NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
78.09 |
75.27 |
-2.82 |
-3.6% |
83.49 |
| High |
78.94 |
78.12 |
-0.82 |
-1.0% |
85.01 |
| Low |
74.98 |
75.22 |
0.24 |
0.3% |
77.00 |
| Close |
75.45 |
76.93 |
1.48 |
2.0% |
77.53 |
| Range |
3.96 |
2.90 |
-1.06 |
-26.8% |
8.01 |
| ATR |
3.77 |
3.71 |
-0.06 |
-1.6% |
0.00 |
| Volume |
43,303 |
68,413 |
25,110 |
58.0% |
271,197 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.46 |
84.09 |
78.53 |
|
| R3 |
82.56 |
81.19 |
77.73 |
|
| R2 |
79.66 |
79.66 |
77.46 |
|
| R1 |
78.29 |
78.29 |
77.20 |
78.98 |
| PP |
76.76 |
76.76 |
76.76 |
77.10 |
| S1 |
75.39 |
75.39 |
76.66 |
76.08 |
| S2 |
73.86 |
73.86 |
76.40 |
|
| S3 |
70.96 |
72.49 |
76.13 |
|
| S4 |
68.06 |
69.59 |
75.34 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.88 |
98.71 |
81.94 |
|
| R3 |
95.87 |
90.70 |
79.73 |
|
| R2 |
87.86 |
87.86 |
79.00 |
|
| R1 |
82.69 |
82.69 |
78.26 |
81.27 |
| PP |
79.85 |
79.85 |
79.85 |
79.14 |
| S1 |
74.68 |
74.68 |
76.80 |
73.26 |
| S2 |
71.84 |
71.84 |
76.06 |
|
| S3 |
63.83 |
66.67 |
75.33 |
|
| S4 |
55.82 |
58.66 |
73.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.01 |
74.98 |
10.03 |
13.0% |
3.96 |
5.2% |
19% |
False |
False |
59,445 |
| 10 |
87.80 |
74.98 |
12.82 |
16.7% |
3.65 |
4.7% |
15% |
False |
False |
50,641 |
| 20 |
94.13 |
74.98 |
19.15 |
24.9% |
3.78 |
4.9% |
10% |
False |
False |
45,685 |
| 40 |
94.13 |
74.98 |
19.15 |
24.9% |
3.65 |
4.7% |
10% |
False |
False |
38,926 |
| 60 |
97.59 |
74.98 |
22.61 |
29.4% |
3.88 |
5.0% |
9% |
False |
False |
33,132 |
| 80 |
108.63 |
74.98 |
33.65 |
43.7% |
3.82 |
5.0% |
6% |
False |
False |
27,806 |
| 100 |
108.63 |
74.98 |
33.65 |
43.7% |
3.67 |
4.8% |
6% |
False |
False |
23,673 |
| 120 |
108.63 |
74.98 |
33.65 |
43.7% |
3.53 |
4.6% |
6% |
False |
False |
20,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.45 |
|
2.618 |
85.71 |
|
1.618 |
82.81 |
|
1.000 |
81.02 |
|
0.618 |
79.91 |
|
HIGH |
78.12 |
|
0.618 |
77.01 |
|
0.500 |
76.67 |
|
0.382 |
76.33 |
|
LOW |
75.22 |
|
0.618 |
73.43 |
|
1.000 |
72.32 |
|
1.618 |
70.53 |
|
2.618 |
67.63 |
|
4.250 |
62.90 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
76.84 |
78.84 |
| PP |
76.76 |
78.20 |
| S1 |
76.67 |
77.57 |
|