NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 12-Oct-2022
Day Change Summary
Previous Current
11-Oct-2022 12-Oct-2022 Change Change % Previous Week
Open 79.45 77.60 -1.85 -2.3% 72.72
High 79.61 78.27 -1.34 -1.7% 81.82
Low 77.03 75.88 -1.15 -1.5% 72.35
Close 77.90 76.63 -1.27 -1.6% 80.95
Range 2.58 2.39 -0.19 -7.4% 9.47
ATR 2.59 2.58 -0.01 -0.6% 0.00
Volume 5,239 9,676 4,437 84.7% 36,185
Daily Pivots for day following 12-Oct-2022
Classic Woodie Camarilla DeMark
R4 84.10 82.75 77.94
R3 81.71 80.36 77.29
R2 79.32 79.32 77.07
R1 77.97 77.97 76.85 77.45
PP 76.93 76.93 76.93 76.67
S1 75.58 75.58 76.41 75.06
S2 74.54 74.54 76.19
S3 72.15 73.19 75.97
S4 69.76 70.80 75.32
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 75.88 6.05 7.9% 2.55 3.3% 12% False True 6,281
10 81.93 71.02 10.91 14.2% 2.32 3.0% 51% False False 6,617
20 81.93 69.56 12.37 16.1% 2.57 3.4% 57% False False 6,540
40 85.94 69.56 16.38 21.4% 2.37 3.1% 43% False False 5,970
60 86.63 69.56 17.07 22.3% 2.35 3.1% 41% False False 5,351
80 91.61 69.56 22.05 28.8% 2.54 3.3% 32% False False 5,031
100 96.71 69.56 27.15 35.4% 2.38 3.1% 26% False False 4,559
120 96.71 69.56 27.15 35.4% 2.28 3.0% 26% False False 3,976
Crabel Price Patterns
NR True
NR4 True
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 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.43
2.618 84.53
1.618 82.14
1.000 80.66
0.618 79.75
HIGH 78.27
0.618 77.36
0.500 77.08
0.382 76.79
LOW 75.88
0.618 74.40
1.000 73.49
1.618 72.01
2.618 69.62
4.250 65.72
Fisher Pivots for day following 12-Oct-2022
Pivot 1 day 3 day
R1 77.08 78.91
PP 76.93 78.15
S1 76.78 77.39

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

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