NYMEX Light Sweet Crude Oil Future September 2023
Trading Metrics calculated at close of trading on 12-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
79.45 |
77.60 |
-1.85 |
-2.3% |
72.72 |
High |
79.61 |
78.27 |
-1.34 |
-1.7% |
81.82 |
Low |
77.03 |
75.88 |
-1.15 |
-1.5% |
72.35 |
Close |
77.90 |
76.63 |
-1.27 |
-1.6% |
80.95 |
Range |
2.58 |
2.39 |
-0.19 |
-7.4% |
9.47 |
ATR |
2.59 |
2.58 |
-0.01 |
-0.6% |
0.00 |
Volume |
5,239 |
9,676 |
4,437 |
84.7% |
36,185 |
|
Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.10 |
82.75 |
77.94 |
|
R3 |
81.71 |
80.36 |
77.29 |
|
R2 |
79.32 |
79.32 |
77.07 |
|
R1 |
77.97 |
77.97 |
76.85 |
77.45 |
PP |
76.93 |
76.93 |
76.93 |
76.67 |
S1 |
75.58 |
75.58 |
76.41 |
75.06 |
S2 |
74.54 |
74.54 |
76.19 |
|
S3 |
72.15 |
73.19 |
75.97 |
|
S4 |
69.76 |
70.80 |
75.32 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.78 |
103.34 |
86.16 |
|
R3 |
97.31 |
93.87 |
83.55 |
|
R2 |
87.84 |
87.84 |
82.69 |
|
R1 |
84.40 |
84.40 |
81.82 |
86.12 |
PP |
78.37 |
78.37 |
78.37 |
79.24 |
S1 |
74.93 |
74.93 |
80.08 |
76.65 |
S2 |
68.90 |
68.90 |
79.21 |
|
S3 |
59.43 |
65.46 |
78.35 |
|
S4 |
49.96 |
55.99 |
75.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.93 |
75.88 |
6.05 |
7.9% |
2.55 |
3.3% |
12% |
False |
True |
6,281 |
10 |
81.93 |
71.02 |
10.91 |
14.2% |
2.32 |
3.0% |
51% |
False |
False |
6,617 |
20 |
81.93 |
69.56 |
12.37 |
16.1% |
2.57 |
3.4% |
57% |
False |
False |
6,540 |
40 |
85.94 |
69.56 |
16.38 |
21.4% |
2.37 |
3.1% |
43% |
False |
False |
5,970 |
60 |
86.63 |
69.56 |
17.07 |
22.3% |
2.35 |
3.1% |
41% |
False |
False |
5,351 |
80 |
91.61 |
69.56 |
22.05 |
28.8% |
2.54 |
3.3% |
32% |
False |
False |
5,031 |
100 |
96.71 |
69.56 |
27.15 |
35.4% |
2.38 |
3.1% |
26% |
False |
False |
4,559 |
120 |
96.71 |
69.56 |
27.15 |
35.4% |
2.28 |
3.0% |
26% |
False |
False |
3,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.43 |
2.618 |
84.53 |
1.618 |
82.14 |
1.000 |
80.66 |
0.618 |
79.75 |
HIGH |
78.27 |
0.618 |
77.36 |
0.500 |
77.08 |
0.382 |
76.79 |
LOW |
75.88 |
0.618 |
74.40 |
1.000 |
73.49 |
1.618 |
72.01 |
2.618 |
69.62 |
4.250 |
65.72 |
|
|
Fisher Pivots for day following 12-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
77.08 |
78.91 |
PP |
76.93 |
78.15 |
S1 |
76.78 |
77.39 |
|