NYMEX Light Sweet Crude Oil Future March 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 81.23 81.11 -0.12 -0.1% 80.96
High 82.91 81.95 -0.96 -1.2% 82.91
Low 80.54 79.75 -0.79 -1.0% 78.60
Close 80.78 81.43 0.65 0.8% 81.43
Range 2.37 2.20 -0.17 -7.2% 4.31
ATR 3.12 3.06 -0.07 -2.1% 0.00
Volume 53,075 37,371 -15,704 -29.6% 222,730
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 87.64 86.74 82.64
R3 85.44 84.54 82.04
R2 83.24 83.24 81.83
R1 82.34 82.34 81.63 82.79
PP 81.04 81.04 81.04 81.27
S1 80.14 80.14 81.23 80.59
S2 78.84 78.84 81.03
S3 76.64 77.94 80.83
S4 74.44 75.74 80.22
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 93.91 91.98 83.80
R3 89.60 87.67 82.62
R2 85.29 85.29 82.22
R1 83.36 83.36 81.83 84.33
PP 80.98 80.98 80.98 81.46
S1 79.05 79.05 81.03 80.02
S2 76.67 76.67 80.64
S3 72.36 74.74 80.24
S4 68.05 70.43 79.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.91 78.60 4.31 5.3% 2.53 3.1% 66% False False 44,546
10 87.90 78.60 9.30 11.4% 2.90 3.6% 30% False False 41,755
20 87.90 73.28 14.62 18.0% 3.00 3.7% 56% False False 39,842
40 91.43 73.28 18.15 22.3% 3.18 3.9% 45% False False 36,339
60 91.86 73.28 18.58 22.8% 3.20 3.9% 44% False False 31,169
80 94.69 73.28 21.41 26.3% 3.37 4.1% 38% False False 27,119
100 104.91 73.28 31.63 38.8% 3.33 4.1% 26% False False 23,745
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.30
2.618 87.71
1.618 85.51
1.000 84.15
0.618 83.31
HIGH 81.95
0.618 81.11
0.500 80.85
0.382 80.59
LOW 79.75
0.618 78.39
1.000 77.55
1.618 76.19
2.618 73.99
4.250 70.40
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 81.24 81.27
PP 81.04 81.10
S1 80.85 80.94

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

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