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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols