NYMEX Light Sweet Crude Oil Future March 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 76.44 73.64 -2.80 -3.7% 81.42
High 77.17 76.32 -0.85 -1.1% 82.90
Low 73.38 73.64 0.26 0.4% 75.57
Close 73.81 75.08 1.27 1.7% 75.95
Range 3.79 2.68 -1.11 -29.3% 7.33
ATR 3.42 3.36 -0.05 -1.5% 0.00
Volume 23,381 41,737 18,356 78.5% 171,439
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 83.05 81.75 76.55
R3 80.37 79.07 75.82
R2 77.69 77.69 75.57
R1 76.39 76.39 75.33 77.04
PP 75.01 75.01 75.01 75.34
S1 73.71 73.71 74.83 74.36
S2 72.33 72.33 74.59
S3 69.65 71.03 74.34
S4 66.97 68.35 73.61
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 100.13 95.37 79.98
R3 92.80 88.04 77.97
R2 85.47 85.47 77.29
R1 80.71 80.71 76.62 79.43
PP 78.14 78.14 78.14 77.50
S1 73.38 73.38 75.28 72.10
S2 70.81 70.81 74.61
S3 63.48 66.05 73.93
S4 56.15 58.72 71.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.90 73.38 9.52 12.7% 3.67 4.9% 18% False False 35,959
10 85.83 73.38 12.45 16.6% 3.34 4.5% 14% False False 34,845
20 91.43 73.38 18.05 24.0% 3.41 4.5% 9% False False 33,784
40 91.44 73.38 18.06 24.1% 3.27 4.4% 9% False False 27,394
60 93.97 73.38 20.59 27.4% 3.48 4.6% 8% False False 23,640
80 104.91 73.38 31.53 42.0% 3.43 4.6% 5% False False 20,282
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.71
2.618 83.34
1.618 80.66
1.000 79.00
0.618 77.98
HIGH 76.32
0.618 75.30
0.500 74.98
0.382 74.66
LOW 73.64
0.618 71.98
1.000 70.96
1.618 69.30
2.618 66.62
4.250 62.25
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 75.05 77.10
PP 75.01 76.43
S1 74.98 75.75

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

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