NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
72.88 |
70.39 |
-2.49 |
-3.4% |
77.24 |
| High |
73.19 |
72.15 |
-1.04 |
-1.4% |
77.87 |
| Low |
69.80 |
70.26 |
0.46 |
0.7% |
72.00 |
| Close |
70.19 |
70.94 |
0.75 |
1.1% |
72.16 |
| Range |
3.39 |
1.89 |
-1.50 |
-44.2% |
5.87 |
| ATR |
2.60 |
2.55 |
-0.05 |
-1.8% |
0.00 |
| Volume |
5,385 |
7,585 |
2,200 |
40.9% |
30,833 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.79 |
75.75 |
71.98 |
|
| R3 |
74.90 |
73.86 |
71.46 |
|
| R2 |
73.01 |
73.01 |
71.29 |
|
| R1 |
71.97 |
71.97 |
71.11 |
72.49 |
| PP |
71.12 |
71.12 |
71.12 |
71.38 |
| S1 |
70.08 |
70.08 |
70.77 |
70.60 |
| S2 |
69.23 |
69.23 |
70.59 |
|
| S3 |
67.34 |
68.19 |
70.42 |
|
| S4 |
65.45 |
66.30 |
69.90 |
|
|
| 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 |
11.4% |
2.89 |
4.1% |
14% |
False |
False |
6,199 |
| 10 |
81.33 |
69.80 |
11.53 |
16.3% |
2.59 |
3.6% |
10% |
False |
False |
5,911 |
| 20 |
85.55 |
69.80 |
15.75 |
22.2% |
2.41 |
3.4% |
7% |
False |
False |
6,154 |
| 40 |
85.94 |
69.80 |
16.14 |
22.8% |
2.41 |
3.4% |
7% |
False |
False |
5,108 |
| 60 |
88.10 |
69.80 |
18.30 |
25.8% |
2.59 |
3.6% |
6% |
False |
False |
4,895 |
| 80 |
96.71 |
69.80 |
26.91 |
37.9% |
2.48 |
3.5% |
4% |
False |
False |
4,516 |
| 100 |
96.71 |
69.80 |
26.91 |
37.9% |
2.34 |
3.3% |
4% |
False |
False |
3,930 |
| 120 |
96.71 |
69.80 |
26.91 |
37.9% |
2.21 |
3.1% |
4% |
False |
False |
3,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.18 |
|
2.618 |
77.10 |
|
1.618 |
75.21 |
|
1.000 |
74.04 |
|
0.618 |
73.32 |
|
HIGH |
72.15 |
|
0.618 |
71.43 |
|
0.500 |
71.21 |
|
0.382 |
70.98 |
|
LOW |
70.26 |
|
0.618 |
69.09 |
|
1.000 |
68.37 |
|
1.618 |
67.20 |
|
2.618 |
65.31 |
|
4.250 |
62.23 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
71.21 |
72.77 |
| PP |
71.12 |
72.16 |
| S1 |
71.03 |
71.55 |
|