NYMEX Light Sweet Crude Oil Future January 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 84.03 87.06 3.03 3.6% 83.51
High 87.17 88.45 1.28 1.5% 85.69
Low 83.17 86.12 2.95 3.5% 80.49
Close 86.68 87.83 1.15 1.3% 83.95
Range 4.00 2.33 -1.67 -41.8% 5.20
ATR 3.39 3.32 -0.08 -2.2% 0.00
Volume 80,025 110,526 30,501 38.1% 477,948
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 94.46 93.47 89.11
R3 92.13 91.14 88.47
R2 89.80 89.80 88.26
R1 88.81 88.81 88.04 89.31
PP 87.47 87.47 87.47 87.71
S1 86.48 86.48 87.62 86.98
S2 85.14 85.14 87.40
S3 82.81 84.15 87.19
S4 80.48 81.82 86.55
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 98.98 96.66 86.81
R3 93.78 91.46 85.38
R2 88.58 88.58 84.90
R1 86.26 86.26 84.43 87.42
PP 83.38 83.38 83.38 83.96
S1 81.06 81.06 83.47 82.22
S2 78.18 78.18 83.00
S3 72.98 75.86 82.52
S4 67.78 70.66 81.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.45 81.60 6.85 7.8% 3.00 3.4% 91% True False 81,963
10 88.45 80.49 7.96 9.1% 3.11 3.5% 92% True False 87,528
20 90.89 77.40 13.49 15.4% 3.21 3.6% 77% False False 82,517
40 90.89 74.96 15.93 18.1% 3.45 3.9% 81% False False 65,443
60 94.13 74.96 19.17 21.8% 3.49 4.0% 67% False False 54,775
80 94.50 74.96 19.54 22.2% 3.58 4.1% 66% False False 46,591
100 108.63 74.96 33.67 38.3% 3.72 4.2% 38% False False 40,011
120 108.63 74.96 33.67 38.3% 3.61 4.1% 38% False False 34,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.80
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.35
2.618 94.55
1.618 92.22
1.000 90.78
0.618 89.89
HIGH 88.45
0.618 87.56
0.500 87.29
0.382 87.01
LOW 86.12
0.618 84.68
1.000 83.79
1.618 82.35
2.618 80.02
4.250 76.22
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 87.65 86.99
PP 87.47 86.14
S1 87.29 85.30

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

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