NYMEX Light Sweet Crude Oil Future January 2023


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 83.49 83.43 -0.06 -0.1% 84.69
High 84.13 84.45 0.32 0.4% 87.80
Low 80.25 81.54 1.29 1.6% 82.36
Close 83.68 82.37 -1.31 -1.6% 83.16
Range 3.88 2.91 -0.97 -25.0% 5.44
ATR 3.65 3.60 -0.05 -1.5% 0.00
Volume 37,771 47,917 10,146 26.9% 199,842
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 91.52 89.85 83.97
R3 88.61 86.94 83.17
R2 85.70 85.70 82.90
R1 84.03 84.03 82.64 83.41
PP 82.79 82.79 82.79 82.48
S1 81.12 81.12 82.10 80.50
S2 79.88 79.88 81.84
S3 76.97 78.21 81.57
S4 74.06 75.30 80.77
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 100.76 97.40 86.15
R3 95.32 91.96 84.66
R2 89.88 89.88 84.16
R1 86.52 86.52 83.66 85.48
PP 84.44 84.44 84.44 83.92
S1 81.08 81.08 82.66 80.04
S2 79.00 79.00 82.16
S3 73.56 75.64 81.66
S4 68.12 70.20 80.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.80 80.25 7.55 9.2% 3.34 4.1% 28% False False 41,838
10 87.80 79.94 7.86 9.5% 3.68 4.5% 31% False False 42,237
20 94.13 79.94 14.19 17.2% 3.57 4.3% 17% False False 39,283
40 94.50 79.94 14.56 17.7% 3.62 4.4% 17% False False 34,294
60 100.84 79.94 20.90 25.4% 3.85 4.7% 12% False False 29,373
80 108.63 79.94 28.69 34.8% 3.76 4.6% 8% False False 24,624
100 108.63 79.94 28.69 34.8% 3.62 4.4% 8% False False 21,073
120 108.63 79.94 28.69 34.8% 3.48 4.2% 8% False False 18,740
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.82
2.618 92.07
1.618 89.16
1.000 87.36
0.618 86.25
HIGH 84.45
0.618 83.34
0.500 83.00
0.382 82.65
LOW 81.54
0.618 79.74
1.000 78.63
1.618 76.83
2.618 73.92
4.250 69.17
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 83.00 82.36
PP 82.79 82.36
S1 82.58 82.35

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

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