NYMEX Light Sweet Crude Oil Future June 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 73.81 71.58 -2.23 -3.0% 79.00
High 75.07 74.02 -1.05 -1.4% 80.20
Low 71.37 71.49 0.12 0.2% 73.58
Close 71.79 72.69 0.90 1.3% 73.88
Range 3.70 2.53 -1.17 -31.6% 6.62
ATR 3.15 3.10 -0.04 -1.4% 0.00
Volume 32,867 43,579 10,712 32.6% 178,216
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 80.32 79.04 74.08
R3 77.79 76.51 73.39
R2 75.26 75.26 73.15
R1 73.98 73.98 72.92 74.62
PP 72.73 72.73 72.73 73.06
S1 71.45 71.45 72.46 72.09
S2 70.20 70.20 72.23
S3 67.67 68.92 71.99
S4 65.14 66.39 71.30
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 95.75 91.43 77.52
R3 89.13 84.81 75.70
R2 82.51 82.51 75.09
R1 78.19 78.19 74.49 77.04
PP 75.89 75.89 75.89 75.31
S1 71.57 71.57 73.27 70.42
S2 69.27 69.27 72.67
S3 62.65 64.95 72.06
S4 56.03 58.33 70.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.20 71.37 8.83 12.1% 3.47 4.8% 15% False False 39,299
10 83.50 71.37 12.13 16.7% 3.12 4.3% 11% False False 36,613
20 88.25 71.37 16.88 23.2% 3.16 4.3% 8% False False 37,244
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 0.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.77
2.618 80.64
1.618 78.11
1.000 76.55
0.618 75.58
HIGH 74.02
0.618 73.05
0.500 72.76
0.382 72.46
LOW 71.49
0.618 69.93
1.000 68.96
1.618 67.40
2.618 64.87
4.250 60.74
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 72.76 74.90
PP 72.73 74.16
S1 72.71 73.43

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

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