NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
77.24 |
77.31 |
0.07 |
0.1% |
78.50 |
| High |
77.38 |
77.63 |
0.25 |
0.3% |
81.33 |
| Low |
74.58 |
75.55 |
0.97 |
1.3% |
76.82 |
| Close |
77.20 |
75.86 |
-1.34 |
-1.7% |
76.89 |
| Range |
2.80 |
2.08 |
-0.72 |
-25.7% |
4.51 |
| ATR |
2.42 |
2.39 |
-0.02 |
-1.0% |
0.00 |
| Volume |
5,584 |
7,224 |
1,640 |
29.4% |
25,780 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.59 |
81.30 |
77.00 |
|
| R3 |
80.51 |
79.22 |
76.43 |
|
| R2 |
78.43 |
78.43 |
76.24 |
|
| R1 |
77.14 |
77.14 |
76.05 |
76.75 |
| PP |
76.35 |
76.35 |
76.35 |
76.15 |
| S1 |
75.06 |
75.06 |
75.67 |
74.67 |
| S2 |
74.27 |
74.27 |
75.48 |
|
| S3 |
72.19 |
72.98 |
75.29 |
|
| S4 |
70.11 |
70.90 |
74.72 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.88 |
88.89 |
79.37 |
|
| R3 |
87.37 |
84.38 |
78.13 |
|
| R2 |
82.86 |
82.86 |
77.72 |
|
| R1 |
79.87 |
79.87 |
77.30 |
79.11 |
| PP |
78.35 |
78.35 |
78.35 |
77.97 |
| S1 |
75.36 |
75.36 |
76.48 |
74.60 |
| S2 |
73.84 |
73.84 |
76.06 |
|
| S3 |
69.33 |
70.85 |
75.65 |
|
| S4 |
64.82 |
66.34 |
74.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.33 |
74.58 |
6.75 |
8.9% |
2.28 |
3.0% |
19% |
False |
False |
5,623 |
| 10 |
81.33 |
74.58 |
6.75 |
8.9% |
2.27 |
3.0% |
19% |
False |
False |
5,694 |
| 20 |
85.94 |
74.58 |
11.36 |
15.0% |
2.19 |
2.9% |
11% |
False |
False |
5,863 |
| 40 |
86.63 |
74.58 |
12.05 |
15.9% |
2.31 |
3.0% |
11% |
False |
False |
4,910 |
| 60 |
91.11 |
74.58 |
16.53 |
21.8% |
2.54 |
3.4% |
8% |
False |
False |
4,658 |
| 80 |
96.71 |
74.58 |
22.13 |
29.2% |
2.42 |
3.2% |
6% |
False |
False |
4,303 |
| 100 |
96.71 |
74.58 |
22.13 |
29.2% |
2.26 |
3.0% |
6% |
False |
False |
3,670 |
| 120 |
96.71 |
74.58 |
22.13 |
29.2% |
2.17 |
2.9% |
6% |
False |
False |
3,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.47 |
|
2.618 |
83.08 |
|
1.618 |
81.00 |
|
1.000 |
79.71 |
|
0.618 |
78.92 |
|
HIGH |
77.63 |
|
0.618 |
76.84 |
|
0.500 |
76.59 |
|
0.382 |
76.34 |
|
LOW |
75.55 |
|
0.618 |
74.26 |
|
1.000 |
73.47 |
|
1.618 |
72.18 |
|
2.618 |
70.10 |
|
4.250 |
66.71 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
76.59 |
76.19 |
| PP |
76.35 |
76.08 |
| S1 |
76.10 |
75.97 |
|