NYMEX Light Sweet Crude Oil Future March 2023
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
73.64 |
74.59 |
0.95 |
1.3% |
81.42 |
| High |
76.32 |
78.12 |
1.80 |
2.4% |
82.90 |
| Low |
73.64 |
73.28 |
-0.36 |
-0.5% |
75.57 |
| Close |
75.08 |
78.02 |
2.94 |
3.9% |
75.95 |
| Range |
2.68 |
4.84 |
2.16 |
80.6% |
7.33 |
| ATR |
3.36 |
3.47 |
0.11 |
3.1% |
0.00 |
| Volume |
41,737 |
42,994 |
1,257 |
3.0% |
171,439 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.99 |
89.35 |
80.68 |
|
| R3 |
86.15 |
84.51 |
79.35 |
|
| R2 |
81.31 |
81.31 |
78.91 |
|
| R1 |
79.67 |
79.67 |
78.46 |
80.49 |
| PP |
76.47 |
76.47 |
76.47 |
76.89 |
| S1 |
74.83 |
74.83 |
77.58 |
75.65 |
| S2 |
71.63 |
71.63 |
77.13 |
|
| S3 |
66.79 |
69.99 |
76.69 |
|
| S4 |
61.95 |
65.15 |
75.36 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.13 |
95.37 |
79.98 |
|
| R3 |
92.80 |
88.04 |
77.97 |
|
| R2 |
85.47 |
85.47 |
77.29 |
|
| R1 |
80.71 |
80.71 |
76.62 |
79.43 |
| PP |
78.14 |
78.14 |
78.14 |
77.50 |
| S1 |
73.38 |
73.38 |
75.28 |
72.10 |
| S2 |
70.81 |
70.81 |
74.61 |
|
| S3 |
63.48 |
66.05 |
73.93 |
|
| S4 |
56.15 |
58.72 |
71.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.59 |
73.28 |
9.31 |
11.9% |
3.94 |
5.1% |
51% |
False |
True |
37,054 |
| 10 |
85.16 |
73.28 |
11.88 |
15.2% |
3.54 |
4.5% |
40% |
False |
True |
35,026 |
| 20 |
88.55 |
73.28 |
15.27 |
19.6% |
3.41 |
4.4% |
31% |
False |
True |
34,364 |
| 40 |
91.44 |
73.28 |
18.16 |
23.3% |
3.31 |
4.2% |
26% |
False |
True |
28,077 |
| 60 |
91.86 |
73.28 |
18.58 |
23.8% |
3.37 |
4.3% |
26% |
False |
True |
23,992 |
| 80 |
104.91 |
73.28 |
31.63 |
40.5% |
3.45 |
4.4% |
15% |
False |
True |
20,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.69 |
|
2.618 |
90.79 |
|
1.618 |
85.95 |
|
1.000 |
82.96 |
|
0.618 |
81.11 |
|
HIGH |
78.12 |
|
0.618 |
76.27 |
|
0.500 |
75.70 |
|
0.382 |
75.13 |
|
LOW |
73.28 |
|
0.618 |
70.29 |
|
1.000 |
68.44 |
|
1.618 |
65.45 |
|
2.618 |
60.61 |
|
4.250 |
52.71 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
77.25 |
77.25 |
| PP |
76.47 |
76.47 |
| S1 |
75.70 |
75.70 |
|