NYMEX Light Sweet Crude Oil Future December 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 75.90 77.38 1.48 1.9% 84.07
High 78.92 81.40 2.48 3.1% 85.99
Low 75.88 75.84 -0.04 -0.1% 77.64
Close 77.81 81.24 3.43 4.4% 78.25
Range 3.04 5.56 2.52 82.9% 8.35
ATR 3.89 4.01 0.12 3.1% 0.00
Volume 123,816 156,305 32,489 26.2% 606,300
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 96.17 94.27 84.30
R3 90.61 88.71 82.77
R2 85.05 85.05 82.26
R1 83.15 83.15 81.75 84.10
PP 79.49 79.49 79.49 79.97
S1 77.59 77.59 80.73 78.54
S2 73.93 73.93 80.22
S3 68.37 72.03 79.71
S4 62.81 66.47 78.18
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 85.44 75.70 9.74 12.0% 4.40 5.4% 57% False False 130,132
10 87.99 75.70 12.29 15.1% 3.99 4.9% 45% False False 119,373
20 91.55 75.70 15.85 19.5% 3.95 4.9% 35% False False 116,634
40 95.55 75.70 19.85 24.4% 3.90 4.8% 28% False False 106,349
60 96.15 75.70 20.45 25.2% 4.03 5.0% 27% False False 99,707
80 110.78 75.70 35.08 43.2% 4.14 5.1% 16% False False 94,261
100 110.78 75.70 35.08 43.2% 4.02 4.9% 16% False False 87,285
120 110.78 75.70 35.08 43.2% 3.90 4.8% 16% False False 81,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 105.03
2.618 95.96
1.618 90.40
1.000 86.96
0.618 84.84
HIGH 81.40
0.618 79.28
0.500 78.62
0.382 77.96
LOW 75.84
0.618 72.40
1.000 70.28
1.618 66.84
2.618 61.28
4.250 52.21
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 80.37 80.34
PP 79.49 79.45
S1 78.62 78.55

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

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