NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 01-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
83.21 |
80.90 |
-2.31 |
-2.8% |
82.40 |
High |
83.26 |
80.90 |
-2.36 |
-2.8% |
85.94 |
Low |
80.89 |
78.81 |
-2.08 |
-2.6% |
80.80 |
Close |
81.47 |
79.35 |
-2.12 |
-2.6% |
83.41 |
Range |
2.37 |
2.09 |
-0.28 |
-11.8% |
5.14 |
ATR |
2.55 |
2.56 |
0.01 |
0.3% |
0.00 |
Volume |
6,509 |
8,038 |
1,529 |
23.5% |
25,836 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.96 |
84.74 |
80.50 |
|
R3 |
83.87 |
82.65 |
79.92 |
|
R2 |
81.78 |
81.78 |
79.73 |
|
R1 |
80.56 |
80.56 |
79.54 |
80.13 |
PP |
79.69 |
79.69 |
79.69 |
79.47 |
S1 |
78.47 |
78.47 |
79.16 |
78.04 |
S2 |
77.60 |
77.60 |
78.97 |
|
S3 |
75.51 |
76.38 |
78.78 |
|
S4 |
73.42 |
74.29 |
78.20 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.80 |
96.25 |
86.24 |
|
R3 |
93.66 |
91.11 |
84.82 |
|
R2 |
88.52 |
88.52 |
84.35 |
|
R1 |
85.97 |
85.97 |
83.88 |
87.25 |
PP |
83.38 |
83.38 |
83.38 |
84.02 |
S1 |
80.83 |
80.83 |
82.94 |
82.11 |
S2 |
78.24 |
78.24 |
82.47 |
|
S3 |
73.10 |
75.69 |
82.00 |
|
S4 |
67.96 |
70.55 |
80.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.55 |
78.81 |
6.74 |
8.5% |
2.55 |
3.2% |
8% |
False |
True |
5,936 |
10 |
85.94 |
78.81 |
7.13 |
9.0% |
2.36 |
3.0% |
8% |
False |
True |
5,387 |
20 |
85.94 |
78.81 |
7.13 |
9.0% |
2.34 |
2.9% |
8% |
False |
True |
4,496 |
40 |
86.63 |
76.49 |
10.14 |
12.8% |
2.42 |
3.0% |
28% |
False |
False |
4,366 |
60 |
96.71 |
76.39 |
20.32 |
25.6% |
2.57 |
3.2% |
15% |
False |
False |
4,219 |
80 |
96.71 |
76.39 |
20.32 |
25.6% |
2.32 |
2.9% |
15% |
False |
False |
3,578 |
100 |
96.71 |
76.39 |
20.32 |
25.6% |
2.19 |
2.8% |
15% |
False |
False |
3,077 |
120 |
96.71 |
76.20 |
20.51 |
25.8% |
2.18 |
2.7% |
15% |
False |
False |
2,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.78 |
2.618 |
86.37 |
1.618 |
84.28 |
1.000 |
82.99 |
0.618 |
82.19 |
HIGH |
80.90 |
0.618 |
80.10 |
0.500 |
79.86 |
0.382 |
79.61 |
LOW |
78.81 |
0.618 |
77.52 |
1.000 |
76.72 |
1.618 |
75.43 |
2.618 |
73.34 |
4.250 |
69.93 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
79.86 |
82.18 |
PP |
79.69 |
81.24 |
S1 |
79.52 |
80.29 |
|