NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 70.69 73.09 2.40 3.4% 77.24
High 73.50 73.55 0.05 0.1% 77.87
Low 69.56 72.17 2.61 3.8% 72.00
Close 73.43 72.53 -0.90 -1.2% 72.16
Range 3.94 1.38 -2.56 -65.0% 5.87
ATR 2.65 2.56 -0.09 -3.4% 0.00
Volume 10,127 4,856 -5,271 -52.0% 30,833
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 76.89 76.09 73.29
R3 75.51 74.71 72.91
R2 74.13 74.13 72.78
R1 73.33 73.33 72.66 73.04
PP 72.75 72.75 72.75 72.61
S1 71.95 71.95 72.40 71.66
S2 71.37 71.37 72.28
S3 69.99 70.57 72.15
S4 68.61 69.19 71.77
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 75.74 69.56 6.18 8.5% 2.87 4.0% 48% False False 6,904
10 77.87 69.56 8.31 11.5% 2.56 3.5% 36% False False 6,370
20 81.33 69.56 11.77 16.2% 2.38 3.3% 25% False False 6,261
40 85.94 69.56 16.38 22.6% 2.39 3.3% 18% False False 5,275
60 86.63 69.56 17.07 23.5% 2.44 3.4% 17% False False 4,924
80 96.71 69.56 27.15 37.4% 2.51 3.5% 11% False False 4,649
100 96.71 69.56 27.15 37.4% 2.35 3.2% 11% False False 4,060
120 96.71 69.56 27.15 37.4% 2.22 3.1% 11% False False 3,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 79.42
2.618 77.16
1.618 75.78
1.000 74.93
0.618 74.40
HIGH 73.55
0.618 73.02
0.500 72.86
0.382 72.70
LOW 72.17
0.618 71.32
1.000 70.79
1.618 69.94
2.618 68.56
4.250 66.31
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 72.86 72.21
PP 72.75 71.88
S1 72.64 71.56

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

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