NYMEX Light Sweet Crude Oil Future November 2022


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 76.47 78.08 1.61 2.1% 84.81
High 79.51 82.34 2.83 3.6% 86.68
Low 76.42 76.55 0.13 0.2% 78.04
Close 78.50 82.15 3.65 4.6% 78.74
Range 3.09 5.79 2.70 87.4% 8.64
ATR 4.01 4.14 0.13 3.2% 0.00
Volume 283,614 324,678 41,064 14.5% 1,520,161
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 97.72 95.72 85.33
R3 91.93 89.93 83.74
R2 86.14 86.14 83.21
R1 84.14 84.14 82.68 85.14
PP 80.35 80.35 80.35 80.85
S1 78.35 78.35 81.62 79.35
S2 74.56 74.56 81.09
S3 68.77 72.56 80.56
S4 62.98 66.77 78.97
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 86.00 76.25 9.75 11.9% 4.48 5.5% 61% False False 305,396
10 88.70 76.25 12.45 15.2% 4.08 5.0% 47% False False 282,281
20 92.26 76.25 16.01 19.5% 4.07 5.0% 37% False False 205,648
40 96.82 76.25 20.57 25.0% 4.04 4.9% 29% False False 144,566
60 97.91 76.25 21.66 26.4% 4.18 5.1% 27% False False 114,001
80 112.98 76.25 36.73 44.7% 4.27 5.2% 16% False False 93,441
100 112.98 76.25 36.73 44.7% 4.13 5.0% 16% False False 78,573
120 112.98 76.25 36.73 44.7% 3.97 4.8% 16% False False 68,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.84
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.95
2.618 97.50
1.618 91.71
1.000 88.13
0.618 85.92
HIGH 82.34
0.618 80.13
0.500 79.45
0.382 78.76
LOW 76.55
0.618 72.97
1.000 70.76
1.618 67.18
2.618 61.39
4.250 51.94
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 81.25 81.20
PP 80.35 80.25
S1 79.45 79.30

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

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