NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 16-May-2022
Day Change Summary
Previous Current
13-May-2022 16-May-2022 Change Change % Previous Week
Open 87.24 87.74 0.50 0.6% 83.41
High 87.24 88.11 0.87 1.0% 87.41
Low 87.24 86.09 -1.15 -1.3% 82.25
Close 87.24 87.74 0.50 0.6% 87.24
Range 0.00 2.02 2.02 5.16
ATR 2.39 2.36 -0.03 -1.1% 0.00
Volume 1,116 627 -489 -43.8% 7,883
Daily Pivots for day following 16-May-2022
Classic Woodie Camarilla DeMark
R4 93.37 92.58 88.85
R3 91.35 90.56 88.30
R2 89.33 89.33 88.11
R1 88.54 88.54 87.93 88.75
PP 87.31 87.31 87.31 87.42
S1 86.52 86.52 87.55 86.73
S2 85.29 85.29 87.37
S3 83.27 84.50 87.18
S4 81.25 82.48 86.63
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 101.11 99.34 90.08
R3 95.95 94.18 88.66
R2 90.79 90.79 88.19
R1 89.02 89.02 87.71 89.91
PP 85.63 85.63 85.63 86.08
S1 83.86 83.86 86.77 84.75
S2 80.47 80.47 86.29
S3 75.31 78.70 85.82
S4 70.15 73.54 84.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.11 82.25 5.86 6.7% 1.49 1.7% 94% True False 1,187
10 88.11 82.25 5.86 6.7% 1.71 1.9% 94% True False 1,194
20 88.11 81.16 6.95 7.9% 1.63 1.9% 95% True False 1,117
40 89.41 78.50 10.91 12.4% 1.83 2.1% 85% False False 1,132
60 90.30 74.19 16.11 18.4% 2.33 2.7% 84% False False 1,506
80 90.30 70.50 19.80 22.6% 2.03 2.3% 87% False False 1,419
100 90.30 63.59 26.71 30.4% 1.76 2.0% 90% False False 1,301
120 90.30 58.69 31.61 36.0% 1.71 1.9% 92% False False 1,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.70
2.618 93.40
1.618 91.38
1.000 90.13
0.618 89.36
HIGH 88.11
0.618 87.34
0.500 87.10
0.382 86.86
LOW 86.09
0.618 84.84
1.000 84.07
1.618 82.82
2.618 80.80
4.250 77.51
Fisher Pivots for day following 16-May-2022
Pivot 1 day 3 day
R1 87.53 87.26
PP 87.31 86.78
S1 87.10 86.30

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

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