NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 64.88 66.26 1.38 2.1% 62.24
High 64.88 66.61 1.73 2.7% 64.88
Low 64.88 64.29 -0.59 -0.9% 61.09
Close 64.88 66.26 1.38 2.1% 64.88
Range 0.00 2.32 2.32 3.79
ATR 1.45 1.51 0.06 4.3% 0.00
Volume 651 1,167 516 79.3% 5,435
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 72.68 71.79 67.54
R3 70.36 69.47 66.90
R2 68.04 68.04 66.69
R1 67.15 67.15 66.47 67.42
PP 65.72 65.72 65.72 65.86
S1 64.83 64.83 66.05 65.10
S2 63.40 63.40 65.83
S3 61.08 62.51 65.62
S4 58.76 60.19 64.98
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 74.99 73.72 66.96
R3 71.20 69.93 65.92
R2 67.41 67.41 65.57
R1 66.14 66.14 65.23 66.78
PP 63.62 63.62 63.62 63.93
S1 62.35 62.35 64.53 62.99
S2 59.83 59.83 64.19
S3 56.04 58.56 63.84
S4 52.25 54.77 62.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.61 61.09 5.52 8.3% 0.80 1.2% 94% True False 1,320
10 66.61 61.09 5.52 8.3% 0.72 1.1% 94% True False 846
20 66.61 58.69 7.92 12.0% 1.13 1.7% 96% True False 624
40 69.05 58.69 10.36 15.6% 1.08 1.6% 73% False False 418
60 69.05 58.69 10.36 15.6% 0.83 1.2% 73% False False 459
80 69.05 58.69 10.36 15.6% 0.74 1.1% 73% False False 406
100 69.05 55.62 13.43 20.3% 0.67 1.0% 79% False False 342
120 69.05 55.62 13.43 20.3% 0.65 1.0% 79% False False 352
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 0.08
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 76.47
2.618 72.68
1.618 70.36
1.000 68.93
0.618 68.04
HIGH 66.61
0.618 65.72
0.500 65.45
0.382 65.18
LOW 64.29
0.618 62.86
1.000 61.97
1.618 60.54
2.618 58.22
4.250 54.43
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 65.99 65.87
PP 65.72 65.49
S1 65.45 65.10

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

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