NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
86.82 |
82.80 |
-4.02 |
-4.6% |
84.69 |
| High |
87.09 |
84.37 |
-2.72 |
-3.1% |
87.80 |
| Low |
82.59 |
82.36 |
-0.23 |
-0.3% |
82.36 |
| Close |
82.96 |
83.16 |
0.20 |
0.2% |
83.16 |
| Range |
4.50 |
2.01 |
-2.49 |
-55.3% |
5.44 |
| ATR |
3.76 |
3.64 |
-0.13 |
-3.3% |
0.00 |
| Volume |
34,992 |
41,085 |
6,093 |
17.4% |
199,842 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.33 |
88.25 |
84.27 |
|
| R3 |
87.32 |
86.24 |
83.71 |
|
| R2 |
85.31 |
85.31 |
83.53 |
|
| R1 |
84.23 |
84.23 |
83.34 |
84.77 |
| PP |
83.30 |
83.30 |
83.30 |
83.57 |
| S1 |
82.22 |
82.22 |
82.98 |
82.76 |
| S2 |
81.29 |
81.29 |
82.79 |
|
| S3 |
79.28 |
80.21 |
82.61 |
|
| S4 |
77.27 |
78.20 |
82.05 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
97.40 |
86.15 |
|
| R3 |
95.32 |
91.96 |
84.66 |
|
| R2 |
89.88 |
89.88 |
84.16 |
|
| R1 |
86.52 |
86.52 |
83.66 |
85.48 |
| PP |
84.44 |
84.44 |
84.44 |
83.92 |
| S1 |
81.08 |
81.08 |
82.66 |
80.04 |
| S2 |
79.00 |
79.00 |
82.16 |
|
| S3 |
73.56 |
75.64 |
81.66 |
|
| S4 |
68.12 |
70.20 |
80.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.80 |
82.36 |
5.44 |
6.5% |
3.49 |
4.2% |
15% |
False |
True |
39,968 |
| 10 |
88.47 |
79.94 |
8.53 |
10.3% |
3.64 |
4.4% |
38% |
False |
False |
41,279 |
| 20 |
94.13 |
79.94 |
14.19 |
17.1% |
3.61 |
4.3% |
23% |
False |
False |
38,298 |
| 40 |
94.50 |
79.94 |
14.56 |
17.5% |
3.59 |
4.3% |
22% |
False |
False |
33,330 |
| 60 |
100.84 |
79.94 |
20.90 |
25.1% |
3.87 |
4.7% |
15% |
False |
False |
28,438 |
| 80 |
108.63 |
79.94 |
28.69 |
34.5% |
3.72 |
4.5% |
11% |
False |
False |
23,682 |
| 100 |
108.63 |
79.94 |
28.69 |
34.5% |
3.60 |
4.3% |
11% |
False |
False |
20,320 |
| 120 |
108.63 |
79.94 |
28.69 |
34.5% |
3.51 |
4.2% |
11% |
False |
False |
18,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.91 |
|
2.618 |
89.63 |
|
1.618 |
87.62 |
|
1.000 |
86.38 |
|
0.618 |
85.61 |
|
HIGH |
84.37 |
|
0.618 |
83.60 |
|
0.500 |
83.37 |
|
0.382 |
83.13 |
|
LOW |
82.36 |
|
0.618 |
81.12 |
|
1.000 |
80.35 |
|
1.618 |
79.11 |
|
2.618 |
77.10 |
|
4.250 |
73.82 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
83.37 |
85.08 |
| PP |
83.30 |
84.44 |
| S1 |
83.23 |
83.80 |
|