NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
75.27 |
76.48 |
1.21 |
1.6% |
83.49 |
| High |
78.12 |
80.34 |
2.22 |
2.8% |
85.01 |
| Low |
75.22 |
74.96 |
-0.26 |
-0.3% |
77.00 |
| Close |
76.93 |
80.20 |
3.27 |
4.3% |
77.53 |
| Range |
2.90 |
5.38 |
2.48 |
85.5% |
8.01 |
| ATR |
3.71 |
3.82 |
0.12 |
3.2% |
0.00 |
| Volume |
68,413 |
72,314 |
3,901 |
5.7% |
271,197 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.64 |
92.80 |
83.16 |
|
| R3 |
89.26 |
87.42 |
81.68 |
|
| R2 |
83.88 |
83.88 |
81.19 |
|
| R1 |
82.04 |
82.04 |
80.69 |
82.96 |
| PP |
78.50 |
78.50 |
78.50 |
78.96 |
| S1 |
76.66 |
76.66 |
79.71 |
77.58 |
| S2 |
73.12 |
73.12 |
79.21 |
|
| S3 |
67.74 |
71.28 |
78.72 |
|
| S4 |
62.36 |
65.90 |
77.24 |
|
|
| 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 |
84.58 |
74.96 |
9.62 |
12.0% |
4.28 |
5.3% |
54% |
False |
True |
61,925 |
| 10 |
87.09 |
74.96 |
12.13 |
15.1% |
3.85 |
4.8% |
43% |
False |
True |
53,130 |
| 20 |
90.59 |
74.96 |
15.63 |
19.5% |
3.77 |
4.7% |
34% |
False |
True |
46,958 |
| 40 |
94.13 |
74.96 |
19.17 |
23.9% |
3.69 |
4.6% |
27% |
False |
True |
40,113 |
| 60 |
94.50 |
74.96 |
19.54 |
24.4% |
3.76 |
4.7% |
27% |
False |
True |
33,859 |
| 80 |
108.63 |
74.96 |
33.67 |
42.0% |
3.84 |
4.8% |
16% |
False |
True |
28,654 |
| 100 |
108.63 |
74.96 |
33.67 |
42.0% |
3.69 |
4.6% |
16% |
False |
True |
24,329 |
| 120 |
108.63 |
74.96 |
33.67 |
42.0% |
3.53 |
4.4% |
16% |
False |
True |
21,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
94.42 |
|
1.618 |
89.04 |
|
1.000 |
85.72 |
|
0.618 |
83.66 |
|
HIGH |
80.34 |
|
0.618 |
78.28 |
|
0.500 |
77.65 |
|
0.382 |
77.02 |
|
LOW |
74.96 |
|
0.618 |
71.64 |
|
1.000 |
69.58 |
|
1.618 |
66.26 |
|
2.618 |
60.88 |
|
4.250 |
52.10 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
79.35 |
79.35 |
| PP |
78.50 |
78.50 |
| S1 |
77.65 |
77.65 |
|