NYMEX Light Sweet Crude Oil Future December 2022
Trading Metrics calculated at close of trading on 26-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
83.15 |
78.75 |
-4.40 |
-5.3% |
84.07 |
High |
83.45 |
79.76 |
-3.69 |
-4.4% |
85.99 |
Low |
77.64 |
75.70 |
-1.94 |
-2.5% |
77.64 |
Close |
78.25 |
76.18 |
-2.07 |
-2.6% |
78.25 |
Range |
5.81 |
4.06 |
-1.75 |
-30.1% |
8.35 |
ATR |
3.95 |
3.96 |
0.01 |
0.2% |
0.00 |
Volume |
143,233 |
106,229 |
-37,004 |
-25.8% |
606,300 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.39 |
86.85 |
78.41 |
|
R3 |
85.33 |
82.79 |
77.30 |
|
R2 |
81.27 |
81.27 |
76.92 |
|
R1 |
78.73 |
78.73 |
76.55 |
77.97 |
PP |
77.21 |
77.21 |
77.21 |
76.84 |
S1 |
74.67 |
74.67 |
75.81 |
73.91 |
S2 |
73.15 |
73.15 |
75.44 |
|
S3 |
69.09 |
70.61 |
75.06 |
|
S4 |
65.03 |
66.55 |
73.95 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.68 |
100.31 |
82.84 |
|
R3 |
97.33 |
91.96 |
80.55 |
|
R2 |
88.98 |
88.98 |
79.78 |
|
R1 |
83.61 |
83.61 |
79.02 |
82.12 |
PP |
80.63 |
80.63 |
80.63 |
79.88 |
S1 |
75.26 |
75.26 |
77.48 |
73.77 |
S2 |
72.28 |
72.28 |
76.72 |
|
S3 |
63.93 |
66.91 |
75.95 |
|
S4 |
55.58 |
58.56 |
73.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.99 |
75.70 |
10.29 |
13.5% |
4.09 |
5.4% |
5% |
False |
True |
124,187 |
10 |
88.83 |
75.70 |
13.13 |
17.2% |
3.92 |
5.1% |
4% |
False |
True |
117,370 |
20 |
95.55 |
75.70 |
19.85 |
26.1% |
4.05 |
5.3% |
2% |
False |
True |
113,749 |
40 |
95.55 |
75.70 |
19.85 |
26.1% |
3.90 |
5.1% |
2% |
False |
True |
104,556 |
60 |
99.79 |
75.70 |
24.09 |
31.6% |
4.16 |
5.5% |
2% |
False |
True |
98,907 |
80 |
110.78 |
75.70 |
35.08 |
46.0% |
4.14 |
5.4% |
1% |
False |
True |
92,211 |
100 |
110.78 |
75.70 |
35.08 |
46.0% |
4.01 |
5.3% |
1% |
False |
True |
85,720 |
120 |
110.78 |
75.70 |
35.08 |
46.0% |
3.90 |
5.1% |
1% |
False |
True |
80,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.02 |
2.618 |
90.39 |
1.618 |
86.33 |
1.000 |
83.82 |
0.618 |
82.27 |
HIGH |
79.76 |
0.618 |
78.21 |
0.500 |
77.73 |
0.382 |
77.25 |
LOW |
75.70 |
0.618 |
73.19 |
1.000 |
71.64 |
1.618 |
69.13 |
2.618 |
65.07 |
4.250 |
58.45 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
77.73 |
80.57 |
PP |
77.21 |
79.11 |
S1 |
76.70 |
77.64 |
|