NYMEX Light Sweet Crude Oil Future June 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 79.04 81.30 2.26 2.9% 78.11
High 81.43 82.16 0.73 0.9% 79.96
Low 78.43 80.45 2.02 2.6% 76.30
Close 81.04 81.84 0.80 1.0% 78.53
Range 3.00 1.71 -1.29 -43.0% 3.66
ATR 2.80 2.72 -0.08 -2.8% 0.00
Volume 30,837 35,828 4,991 16.2% 211,779
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 86.61 85.94 82.78
R3 84.90 84.23 82.31
R2 83.19 83.19 82.15
R1 82.52 82.52 82.00 82.86
PP 81.48 81.48 81.48 81.65
S1 80.81 80.81 81.68 81.15
S2 79.77 79.77 81.53
S3 78.06 79.10 81.37
S4 76.35 77.39 80.90
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 89.24 87.55 80.54
R3 85.58 83.89 79.54
R2 81.92 81.92 79.20
R1 80.23 80.23 78.87 81.08
PP 78.26 78.26 78.26 78.69
S1 76.57 76.57 78.19 77.42
S2 74.60 74.60 77.86
S3 70.94 72.91 77.52
S4 67.28 69.25 76.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.16 76.55 5.61 6.9% 2.38 2.9% 94% True False 31,579
10 82.16 76.30 5.86 7.2% 2.44 3.0% 95% True False 36,796
20 84.51 72.61 11.90 14.5% 2.67 3.3% 78% False False 37,655
40 84.51 71.02 13.49 16.5% 2.90 3.5% 80% False False 37,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.68
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 89.43
2.618 86.64
1.618 84.93
1.000 83.87
0.618 83.22
HIGH 82.16
0.618 81.51
0.500 81.31
0.382 81.10
LOW 80.45
0.618 79.39
1.000 78.74
1.618 77.68
2.618 75.97
4.250 73.18
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 81.66 81.15
PP 81.48 80.47
S1 81.31 79.78

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

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