NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
84.01 |
85.86 |
1.85 |
2.2% |
78.09 |
| High |
86.18 |
87.08 |
0.90 |
1.0% |
80.89 |
| Low |
83.38 |
85.03 |
1.65 |
2.0% |
74.96 |
| Close |
85.70 |
86.51 |
0.81 |
0.9% |
77.75 |
| Range |
2.80 |
2.05 |
-0.75 |
-26.8% |
5.93 |
| ATR |
3.67 |
3.55 |
-0.12 |
-3.2% |
0.00 |
| Volume |
87,019 |
53,307 |
-33,712 |
-38.7% |
306,256 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.36 |
91.48 |
87.64 |
|
| R3 |
90.31 |
89.43 |
87.07 |
|
| R2 |
88.26 |
88.26 |
86.89 |
|
| R1 |
87.38 |
87.38 |
86.70 |
87.82 |
| PP |
86.21 |
86.21 |
86.21 |
86.43 |
| S1 |
85.33 |
85.33 |
86.32 |
85.77 |
| S2 |
84.16 |
84.16 |
86.13 |
|
| S3 |
82.11 |
83.28 |
85.95 |
|
| S4 |
80.06 |
81.23 |
85.38 |
|
|
| 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 |
87.08 |
77.40 |
9.68 |
11.2% |
2.95 |
3.4% |
94% |
True |
False |
70,439 |
| 10 |
87.08 |
74.96 |
12.12 |
14.0% |
3.51 |
4.1% |
95% |
True |
False |
66,572 |
| 20 |
87.80 |
74.96 |
12.84 |
14.8% |
3.54 |
4.1% |
90% |
False |
False |
55,521 |
| 40 |
94.13 |
74.96 |
19.17 |
22.2% |
3.54 |
4.1% |
60% |
False |
False |
45,652 |
| 60 |
94.50 |
74.96 |
19.54 |
22.6% |
3.60 |
4.2% |
59% |
False |
False |
39,296 |
| 80 |
107.83 |
74.96 |
32.87 |
38.0% |
3.86 |
4.5% |
35% |
False |
False |
33,082 |
| 100 |
108.63 |
74.96 |
33.67 |
38.9% |
3.64 |
4.2% |
34% |
False |
False |
28,019 |
| 120 |
108.63 |
74.96 |
33.67 |
38.9% |
3.53 |
4.1% |
34% |
False |
False |
24,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.79 |
|
2.618 |
92.45 |
|
1.618 |
90.40 |
|
1.000 |
89.13 |
|
0.618 |
88.35 |
|
HIGH |
87.08 |
|
0.618 |
86.30 |
|
0.500 |
86.06 |
|
0.382 |
85.81 |
|
LOW |
85.03 |
|
0.618 |
83.76 |
|
1.000 |
82.98 |
|
1.618 |
81.71 |
|
2.618 |
79.66 |
|
4.250 |
76.32 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.36 |
85.70 |
| PP |
86.21 |
84.89 |
| S1 |
86.06 |
84.08 |
|