NYMEX Light Sweet Crude Oil Future October 2022


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 85.21 85.61 0.40 0.5% 86.25
High 86.22 86.45 0.23 0.3% 90.19
Low 82.10 83.52 1.42 1.7% 84.27
Close 85.73 84.45 -1.28 -1.5% 85.11
Range 4.12 2.93 -1.19 -28.9% 5.92
ATR 4.13 4.05 -0.09 -2.1% 0.00
Volume 59,626 17,105 -42,521 -71.3% 1,281,670
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 93.60 91.95 86.06
R3 90.67 89.02 85.26
R2 87.74 87.74 84.99
R1 86.09 86.09 84.72 85.45
PP 84.81 84.81 84.81 84.49
S1 83.16 83.16 84.18 82.52
S2 81.88 81.88 83.91
S3 78.95 80.23 83.64
S4 76.02 77.30 82.84
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 104.28 100.62 88.37
R3 98.36 94.70 86.74
R2 92.44 92.44 86.20
R1 88.78 88.78 85.65 87.65
PP 86.52 86.52 86.52 85.96
S1 82.86 82.86 84.57 81.73
S2 80.60 80.60 84.02
S3 74.68 76.94 83.48
S4 68.76 71.02 81.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.19 82.10 8.09 9.6% 3.60 4.3% 29% False False 147,059
10 90.19 81.20 8.99 10.6% 4.00 4.7% 36% False False 238,713
20 97.66 81.20 16.46 19.5% 4.03 4.8% 20% False False 278,908
40 99.75 81.20 18.55 22.0% 4.14 4.9% 18% False False 218,235
60 108.07 81.20 26.87 31.8% 4.47 5.3% 12% False False 173,236
80 115.44 81.20 34.24 40.5% 4.42 5.2% 9% False False 140,347
100 115.44 81.20 34.24 40.5% 4.28 5.1% 9% False False 116,871
120 115.44 81.20 34.24 40.5% 4.15 4.9% 9% False False 100,317
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.90
2.618 94.12
1.618 91.19
1.000 89.38
0.618 88.26
HIGH 86.45
0.618 85.33
0.500 84.99
0.382 84.64
LOW 83.52
0.618 81.71
1.000 80.59
1.618 78.78
2.618 75.85
4.250 71.07
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 84.99 84.42
PP 84.81 84.38
S1 84.63 84.35

These figures are updated between 7pm and 10pm EST after a trading day.

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