NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 01-Sep-2022
Day Change Summary
Previous Current
31-Aug-2022 01-Sep-2022 Change Change % Previous Week
Open 83.21 80.90 -2.31 -2.8% 82.40
High 83.26 80.90 -2.36 -2.8% 85.94
Low 80.89 78.81 -2.08 -2.6% 80.80
Close 81.47 79.35 -2.12 -2.6% 83.41
Range 2.37 2.09 -0.28 -11.8% 5.14
ATR 2.55 2.56 0.01 0.3% 0.00
Volume 6,509 8,038 1,529 23.5% 25,836
Daily Pivots for day following 01-Sep-2022
Classic Woodie Camarilla DeMark
R4 85.96 84.74 80.50
R3 83.87 82.65 79.92
R2 81.78 81.78 79.73
R1 80.56 80.56 79.54 80.13
PP 79.69 79.69 79.69 79.47
S1 78.47 78.47 79.16 78.04
S2 77.60 77.60 78.97
S3 75.51 76.38 78.78
S4 73.42 74.29 78.20
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 98.80 96.25 86.24
R3 93.66 91.11 84.82
R2 88.52 88.52 84.35
R1 85.97 85.97 83.88 87.25
PP 83.38 83.38 83.38 84.02
S1 80.83 80.83 82.94 82.11
S2 78.24 78.24 82.47
S3 73.10 75.69 82.00
S4 67.96 70.55 80.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.55 78.81 6.74 8.5% 2.55 3.2% 8% False True 5,936
10 85.94 78.81 7.13 9.0% 2.36 3.0% 8% False True 5,387
20 85.94 78.81 7.13 9.0% 2.34 2.9% 8% False True 4,496
40 86.63 76.49 10.14 12.8% 2.42 3.0% 28% False False 4,366
60 96.71 76.39 20.32 25.6% 2.57 3.2% 15% False False 4,219
80 96.71 76.39 20.32 25.6% 2.32 2.9% 15% False False 3,578
100 96.71 76.39 20.32 25.6% 2.19 2.8% 15% False False 3,077
120 96.71 76.20 20.51 25.8% 2.18 2.7% 15% False False 2,781
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.78
2.618 86.37
1.618 84.28
1.000 82.99
0.618 82.19
HIGH 80.90
0.618 80.10
0.500 79.86
0.382 79.61
LOW 78.81
0.618 77.52
1.000 76.72
1.618 75.43
2.618 73.34
4.250 69.93
Fisher Pivots for day following 01-Sep-2022
Pivot 1 day 3 day
R1 79.86 82.18
PP 79.69 81.24
S1 79.52 80.29

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

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