NYMEX Light Sweet Crude Oil Future February 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 77.30 74.33 -2.97 -3.8% 82.44
High 78.04 77.19 -0.85 -1.1% 83.95
Low 74.16 74.33 0.17 0.2% 76.28
Close 74.61 75.98 1.37 1.8% 76.73
Range 3.88 2.86 -1.02 -26.3% 7.67
ATR 3.55 3.50 -0.05 -1.4% 0.00
Volume 17,539 30,849 13,310 75.9% 138,134
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 84.41 83.06 77.55
R3 81.55 80.20 76.77
R2 78.69 78.69 76.50
R1 77.34 77.34 76.24 78.02
PP 75.83 75.83 75.83 76.17
S1 74.48 74.48 75.72 75.16
S2 72.97 72.97 75.46
S3 70.11 71.62 75.19
S4 67.25 68.76 74.41
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 102.00 97.03 80.95
R3 94.33 89.36 78.84
R2 86.66 86.66 78.14
R1 81.69 81.69 77.43 80.34
PP 78.99 78.99 78.99 78.31
S1 74.02 74.02 76.03 72.67
S2 71.32 71.32 75.32
S3 63.65 66.35 74.62
S4 55.98 58.68 72.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.95 74.16 9.79 12.9% 3.84 5.1% 19% False False 29,697
10 86.75 74.16 12.59 16.6% 3.47 4.6% 14% False False 25,719
20 92.68 74.16 18.52 24.4% 3.56 4.7% 10% False False 26,471
40 92.68 74.16 18.52 24.4% 3.41 4.5% 10% False False 21,377
60 95.79 74.16 21.63 28.5% 3.60 4.7% 8% False False 17,823
80 106.51 74.16 32.35 42.6% 3.49 4.6% 6% False False 14,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.35
2.618 84.68
1.618 81.82
1.000 80.05
0.618 78.96
HIGH 77.19
0.618 76.10
0.500 75.76
0.382 75.42
LOW 74.33
0.618 72.56
1.000 71.47
1.618 69.70
2.618 66.84
4.250 62.18
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 75.91 77.96
PP 75.83 77.30
S1 75.76 76.64

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

View Archives - Comment on this page... - Back to Index of Symbols