NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 70.39 70.69 0.30 0.4% 77.24
High 72.15 73.50 1.35 1.9% 77.87
Low 70.26 69.56 -0.70 -1.0% 72.00
Close 70.94 73.43 2.49 3.5% 72.16
Range 1.89 3.94 2.05 108.5% 5.87
ATR 2.55 2.65 0.10 3.9% 0.00
Volume 7,585 10,127 2,542 33.5% 30,833
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 83.98 82.65 75.60
R3 80.04 78.71 74.51
R2 76.10 76.10 74.15
R1 74.77 74.77 73.79 75.44
PP 72.16 72.16 72.16 72.50
S1 70.83 70.83 73.07 71.50
S2 68.22 68.22 72.71
S3 64.28 66.89 72.35
S4 60.34 62.95 71.26
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 91.62 87.76 75.39
R3 85.75 81.89 73.77
R2 79.88 79.88 73.24
R1 76.02 76.02 72.70 75.02
PP 74.01 74.01 74.01 73.51
S1 70.15 70.15 71.62 69.15
S2 68.14 68.14 71.08
S3 62.27 64.28 70.55
S4 56.40 58.41 68.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.60 69.56 8.04 10.9% 3.14 4.3% 48% False True 7,024
10 80.91 69.56 11.35 15.5% 2.82 3.8% 34% False True 6,464
20 83.26 69.56 13.70 18.7% 2.43 3.3% 28% False True 6,344
40 85.94 69.56 16.38 22.3% 2.44 3.3% 24% False True 5,284
60 86.63 69.56 17.07 23.2% 2.48 3.4% 23% False True 4,924
80 96.71 69.56 27.15 37.0% 2.50 3.4% 14% False True 4,606
100 96.71 69.56 27.15 37.0% 2.35 3.2% 14% False True 4,020
120 96.71 69.56 27.15 37.0% 2.22 3.0% 14% False True 3,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 90.25
2.618 83.81
1.618 79.87
1.000 77.44
0.618 75.93
HIGH 73.50
0.618 71.99
0.500 71.53
0.382 71.07
LOW 69.56
0.618 67.13
1.000 65.62
1.618 63.19
2.618 59.25
4.250 52.82
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 72.80 72.80
PP 72.16 72.16
S1 71.53 71.53

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

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