NYMEX Light Sweet Crude Oil Future November 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 84.81 85.02 0.21 0.2% 85.84
High 85.88 86.12 0.24 0.3% 89.63
Low 81.73 83.01 1.28 1.6% 83.86
Close 85.36 83.94 -1.42 -1.7% 84.76
Range 4.15 3.11 -1.04 -25.1% 5.77
ATR 4.02 3.96 -0.07 -1.6% 0.00
Volume 262,902 279,813 16,911 6.4% 938,711
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 93.69 91.92 85.65
R3 90.58 88.81 84.80
R2 87.47 87.47 84.51
R1 85.70 85.70 84.23 85.03
PP 84.36 84.36 84.36 84.02
S1 82.59 82.59 83.65 81.92
S2 81.25 81.25 83.37
S3 78.14 79.48 83.08
S4 75.03 76.37 82.23
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 103.39 99.85 87.93
R3 97.62 94.08 86.35
R2 91.85 91.85 85.82
R1 88.31 88.31 85.29 87.20
PP 86.08 86.08 86.08 85.53
S1 82.54 82.54 84.23 81.43
S2 80.31 80.31 83.70
S3 74.54 76.77 83.17
S4 68.77 71.00 81.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.63 81.73 7.90 9.4% 3.61 4.3% 28% False False 232,834
10 89.63 80.89 8.74 10.4% 3.96 4.7% 35% False False 187,521
20 96.82 80.89 15.93 19.0% 3.94 4.7% 19% False False 140,930
40 97.91 80.89 17.02 20.3% 4.00 4.8% 18% False False 107,568
60 105.33 80.89 24.44 29.1% 4.29 5.1% 12% False False 86,529
80 112.98 80.89 32.09 38.2% 4.21 5.0% 10% False False 71,676
100 112.98 80.89 32.09 38.2% 4.06 4.8% 10% False False 61,093
120 112.98 80.89 32.09 38.2% 3.92 4.7% 10% False False 53,175
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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.34
2.618 94.26
1.618 91.15
1.000 89.23
0.618 88.04
HIGH 86.12
0.618 84.93
0.500 84.57
0.382 84.20
LOW 83.01
0.618 81.09
1.000 79.90
1.618 77.98
2.618 74.87
4.250 69.79
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 84.57 83.96
PP 84.36 83.95
S1 84.15 83.95

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

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