NYMEX Light Sweet Crude Oil Future January 2023


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 78.09 75.27 -2.82 -3.6% 83.49
High 78.94 78.12 -0.82 -1.0% 85.01
Low 74.98 75.22 0.24 0.3% 77.00
Close 75.45 76.93 1.48 2.0% 77.53
Range 3.96 2.90 -1.06 -26.8% 8.01
ATR 3.77 3.71 -0.06 -1.6% 0.00
Volume 43,303 68,413 25,110 58.0% 271,197
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 85.46 84.09 78.53
R3 82.56 81.19 77.73
R2 79.66 79.66 77.46
R1 78.29 78.29 77.20 78.98
PP 76.76 76.76 76.76 77.10
S1 75.39 75.39 76.66 76.08
S2 73.86 73.86 76.40
S3 70.96 72.49 76.13
S4 68.06 69.59 75.34
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 103.88 98.71 81.94
R3 95.87 90.70 79.73
R2 87.86 87.86 79.00
R1 82.69 82.69 78.26 81.27
PP 79.85 79.85 79.85 79.14
S1 74.68 74.68 76.80 73.26
S2 71.84 71.84 76.06
S3 63.83 66.67 75.33
S4 55.82 58.66 73.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.01 74.98 10.03 13.0% 3.96 5.2% 19% False False 59,445
10 87.80 74.98 12.82 16.7% 3.65 4.7% 15% False False 50,641
20 94.13 74.98 19.15 24.9% 3.78 4.9% 10% False False 45,685
40 94.13 74.98 19.15 24.9% 3.65 4.7% 10% False False 38,926
60 97.59 74.98 22.61 29.4% 3.88 5.0% 9% False False 33,132
80 108.63 74.98 33.65 43.7% 3.82 5.0% 6% False False 27,806
100 108.63 74.98 33.65 43.7% 3.67 4.8% 6% False False 23,673
120 108.63 74.98 33.65 43.7% 3.53 4.6% 6% False False 20,970
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 0.69
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.45
2.618 85.71
1.618 82.81
1.000 81.02
0.618 79.91
HIGH 78.12
0.618 77.01
0.500 76.67
0.382 76.33
LOW 75.22
0.618 73.43
1.000 72.32
1.618 70.53
2.618 67.63
4.250 62.90
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 76.84 78.84
PP 76.76 78.20
S1 76.67 77.57

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

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