NYMEX Light Sweet Crude Oil Future September 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 |
75.74 |
72.88 |
-2.86 |
-3.8% |
77.24 |
| High |
75.74 |
73.19 |
-2.55 |
-3.4% |
77.87 |
| Low |
72.00 |
69.80 |
-2.20 |
-3.1% |
72.00 |
| Close |
72.16 |
70.19 |
-1.97 |
-2.7% |
72.16 |
| Range |
3.74 |
3.39 |
-0.35 |
-9.4% |
5.87 |
| ATR |
2.54 |
2.60 |
0.06 |
2.4% |
0.00 |
| Volume |
6,568 |
5,385 |
-1,183 |
-18.0% |
30,833 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.23 |
79.10 |
72.05 |
|
| R3 |
77.84 |
75.71 |
71.12 |
|
| R2 |
74.45 |
74.45 |
70.81 |
|
| R1 |
72.32 |
72.32 |
70.50 |
71.69 |
| PP |
71.06 |
71.06 |
71.06 |
70.75 |
| S1 |
68.93 |
68.93 |
69.88 |
68.30 |
| S2 |
67.67 |
67.67 |
69.57 |
|
| S3 |
64.28 |
65.54 |
69.26 |
|
| S4 |
60.89 |
62.15 |
68.33 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.62 |
87.76 |
75.39 |
|
| R3 |
85.75 |
81.89 |
73.77 |
|
| R2 |
79.88 |
79.88 |
73.24 |
|
| R1 |
76.02 |
76.02 |
72.70 |
75.02 |
| PP |
74.01 |
74.01 |
74.01 |
73.51 |
| S1 |
70.15 |
70.15 |
71.62 |
69.15 |
| S2 |
68.14 |
68.14 |
71.08 |
|
| S3 |
62.27 |
64.28 |
70.55 |
|
| S4 |
56.40 |
58.41 |
68.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.87 |
69.80 |
8.07 |
11.5% |
2.93 |
4.2% |
5% |
False |
True |
6,126 |
| 10 |
81.33 |
69.80 |
11.53 |
16.4% |
2.68 |
3.8% |
3% |
False |
True |
5,751 |
| 20 |
85.55 |
69.80 |
15.75 |
22.4% |
2.45 |
3.5% |
2% |
False |
True |
5,951 |
| 40 |
85.94 |
69.80 |
16.14 |
23.0% |
2.41 |
3.4% |
2% |
False |
True |
5,028 |
| 60 |
88.10 |
69.80 |
18.30 |
26.1% |
2.59 |
3.7% |
2% |
False |
True |
4,829 |
| 80 |
96.71 |
69.80 |
26.91 |
38.3% |
2.50 |
3.6% |
1% |
False |
True |
4,481 |
| 100 |
96.71 |
69.80 |
26.91 |
38.3% |
2.32 |
3.3% |
1% |
False |
True |
3,859 |
| 120 |
96.71 |
69.80 |
26.91 |
38.3% |
2.21 |
3.2% |
1% |
False |
True |
3,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.60 |
|
2.618 |
82.07 |
|
1.618 |
78.68 |
|
1.000 |
76.58 |
|
0.618 |
75.29 |
|
HIGH |
73.19 |
|
0.618 |
71.90 |
|
0.500 |
71.50 |
|
0.382 |
71.09 |
|
LOW |
69.80 |
|
0.618 |
67.70 |
|
1.000 |
66.41 |
|
1.618 |
64.31 |
|
2.618 |
60.92 |
|
4.250 |
55.39 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
71.50 |
73.70 |
| PP |
71.06 |
72.53 |
| S1 |
70.63 |
71.36 |
|