NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
86.48 |
85.77 |
-0.71 |
-0.8% |
85.27 |
| High |
87.44 |
87.80 |
0.36 |
0.4% |
88.47 |
| Low |
83.45 |
84.39 |
0.94 |
1.1% |
79.94 |
| Close |
85.50 |
86.50 |
1.00 |
1.2% |
85.05 |
| Range |
3.99 |
3.41 |
-0.58 |
-14.5% |
8.53 |
| ATR |
3.73 |
3.70 |
-0.02 |
-0.6% |
0.00 |
| Volume |
44,764 |
47,426 |
2,662 |
5.9% |
178,531 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.46 |
94.89 |
88.38 |
|
| R3 |
93.05 |
91.48 |
87.44 |
|
| R2 |
89.64 |
89.64 |
87.13 |
|
| R1 |
88.07 |
88.07 |
86.81 |
88.86 |
| PP |
86.23 |
86.23 |
86.23 |
86.62 |
| S1 |
84.66 |
84.66 |
86.19 |
85.45 |
| S2 |
82.82 |
82.82 |
85.87 |
|
| S3 |
79.41 |
81.25 |
85.56 |
|
| S4 |
76.00 |
77.84 |
84.62 |
|
|
| 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 |
87.80 |
79.94 |
7.86 |
9.1% |
3.53 |
4.1% |
83% |
True |
False |
42,408 |
| 10 |
90.59 |
79.94 |
10.65 |
12.3% |
3.68 |
4.3% |
62% |
False |
False |
40,786 |
| 20 |
94.13 |
79.94 |
14.19 |
16.4% |
3.59 |
4.1% |
46% |
False |
False |
36,841 |
| 40 |
94.50 |
79.94 |
14.56 |
16.8% |
3.59 |
4.1% |
45% |
False |
False |
32,767 |
| 60 |
100.84 |
79.94 |
20.90 |
24.2% |
3.91 |
4.5% |
31% |
False |
False |
27,543 |
| 80 |
108.63 |
79.94 |
28.69 |
33.2% |
3.67 |
4.2% |
23% |
False |
False |
22,809 |
| 100 |
108.63 |
79.94 |
28.69 |
33.2% |
3.59 |
4.1% |
23% |
False |
False |
19,637 |
| 120 |
108.63 |
79.94 |
28.69 |
33.2% |
3.51 |
4.1% |
23% |
False |
False |
17,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.29 |
|
2.618 |
96.73 |
|
1.618 |
93.32 |
|
1.000 |
91.21 |
|
0.618 |
89.91 |
|
HIGH |
87.80 |
|
0.618 |
86.50 |
|
0.500 |
86.10 |
|
0.382 |
85.69 |
|
LOW |
84.39 |
|
0.618 |
82.28 |
|
1.000 |
80.98 |
|
1.618 |
78.87 |
|
2.618 |
75.46 |
|
4.250 |
69.90 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.37 |
86.21 |
| PP |
86.23 |
85.92 |
| S1 |
86.10 |
85.63 |
|