NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
81.63 |
82.32 |
0.69 |
0.8% |
83.49 |
| High |
84.58 |
82.70 |
-1.88 |
-2.2% |
85.01 |
| Low |
81.13 |
77.00 |
-4.13 |
-5.1% |
77.00 |
| Close |
82.27 |
77.53 |
-4.74 |
-5.8% |
77.53 |
| Range |
3.45 |
5.70 |
2.25 |
65.2% |
8.01 |
| ATR |
3.60 |
3.75 |
0.15 |
4.2% |
0.00 |
| Volume |
60,222 |
65,373 |
5,151 |
8.6% |
271,197 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.18 |
92.55 |
80.67 |
|
| R3 |
90.48 |
86.85 |
79.10 |
|
| R2 |
84.78 |
84.78 |
78.58 |
|
| R1 |
81.15 |
81.15 |
78.05 |
80.12 |
| PP |
79.08 |
79.08 |
79.08 |
78.56 |
| S1 |
75.45 |
75.45 |
77.01 |
74.42 |
| S2 |
73.38 |
73.38 |
76.49 |
|
| S3 |
67.68 |
69.75 |
75.96 |
|
| S4 |
61.98 |
64.05 |
74.40 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.88 |
98.71 |
81.94 |
|
| R3 |
95.87 |
90.70 |
79.73 |
|
| R2 |
87.86 |
87.86 |
79.00 |
|
| R1 |
82.69 |
82.69 |
78.26 |
81.27 |
| PP |
79.85 |
79.85 |
79.85 |
79.14 |
| S1 |
74.68 |
74.68 |
76.80 |
73.26 |
| S2 |
71.84 |
71.84 |
76.06 |
|
| S3 |
63.83 |
66.67 |
75.33 |
|
| S4 |
55.82 |
58.66 |
73.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.01 |
77.00 |
8.01 |
10.3% |
3.95 |
5.1% |
7% |
False |
True |
54,239 |
| 10 |
87.80 |
77.00 |
10.80 |
13.9% |
3.72 |
4.8% |
5% |
False |
True |
47,103 |
| 20 |
94.13 |
77.00 |
17.13 |
22.1% |
3.78 |
4.9% |
3% |
False |
True |
43,240 |
| 40 |
94.50 |
77.00 |
17.50 |
22.6% |
3.69 |
4.8% |
3% |
False |
True |
37,502 |
| 60 |
97.92 |
77.00 |
20.92 |
27.0% |
3.89 |
5.0% |
3% |
False |
True |
31,770 |
| 80 |
108.63 |
77.00 |
31.63 |
40.8% |
3.81 |
4.9% |
2% |
False |
True |
26,629 |
| 100 |
108.63 |
77.00 |
31.63 |
40.8% |
3.66 |
4.7% |
2% |
False |
True |
22,667 |
| 120 |
108.63 |
77.00 |
31.63 |
40.8% |
3.52 |
4.5% |
2% |
False |
True |
20,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.93 |
|
2.618 |
97.62 |
|
1.618 |
91.92 |
|
1.000 |
88.40 |
|
0.618 |
86.22 |
|
HIGH |
82.70 |
|
0.618 |
80.52 |
|
0.500 |
79.85 |
|
0.382 |
79.18 |
|
LOW |
77.00 |
|
0.618 |
73.48 |
|
1.000 |
71.30 |
|
1.618 |
67.78 |
|
2.618 |
62.08 |
|
4.250 |
52.78 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
79.85 |
81.01 |
| PP |
79.08 |
79.85 |
| S1 |
78.30 |
78.69 |
|