NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 67.05 67.95 0.90 1.3% 66.26
High 67.11 68.01 0.90 1.3% 67.41
Low 65.79 67.95 2.16 3.3% 64.29
Close 67.05 67.95 0.90 1.3% 65.84
Range 1.32 0.06 -1.26 -95.5% 3.12
ATR 1.37 1.34 -0.03 -2.1% 0.00
Volume 332 396 64 19.3% 2,771
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 68.15 68.11 67.98
R3 68.09 68.05 67.97
R2 68.03 68.03 67.96
R1 67.99 67.99 67.96 67.98
PP 67.97 67.97 67.97 67.97
S1 67.93 67.93 67.94 67.92
S2 67.91 67.91 67.94
S3 67.85 67.87 67.93
S4 67.79 67.81 67.92
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 75.21 73.64 67.56
R3 72.09 70.52 66.70
R2 68.97 68.97 66.41
R1 67.40 67.40 66.13 66.63
PP 65.85 65.85 65.85 65.46
S1 64.28 64.28 65.55 63.51
S2 62.73 62.73 65.27
S3 59.61 61.16 64.98
S4 56.49 58.04 64.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.01 65.79 2.22 3.3% 0.61 0.9% 97% True False 281
10 68.01 63.59 4.42 6.5% 0.64 0.9% 99% True False 487
20 68.01 61.09 6.92 10.2% 0.71 1.0% 99% True False 594
40 69.05 58.69 10.36 15.2% 1.02 1.5% 89% False False 436
60 69.05 58.69 10.36 15.2% 0.87 1.3% 89% False False 420
80 69.05 58.69 10.36 15.2% 0.73 1.1% 89% False False 419
100 69.05 55.62 13.43 19.8% 0.67 1.0% 92% False False 362
120 69.05 55.62 13.43 19.8% 0.66 1.0% 92% False False 338
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.27
2.618 68.17
1.618 68.11
1.000 68.07
0.618 68.05
HIGH 68.01
0.618 67.99
0.500 67.98
0.382 67.97
LOW 67.95
0.618 67.91
1.000 67.89
1.618 67.85
2.618 67.79
4.250 67.70
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 67.98 67.60
PP 67.97 67.25
S1 67.96 66.90

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

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