NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 79.71 80.91 1.20 1.5% 79.90
High 81.33 80.91 -0.42 -0.5% 80.76
Low 79.71 77.00 -2.71 -3.4% 75.90
Close 80.37 77.05 -3.32 -4.1% 79.55
Range 1.62 3.91 2.29 141.4% 4.86
ATR 2.39 2.50 0.11 4.6% 0.00
Volume 4,598 5,790 1,192 25.9% 25,026
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 90.05 87.46 79.20
R3 86.14 83.55 78.13
R2 82.23 82.23 77.77
R1 79.64 79.64 77.41 78.98
PP 78.32 78.32 78.32 77.99
S1 75.73 75.73 76.69 75.07
S2 74.41 74.41 76.33
S3 70.50 71.82 75.97
S4 66.59 67.91 74.90
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 93.32 91.29 82.22
R3 88.46 86.43 80.89
R2 83.60 83.60 80.44
R1 81.57 81.57 80.00 80.16
PP 78.74 78.74 78.74 78.03
S1 76.71 76.71 79.10 75.30
S2 73.88 73.88 78.66
S3 69.02 71.85 78.21
S4 64.16 66.99 76.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.33 77.00 4.33 5.6% 2.56 3.3% 1% False True 5,485
10 81.33 75.90 5.43 7.0% 2.19 2.8% 21% False False 6,152
20 85.94 75.90 10.04 13.0% 2.28 3.0% 11% False False 5,567
40 86.63 75.90 10.73 13.9% 2.30 3.0% 11% False False 4,786
60 91.11 75.90 15.21 19.7% 2.56 3.3% 8% False False 4,566
80 96.71 75.90 20.81 27.0% 2.37 3.1% 6% False False 4,122
100 96.71 75.90 20.81 27.0% 2.25 2.9% 6% False False 3,516
120 96.71 75.90 20.81 27.0% 2.20 2.9% 6% False False 3,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 97.53
2.618 91.15
1.618 87.24
1.000 84.82
0.618 83.33
HIGH 80.91
0.618 79.42
0.500 78.96
0.382 78.49
LOW 77.00
0.618 74.58
1.000 73.09
1.618 70.67
2.618 66.76
4.250 60.38
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 78.96 79.17
PP 78.32 78.46
S1 77.69 77.76

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

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