NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 76.12 78.35 2.23 2.9% 73.96
High 77.91 79.11 1.20 1.5% 77.91
Low 75.68 77.57 1.89 2.5% 73.03
Close 77.73 78.01 0.28 0.4% 77.73
Range 2.23 1.54 -0.69 -30.9% 4.88
ATR 2.32 2.27 -0.06 -2.4% 0.00
Volume 11,817 10,077 -1,740 -14.7% 65,661
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 82.85 81.97 78.86
R3 81.31 80.43 78.43
R2 79.77 79.77 78.29
R1 78.89 78.89 78.15 78.56
PP 78.23 78.23 78.23 78.07
S1 77.35 77.35 77.87 77.02
S2 76.69 76.69 77.73
S3 75.15 75.81 77.59
S4 73.61 74.27 77.16
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 90.86 89.18 80.41
R3 85.98 84.30 79.07
R2 81.10 81.10 78.62
R1 79.42 79.42 78.18 80.26
PP 76.22 76.22 76.22 76.65
S1 74.54 74.54 77.28 75.38
S2 71.34 71.34 76.84
S3 66.46 69.66 76.39
S4 61.58 64.78 75.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.11 73.24 5.87 7.5% 2.03 2.6% 81% True False 12,800
10 79.11 72.74 6.37 8.2% 1.98 2.5% 83% True False 12,887
20 81.12 71.10 10.02 12.8% 2.24 2.9% 69% False False 17,033
40 83.59 71.10 12.49 16.0% 2.33 3.0% 55% False False 14,326
60 83.59 71.10 12.49 16.0% 2.28 2.9% 55% False False 11,745
80 83.59 69.56 14.03 18.0% 2.31 3.0% 60% False False 10,341
100 85.94 69.56 16.38 21.0% 2.31 3.0% 52% False False 9,172
120 86.63 69.56 17.07 21.9% 2.34 3.0% 50% False False 8,349
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 0.49
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 85.66
2.618 83.14
1.618 81.60
1.000 80.65
0.618 80.06
HIGH 79.11
0.618 78.52
0.500 78.34
0.382 78.16
LOW 77.57
0.618 76.62
1.000 76.03
1.618 75.08
2.618 73.54
4.250 71.03
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 78.34 77.69
PP 78.23 77.37
S1 78.12 77.05

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

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