NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 77.31 77.13 -0.18 -0.2% 78.50
High 77.63 77.87 0.24 0.3% 81.33
Low 75.55 75.17 -0.38 -0.5% 76.82
Close 75.86 75.20 -0.66 -0.9% 76.89
Range 2.08 2.70 0.62 29.8% 4.51
ATR 2.39 2.41 0.02 0.9% 0.00
Volume 7,224 6,001 -1,223 -16.9% 25,780
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 84.18 82.39 76.69
R3 81.48 79.69 75.94
R2 78.78 78.78 75.70
R1 76.99 76.99 75.45 76.54
PP 76.08 76.08 76.08 75.85
S1 74.29 74.29 74.95 73.84
S2 73.38 73.38 74.71
S3 70.68 71.59 74.46
S4 67.98 68.89 73.72
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 91.88 88.89 79.37
R3 87.37 84.38 78.13
R2 82.86 82.86 77.72
R1 79.87 79.87 77.30 79.11
PP 78.35 78.35 78.35 77.97
S1 75.36 75.36 76.48 74.60
S2 73.84 73.84 76.06
S3 69.33 70.85 75.65
S4 64.82 66.34 74.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.91 74.58 6.33 8.4% 2.49 3.3% 10% False False 5,904
10 81.33 74.58 6.75 9.0% 2.22 2.9% 9% False False 5,549
20 85.66 74.58 11.08 14.7% 2.22 2.9% 6% False False 5,943
40 86.63 74.58 12.05 16.0% 2.33 3.1% 5% False False 4,967
60 91.11 74.58 16.53 22.0% 2.54 3.4% 4% False False 4,724
80 96.71 74.58 22.13 29.4% 2.43 3.2% 3% False False 4,333
100 96.71 74.58 22.13 29.4% 2.27 3.0% 3% False False 3,717
120 96.71 74.58 22.13 29.4% 2.19 2.9% 3% False False 3,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.35
2.618 84.94
1.618 82.24
1.000 80.57
0.618 79.54
HIGH 77.87
0.618 76.84
0.500 76.52
0.382 76.20
LOW 75.17
0.618 73.50
1.000 72.47
1.618 70.80
2.618 68.10
4.250 63.70
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 76.52 76.23
PP 76.08 75.88
S1 75.64 75.54

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

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