NYMEX Light Sweet Crude Oil Future February 2023
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
82.44 |
82.91 |
0.47 |
0.6% |
83.96 |
| High |
82.97 |
83.37 |
0.40 |
0.5% |
86.75 |
| Low |
79.37 |
80.60 |
1.23 |
1.5% |
81.54 |
| Close |
82.69 |
81.37 |
-1.32 |
-1.6% |
82.20 |
| Range |
3.60 |
2.77 |
-0.83 |
-23.1% |
5.21 |
| ATR |
3.41 |
3.36 |
-0.05 |
-1.3% |
0.00 |
| Volume |
17,887 |
20,148 |
2,261 |
12.6% |
124,193 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.09 |
88.50 |
82.89 |
|
| R3 |
87.32 |
85.73 |
82.13 |
|
| R2 |
84.55 |
84.55 |
81.88 |
|
| R1 |
82.96 |
82.96 |
81.62 |
82.37 |
| PP |
81.78 |
81.78 |
81.78 |
81.49 |
| S1 |
80.19 |
80.19 |
81.12 |
79.60 |
| S2 |
79.01 |
79.01 |
80.86 |
|
| S3 |
76.24 |
77.42 |
80.61 |
|
| S4 |
73.47 |
74.65 |
79.85 |
|
|
| 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 |
79.37 |
7.38 |
9.1% |
3.10 |
3.8% |
27% |
False |
False |
21,741 |
| 10 |
86.75 |
79.37 |
7.38 |
9.1% |
3.44 |
4.2% |
27% |
False |
False |
24,344 |
| 20 |
92.68 |
79.37 |
13.31 |
16.4% |
3.31 |
4.1% |
15% |
False |
False |
24,127 |
| 40 |
93.09 |
79.37 |
13.72 |
16.9% |
3.38 |
4.1% |
15% |
False |
False |
19,210 |
| 60 |
98.97 |
79.37 |
19.60 |
24.1% |
3.55 |
4.4% |
10% |
False |
False |
15,832 |
| 80 |
106.51 |
79.37 |
27.14 |
33.4% |
3.42 |
4.2% |
7% |
False |
False |
13,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.14 |
|
2.618 |
90.62 |
|
1.618 |
87.85 |
|
1.000 |
86.14 |
|
0.618 |
85.08 |
|
HIGH |
83.37 |
|
0.618 |
82.31 |
|
0.500 |
81.99 |
|
0.382 |
81.66 |
|
LOW |
80.60 |
|
0.618 |
78.89 |
|
1.000 |
77.83 |
|
1.618 |
76.12 |
|
2.618 |
73.35 |
|
4.250 |
68.83 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
81.99 |
81.37 |
| PP |
81.78 |
81.37 |
| S1 |
81.58 |
81.37 |
|