NYMEX Light Sweet Crude Oil Future November 2022


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 79.23 76.47 -2.76 -3.5% 84.81
High 80.31 79.51 -0.80 -1.0% 86.68
Low 76.25 76.42 0.17 0.2% 78.04
Close 76.71 78.50 1.79 2.3% 78.74
Range 4.06 3.09 -0.97 -23.9% 8.64
ATR 4.08 4.01 -0.07 -1.7% 0.00
Volume 280,927 283,614 2,687 1.0% 1,520,161
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 87.41 86.05 80.20
R3 84.32 82.96 79.35
R2 81.23 81.23 79.07
R1 79.87 79.87 78.78 80.55
PP 78.14 78.14 78.14 78.49
S1 76.78 76.78 78.22 77.46
S2 75.05 75.05 77.93
S3 71.96 73.69 77.65
S4 68.87 70.60 76.80
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 107.07 101.55 83.49
R3 98.43 92.91 81.12
R2 89.79 89.79 80.32
R1 84.27 84.27 79.53 82.71
PP 81.15 81.15 81.15 80.38
S1 75.63 75.63 77.95 74.07
S2 72.51 72.51 77.16
S3 63.87 66.99 76.36
S4 55.23 58.35 73.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.68 76.25 10.43 13.3% 4.16 5.3% 22% False False 308,397
10 89.63 76.25 13.38 17.0% 3.89 5.0% 17% False False 270,615
20 96.82 76.25 20.57 26.2% 4.12 5.2% 11% False False 195,432
40 96.82 76.25 20.57 26.2% 3.99 5.1% 11% False False 138,379
60 102.18 76.25 25.93 33.0% 4.30 5.5% 9% False False 109,656
80 112.98 76.25 36.73 46.8% 4.25 5.4% 6% False False 89,572
100 112.98 76.25 36.73 46.8% 4.11 5.2% 6% False False 75,508
120 112.98 76.25 36.73 46.8% 3.97 5.1% 6% False False 65,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.64
2.618 87.60
1.618 84.51
1.000 82.60
0.618 81.42
HIGH 79.51
0.618 78.33
0.500 77.97
0.382 77.60
LOW 76.42
0.618 74.51
1.000 73.33
1.618 71.42
2.618 68.33
4.250 63.29
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 78.32 80.09
PP 78.14 79.56
S1 77.97 79.03

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

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