NYMEX Light Sweet Crude Oil Future January 2023


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 75.27 76.48 1.21 1.6% 83.49
High 78.12 80.34 2.22 2.8% 85.01
Low 75.22 74.96 -0.26 -0.3% 77.00
Close 76.93 80.20 3.27 4.3% 77.53
Range 2.90 5.38 2.48 85.5% 8.01
ATR 3.71 3.82 0.12 3.2% 0.00
Volume 68,413 72,314 3,901 5.7% 271,197
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 94.64 92.80 83.16
R3 89.26 87.42 81.68
R2 83.88 83.88 81.19
R1 82.04 82.04 80.69 82.96
PP 78.50 78.50 78.50 78.96
S1 76.66 76.66 79.71 77.58
S2 73.12 73.12 79.21
S3 67.74 71.28 78.72
S4 62.36 65.90 77.24
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 84.58 74.96 9.62 12.0% 4.28 5.3% 54% False True 61,925
10 87.09 74.96 12.13 15.1% 3.85 4.8% 43% False True 53,130
20 90.59 74.96 15.63 19.5% 3.77 4.7% 34% False True 46,958
40 94.13 74.96 19.17 23.9% 3.69 4.6% 27% False True 40,113
60 94.50 74.96 19.54 24.4% 3.76 4.7% 27% False True 33,859
80 108.63 74.96 33.67 42.0% 3.84 4.8% 16% False True 28,654
100 108.63 74.96 33.67 42.0% 3.69 4.6% 16% False True 24,329
120 108.63 74.96 33.67 42.0% 3.53 4.4% 16% False True 21,517
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 0.71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 94.42
1.618 89.04
1.000 85.72
0.618 83.66
HIGH 80.34
0.618 78.28
0.500 77.65
0.382 77.02
LOW 74.96
0.618 71.64
1.000 69.58
1.618 66.26
2.618 60.88
4.250 52.10
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 79.35 79.35
PP 78.50 78.50
S1 77.65 77.65

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

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