NYMEX Light Sweet Crude Oil Future March 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 81.42 81.98 0.56 0.7% 83.34
High 82.12 82.31 0.19 0.2% 85.83
Low 78.50 79.69 1.19 1.5% 80.64
Close 81.71 80.39 -1.32 -1.6% 81.27
Range 3.62 2.62 -1.00 -27.6% 5.19
ATR 3.28 3.24 -0.05 -1.4% 0.00
Volume 27,541 29,217 1,676 6.1% 182,683
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 88.66 87.14 81.83
R3 86.04 84.52 81.11
R2 83.42 83.42 80.87
R1 81.90 81.90 80.63 81.35
PP 80.80 80.80 80.80 80.52
S1 79.28 79.28 80.15 78.73
S2 78.18 78.18 79.91
S3 75.56 76.66 79.67
S4 72.94 74.04 78.95
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 98.15 94.90 84.12
R3 92.96 89.71 82.70
R2 87.77 87.77 82.22
R1 84.52 84.52 81.75 83.55
PP 82.58 82.58 82.58 82.10
S1 79.33 79.33 80.79 78.36
S2 77.39 77.39 80.32
S3 72.20 74.14 79.84
S4 67.01 68.95 78.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.83 78.50 7.33 9.1% 3.02 3.8% 26% False False 33,730
10 85.83 78.50 7.33 9.1% 3.35 4.2% 26% False False 34,051
20 91.44 78.50 12.94 16.1% 3.16 3.9% 15% False False 30,842
40 91.86 78.50 13.36 16.6% 3.23 4.0% 14% False False 25,128
60 97.44 78.50 18.94 23.6% 3.44 4.3% 10% False False 21,351
80 104.91 78.50 26.41 32.9% 3.37 4.2% 7% False False 18,627
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.45
2.618 89.17
1.618 86.55
1.000 84.93
0.618 83.93
HIGH 82.31
0.618 81.31
0.500 81.00
0.382 80.69
LOW 79.69
0.618 78.07
1.000 77.07
1.618 75.45
2.618 72.83
4.250 68.56
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 81.00 80.44
PP 80.80 80.42
S1 80.59 80.41

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

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