NYMEX Light Sweet Crude Oil Future January 2023
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 |
82.32 |
78.09 |
-4.23 |
-5.1% |
83.49 |
High |
82.70 |
78.94 |
-3.76 |
-4.5% |
85.01 |
Low |
77.00 |
74.98 |
-2.02 |
-2.6% |
77.00 |
Close |
77.53 |
75.45 |
-2.08 |
-2.7% |
77.53 |
Range |
5.70 |
3.96 |
-1.74 |
-30.5% |
8.01 |
ATR |
3.75 |
3.77 |
0.01 |
0.4% |
0.00 |
Volume |
65,373 |
43,303 |
-22,070 |
-33.8% |
271,197 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.34 |
85.85 |
77.63 |
|
R3 |
84.38 |
81.89 |
76.54 |
|
R2 |
80.42 |
80.42 |
76.18 |
|
R1 |
77.93 |
77.93 |
75.81 |
77.20 |
PP |
76.46 |
76.46 |
76.46 |
76.09 |
S1 |
73.97 |
73.97 |
75.09 |
73.24 |
S2 |
72.50 |
72.50 |
74.72 |
|
S3 |
68.54 |
70.01 |
74.36 |
|
S4 |
64.58 |
66.05 |
73.27 |
|
|
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 |
74.98 |
10.03 |
13.3% |
3.96 |
5.3% |
5% |
False |
True |
55,345 |
10 |
87.80 |
74.98 |
12.82 |
17.0% |
3.76 |
5.0% |
4% |
False |
True |
48,276 |
20 |
94.13 |
74.98 |
19.15 |
25.4% |
3.83 |
5.1% |
2% |
False |
True |
43,575 |
40 |
94.13 |
74.98 |
19.15 |
25.4% |
3.69 |
4.9% |
2% |
False |
True |
37,929 |
60 |
97.59 |
74.98 |
22.61 |
30.0% |
3.89 |
5.2% |
2% |
False |
True |
32,207 |
80 |
108.63 |
74.98 |
33.65 |
44.6% |
3.84 |
5.1% |
1% |
False |
True |
27,050 |
100 |
108.63 |
74.98 |
33.65 |
44.6% |
3.68 |
4.9% |
1% |
False |
True |
23,033 |
120 |
108.63 |
74.98 |
33.65 |
44.6% |
3.52 |
4.7% |
1% |
False |
True |
20,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.77 |
2.618 |
89.31 |
1.618 |
85.35 |
1.000 |
82.90 |
0.618 |
81.39 |
HIGH |
78.94 |
0.618 |
77.43 |
0.500 |
76.96 |
0.382 |
76.49 |
LOW |
74.98 |
0.618 |
72.53 |
1.000 |
71.02 |
1.618 |
68.57 |
2.618 |
64.61 |
4.250 |
58.15 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
76.96 |
79.78 |
PP |
76.46 |
78.34 |
S1 |
75.95 |
76.89 |
|