NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
79.96 |
79.86 |
-0.10 |
-0.1% |
78.09 |
| High |
80.89 |
80.65 |
-0.24 |
-0.3% |
80.89 |
| Low |
78.47 |
77.40 |
-1.07 |
-1.4% |
74.96 |
| Close |
79.42 |
77.75 |
-1.67 |
-2.1% |
77.75 |
| Range |
2.42 |
3.25 |
0.83 |
34.3% |
5.93 |
| ATR |
3.72 |
3.69 |
-0.03 |
-0.9% |
0.00 |
| Volume |
64,123 |
58,103 |
-6,020 |
-9.4% |
306,256 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.35 |
86.30 |
79.54 |
|
| R3 |
85.10 |
83.05 |
78.64 |
|
| R2 |
81.85 |
81.85 |
78.35 |
|
| R1 |
79.80 |
79.80 |
78.05 |
79.20 |
| PP |
78.60 |
78.60 |
78.60 |
78.30 |
| S1 |
76.55 |
76.55 |
77.45 |
75.95 |
| S2 |
75.35 |
75.35 |
77.15 |
|
| S3 |
72.10 |
73.30 |
76.86 |
|
| S4 |
68.85 |
70.05 |
75.96 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.66 |
92.63 |
81.01 |
|
| R3 |
89.73 |
86.70 |
79.38 |
|
| R2 |
83.80 |
83.80 |
78.84 |
|
| R1 |
80.77 |
80.77 |
78.29 |
79.32 |
| PP |
77.87 |
77.87 |
77.87 |
77.14 |
| S1 |
74.84 |
74.84 |
77.21 |
73.39 |
| S2 |
71.94 |
71.94 |
76.66 |
|
| S3 |
66.01 |
68.91 |
76.12 |
|
| S4 |
60.08 |
62.98 |
74.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.89 |
74.96 |
5.93 |
7.6% |
3.58 |
4.6% |
47% |
False |
False |
61,251 |
| 10 |
85.01 |
74.96 |
10.05 |
12.9% |
3.77 |
4.8% |
28% |
False |
False |
57,745 |
| 20 |
88.47 |
74.96 |
13.51 |
17.4% |
3.70 |
4.8% |
21% |
False |
False |
49,512 |
| 40 |
94.13 |
74.96 |
19.17 |
24.7% |
3.61 |
4.6% |
15% |
False |
False |
41,732 |
| 60 |
94.50 |
74.96 |
19.54 |
25.1% |
3.67 |
4.7% |
14% |
False |
False |
35,340 |
| 80 |
108.63 |
74.96 |
33.67 |
43.3% |
3.86 |
5.0% |
8% |
False |
False |
29,964 |
| 100 |
108.63 |
74.96 |
33.67 |
43.3% |
3.67 |
4.7% |
8% |
False |
False |
25,366 |
| 120 |
108.63 |
74.96 |
33.67 |
43.3% |
3.54 |
4.6% |
8% |
False |
False |
22,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.46 |
|
2.618 |
89.16 |
|
1.618 |
85.91 |
|
1.000 |
83.90 |
|
0.618 |
82.66 |
|
HIGH |
80.65 |
|
0.618 |
79.41 |
|
0.500 |
79.03 |
|
0.382 |
78.64 |
|
LOW |
77.40 |
|
0.618 |
75.39 |
|
1.000 |
74.15 |
|
1.618 |
72.14 |
|
2.618 |
68.89 |
|
4.250 |
63.59 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
79.03 |
77.93 |
| PP |
78.60 |
77.87 |
| S1 |
78.18 |
77.81 |
|