NYMEX Light Sweet Crude Oil Future November 2022


Trading Metrics calculated at close of trading on 12-Sep-2022
Day Change Summary
Previous Current
09-Sep-2022 12-Sep-2022 Change Change % Previous Week
Open 82.30 85.84 3.54 4.3% 86.49
High 86.68 88.64 1.96 2.3% 89.99
Low 82.23 84.78 2.55 3.1% 80.89
Close 86.36 87.41 1.05 1.2% 86.36
Range 4.45 3.86 -0.59 -13.3% 9.10
ATR 4.13 4.11 -0.02 -0.5% 0.00
Volume 139,120 133,775 -5,345 -3.8% 498,444
Daily Pivots for day following 12-Sep-2022
Classic Woodie Camarilla DeMark
R4 98.52 96.83 89.53
R3 94.66 92.97 88.47
R2 90.80 90.80 88.12
R1 89.11 89.11 87.76 89.96
PP 86.94 86.94 86.94 87.37
S1 85.25 85.25 87.06 86.10
S2 83.08 83.08 86.70
S3 79.22 81.39 86.35
S4 75.36 77.53 85.29
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 113.05 108.80 91.37
R3 103.95 99.70 88.86
R2 94.85 94.85 88.03
R1 90.60 90.60 87.19 88.18
PP 85.75 85.75 85.75 84.53
S1 81.50 81.50 85.53 79.08
S2 76.65 76.65 84.69
S3 67.55 72.40 83.86
S4 58.45 63.30 81.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.99 80.89 9.10 10.4% 4.28 4.9% 72% False False 126,443
10 96.82 80.89 15.93 18.2% 4.40 5.0% 41% False False 110,406
20 96.82 80.89 15.93 18.2% 4.05 4.6% 41% False False 97,899
40 97.91 80.89 17.02 19.5% 4.04 4.6% 38% False False 82,761
60 108.93 80.89 28.04 32.1% 4.44 5.1% 23% False False 67,405
80 112.98 80.89 32.09 36.7% 4.15 4.8% 20% False False 56,013
100 112.98 80.89 32.09 36.7% 4.02 4.6% 20% False False 48,464
120 112.98 80.89 32.09 36.7% 3.96 4.5% 20% False False 42,466
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.05
2.618 98.75
1.618 94.89
1.000 92.50
0.618 91.03
HIGH 88.64
0.618 87.17
0.500 86.71
0.382 86.25
LOW 84.78
0.618 82.39
1.000 80.92
1.618 78.53
2.618 74.67
4.250 68.38
Fisher Pivots for day following 12-Sep-2022
Pivot 1 day 3 day
R1 87.18 86.53
PP 86.94 85.65
S1 86.71 84.77

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

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