NYMEX Light Sweet Crude Oil Future December 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 78.75 75.90 -2.85 -3.6% 84.07
High 79.76 78.92 -0.84 -1.1% 85.99
Low 75.70 75.88 0.18 0.2% 77.64
Close 76.18 77.81 1.63 2.1% 78.25
Range 4.06 3.04 -1.02 -25.1% 8.35
ATR 3.96 3.89 -0.07 -1.7% 0.00
Volume 106,229 123,816 17,587 16.6% 606,300
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 86.66 85.27 79.48
R3 83.62 82.23 78.65
R2 80.58 80.58 78.37
R1 79.19 79.19 78.09 79.89
PP 77.54 77.54 77.54 77.88
S1 76.15 76.15 77.53 76.85
S2 74.50 74.50 77.25
S3 71.46 73.11 76.97
S4 68.42 70.07 76.14
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 105.68 100.31 82.84
R3 97.33 91.96 80.55
R2 88.98 88.98 79.78
R1 83.61 83.61 79.02 82.12
PP 80.63 80.63 80.63 79.88
S1 75.26 75.26 77.48 73.77
S2 72.28 72.28 76.72
S3 63.93 66.91 75.95
S4 55.58 58.56 73.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.99 75.70 10.29 13.2% 4.09 5.3% 21% False False 127,697
10 88.83 75.70 13.13 16.9% 3.81 4.9% 16% False False 116,898
20 95.55 75.70 19.85 25.5% 3.98 5.1% 11% False False 115,638
40 95.55 75.70 19.85 25.5% 3.85 4.9% 11% False False 104,599
60 99.79 75.70 24.09 31.0% 4.15 5.3% 9% False False 99,795
80 110.78 75.70 35.08 45.1% 4.12 5.3% 6% False False 92,809
100 110.78 75.70 35.08 45.1% 4.00 5.1% 6% False False 86,401
120 110.78 75.70 35.08 45.1% 3.90 5.0% 6% False False 80,998
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 0.85
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 91.84
2.618 86.88
1.618 83.84
1.000 81.96
0.618 80.80
HIGH 78.92
0.618 77.76
0.500 77.40
0.382 77.04
LOW 75.88
0.618 74.00
1.000 72.84
1.618 70.96
2.618 67.92
4.250 62.96
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 77.67 79.58
PP 77.54 78.99
S1 77.40 78.40

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

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