NYMEX Light Sweet Crude Oil Future February 2023
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
85.90 |
81.89 |
-4.01 |
-4.7% |
83.96 |
| High |
85.98 |
83.36 |
-2.62 |
-3.0% |
86.75 |
| Low |
81.72 |
81.54 |
-0.18 |
-0.2% |
81.54 |
| Close |
82.02 |
82.20 |
0.18 |
0.2% |
82.20 |
| Range |
4.26 |
1.82 |
-2.44 |
-57.3% |
5.21 |
| ATR |
3.51 |
3.39 |
-0.12 |
-3.4% |
0.00 |
| Volume |
20,331 |
23,475 |
3,144 |
15.5% |
124,193 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.83 |
86.83 |
83.20 |
|
| R3 |
86.01 |
85.01 |
82.70 |
|
| R2 |
84.19 |
84.19 |
82.53 |
|
| R1 |
83.19 |
83.19 |
82.37 |
83.69 |
| PP |
82.37 |
82.37 |
82.37 |
82.62 |
| S1 |
81.37 |
81.37 |
82.03 |
81.87 |
| S2 |
80.55 |
80.55 |
81.87 |
|
| S3 |
78.73 |
79.55 |
81.70 |
|
| S4 |
76.91 |
77.73 |
81.20 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.13 |
95.87 |
85.07 |
|
| R3 |
93.92 |
90.66 |
83.63 |
|
| R2 |
88.71 |
88.71 |
83.16 |
|
| R1 |
85.45 |
85.45 |
82.68 |
84.48 |
| PP |
83.50 |
83.50 |
83.50 |
83.01 |
| S1 |
80.24 |
80.24 |
81.72 |
79.27 |
| S2 |
78.29 |
78.29 |
81.24 |
|
| S3 |
73.08 |
75.03 |
80.77 |
|
| S4 |
67.87 |
69.82 |
79.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.75 |
81.54 |
5.21 |
6.3% |
3.27 |
4.0% |
13% |
False |
True |
24,838 |
| 10 |
87.51 |
79.45 |
8.06 |
9.8% |
3.40 |
4.1% |
34% |
False |
False |
26,440 |
| 20 |
92.68 |
79.45 |
13.23 |
16.1% |
3.35 |
4.1% |
21% |
False |
False |
23,936 |
| 40 |
93.09 |
79.45 |
13.64 |
16.6% |
3.35 |
4.1% |
20% |
False |
False |
18,861 |
| 60 |
98.97 |
79.45 |
19.52 |
23.7% |
3.57 |
4.3% |
14% |
False |
False |
15,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.10 |
|
2.618 |
88.12 |
|
1.618 |
86.30 |
|
1.000 |
85.18 |
|
0.618 |
84.48 |
|
HIGH |
83.36 |
|
0.618 |
82.66 |
|
0.500 |
82.45 |
|
0.382 |
82.24 |
|
LOW |
81.54 |
|
0.618 |
80.42 |
|
1.000 |
79.72 |
|
1.618 |
78.60 |
|
2.618 |
76.78 |
|
4.250 |
73.81 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
82.45 |
84.15 |
| PP |
82.37 |
83.50 |
| S1 |
82.28 |
82.85 |
|