40,729 |
| 20 |
94.13 |
79.94 |
14.19 |
16.6% |
3.61 |
4.2% |
39% |
False |
False |
36,342 |
| 40 |
94.50 |
79.94 |
14.56 |
17.0% |
3.59 |
4.2% |
38% |
False |
False |
32,470 |
| 60 |
104.82 |
79.94 |
24.88 |
29.1% |
3.98 |
4.7% |
22% |
False |
False |
27,001 |
| 80 |
108.63 |
79.94 |
28.69 |
33.6% |
3.68 |
4.3% |
19% |
False |
False |
22,328 |
| 100 |
108.63 |
79.94 |
28.69 |
33.6% |
3.57 |
4.2% |
19% |
False |
False |
19,209 |
| 120 |
108.63 |
79.94 |
28.69 |
33.6% |
3.51 |
4.1% |
19% |
False |
False |
17,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.40 |
|
2.618 |
97.89 |
|
1.618 |
93.90 |
|
1.000 |
91.43 |
|
0.618 |
89.91 |
|
HIGH |
87.44 |
|
0.618 |
85.92 |
|
0.500 |
85.45 |
|
0.382 |
84.97 |
|
LOW |
83.45 |
|
0.618 |
80.98 |
|
1.000 |
79.46 |
|
1.618 |
76.99 |
|
2.618 |
73.00 |
|
4.250 |
66.49 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
85.48 |
85.08 |
| PP |
85.46 |
84.67 |
| S1 |
85.45 |
84.25 |
|