NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
79.86 |
79.45 |
-0.41 |
-0.5% |
78.09 |
| High |
80.65 |
82.31 |
1.66 |
2.1% |
80.89 |
| Low |
77.40 |
79.18 |
1.78 |
2.3% |
74.96 |
| Close |
77.75 |
81.38 |
3.63 |
4.7% |
77.75 |
| Range |
3.25 |
3.13 |
-0.12 |
-3.7% |
5.93 |
| ATR |
3.69 |
3.75 |
0.06 |
1.7% |
0.00 |
| Volume |
58,103 |
77,504 |
19,401 |
33.4% |
306,256 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.35 |
88.99 |
83.10 |
|
| R3 |
87.22 |
85.86 |
82.24 |
|
| R2 |
84.09 |
84.09 |
81.95 |
|
| R1 |
82.73 |
82.73 |
81.67 |
83.41 |
| PP |
80.96 |
80.96 |
80.96 |
81.30 |
| S1 |
79.60 |
79.60 |
81.09 |
80.28 |
| S2 |
77.83 |
77.83 |
80.81 |
|
| S3 |
74.70 |
76.47 |
80.52 |
|
| S4 |
71.57 |
73.34 |
79.66 |
|
|
| 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 |
82.31 |
74.96 |
7.35 |
9.0% |
3.42 |
4.2% |
87% |
True |
False |
68,091 |
| 10 |
85.01 |
74.96 |
10.05 |
12.3% |
3.69 |
4.5% |
64% |
False |
False |
61,718 |
| 20 |
88.47 |
74.96 |
13.51 |
16.6% |
3.72 |
4.6% |
48% |
False |
False |
51,666 |
| 40 |
94.13 |
74.96 |
19.17 |
23.6% |
3.60 |
4.4% |
33% |
False |
False |
42,915 |
| 60 |
94.50 |
74.96 |
19.54 |
24.0% |
3.67 |
4.5% |
33% |
False |
False |
36,448 |
| 80 |
108.63 |
74.96 |
33.67 |
41.4% |
3.86 |
4.7% |
19% |
False |
False |
30,832 |
| 100 |
108.63 |
74.96 |
33.67 |
41.4% |
3.66 |
4.5% |
19% |
False |
False |
26,048 |
| 120 |
108.63 |
74.96 |
33.67 |
41.4% |
3.54 |
4.4% |
19% |
False |
False |
22,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.61 |
|
2.618 |
90.50 |
|
1.618 |
87.37 |
|
1.000 |
85.44 |
|
0.618 |
84.24 |
|
HIGH |
82.31 |
|
0.618 |
81.11 |
|
0.500 |
80.75 |
|
0.382 |
80.38 |
|
LOW |
79.18 |
|
0.618 |
77.25 |
|
1.000 |
76.05 |
|
1.618 |
74.12 |
|
2.618 |
70.99 |
|
4.250 |
65.88 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
81.17 |
80.87 |
| PP |
80.96 |
80.36 |
| S1 |
80.75 |
79.86 |
|