NYMEX Light Sweet Crude Oil Future November 2022


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 78.08 81.90 3.82 4.9% 84.81
High 82.34 82.94 0.60 0.7% 86.68
Low 76.55 80.34 3.79 5.0% 78.04
Close 82.15 81.23 -0.92 -1.1% 78.74
Range 5.79 2.60 -3.19 -55.1% 8.64
ATR 4.14 4.03 -0.11 -2.7% 0.00
Volume 324,678 286,126 -38,552 -11.9% 1,520,161
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 89.30 87.87 82.66
R3 86.70 85.27 81.95
R2 84.10 84.10 81.71
R1 82.67 82.67 81.47 82.09
PP 81.50 81.50 81.50 81.21
S1 80.07 80.07 80.99 79.49
S2 78.90 78.90 80.75
S3 76.30 77.47 80.52
S4 73.70 74.87 79.80
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 83.92 76.25 7.67 9.4% 4.28 5.3% 65% False False 301,923
10 86.68 76.25 10.43 12.8% 3.88 4.8% 48% False False 292,664
20 89.99 76.25 13.74 16.9% 3.98 4.9% 36% False False 214,981
40 96.82 76.25 20.57 25.3% 3.96 4.9% 24% False False 149,654
60 97.91 76.25 21.66 26.7% 4.12 5.1% 23% False False 117,874
80 112.98 76.25 36.73 45.2% 4.27 5.3% 14% False False 96,814
100 112.98 76.25 36.73 45.2% 4.13 5.1% 14% False False 81,216
120 112.98 76.25 36.73 45.2% 3.97 4.9% 14% False False 70,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.95
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 93.99
2.618 89.75
1.618 87.15
1.000 85.54
0.618 84.55
HIGH 82.94
0.618 81.95
0.500 81.64
0.382 81.33
LOW 80.34
0.618 78.73
1.000 77.74
1.618 76.13
2.618 73.53
4.250 69.29
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 81.64 80.71
PP 81.50 80.20
S1 81.37 79.68

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

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