NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 80.83 79.45 -1.38 -1.7% 72.72
High 81.93 79.61 -2.32 -2.8% 81.82
Low 79.28 77.03 -2.25 -2.8% 72.35
Close 79.69 77.90 -1.79 -2.2% 80.95
Range 2.65 2.58 -0.07 -2.6% 9.47
ATR 2.59 2.59 0.01 0.2% 0.00
Volume 4,825 5,239 414 8.6% 36,185
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 85.92 84.49 79.32
R3 83.34 81.91 78.61
R2 80.76 80.76 78.37
R1 79.33 79.33 78.14 78.76
PP 78.18 78.18 78.18 77.89
S1 76.75 76.75 77.66 76.18
S2 75.60 75.60 77.43
S3 73.02 74.17 77.19
S4 70.44 71.59 76.48
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 106.78 103.34 86.16
R3 97.31 93.87 83.55
R2 87.84 87.84 82.69
R1 84.40 84.40 81.82 86.12
PP 78.37 78.37 78.37 79.24
S1 74.93 74.93 80.08 76.65
S2 68.90 68.90 79.21
S3 59.43 65.46 78.35
S4 49.96 55.99 75.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.93 75.44 6.49 8.3% 2.59 3.3% 38% False False 5,924
10 81.93 69.56 12.37 15.9% 2.48 3.2% 67% False False 6,662
20 81.93 69.56 12.37 15.9% 2.53 3.2% 67% False False 6,286
40 85.94 69.56 16.38 21.0% 2.38 3.0% 51% False False 5,822
60 86.63 69.56 17.07 21.9% 2.34 3.0% 49% False False 5,275
80 94.19 69.56 24.63 31.6% 2.57 3.3% 34% False False 4,975
100 96.71 69.56 27.15 34.9% 2.38 3.1% 31% False False 4,475
120 96.71 69.56 27.15 34.9% 2.26 2.9% 31% False False 3,906
Crabel Price Patterns
NR True
NR4 False
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.58
2.618 86.36
1.618 83.78
1.000 82.19
0.618 81.20
HIGH 79.61
0.618 78.62
0.500 78.32
0.382 78.02
LOW 77.03
0.618 75.44
1.000 74.45
1.618 72.86
2.618 70.28
4.250 66.07
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 78.32 79.48
PP 78.18 78.95
S1 78.04 78.43

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

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