NYMEX Light Sweet Crude Oil Future February 2023


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 82.44 82.91 0.47 0.6% 83.96
High 82.97 83.37 0.40 0.5% 86.75
Low 79.37 80.60 1.23 1.5% 81.54
Close 82.69 81.37 -1.32 -1.6% 82.20
Range 3.60 2.77 -0.83 -23.1% 5.21
ATR 3.41 3.36 -0.05 -1.3% 0.00
Volume 17,887 20,148 2,261 12.6% 124,193
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 90.09 88.50 82.89
R3 87.32 85.73 82.13
R2 84.55 84.55 81.88
R1 82.96 82.96 81.62 82.37
PP 81.78 81.78 81.78 81.49
S1 80.19 80.19 81.12 79.60
S2 79.01 79.01 80.86
S3 76.24 77.42 80.61
S4 73.47 74.65 79.85
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 99.13 95.87 85.07
R3 93.92 90.66 83.63
R2 88.71 88.71 83.16
R1 85.45 85.45 82.68 84.48
PP 83.50 83.50 83.50 83.01
S1 80.24 80.24 81.72 79.27
S2 78.29 78.29 81.24
S3 73.08 75.03 80.77
S4 67.87 69.82 79.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 79.37 7.38 9.1% 3.10 3.8% 27% False False 21,741
10 86.75 79.37 7.38 9.1% 3.44 4.2% 27% False False 24,344
20 92.68 79.37 13.31 16.4% 3.31 4.1% 15% False False 24,127
40 93.09 79.37 13.72 16.9% 3.38 4.1% 15% False False 19,210
60 98.97 79.37 19.60 24.1% 3.55 4.4% 10% False False 15,832
80 106.51 79.37 27.14 33.4% 3.42 4.2% 7% False False 13,252
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.14
2.618 90.62
1.618 87.85
1.000 86.14
0.618 85.08
HIGH 83.37
0.618 82.31
0.500 81.99
0.382 81.66
LOW 80.60
0.618 78.89
1.000 77.83
1.618 76.12
2.618 73.35
4.250 68.83
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 81.99 81.37
PP 81.78 81.37
S1 81.58 81.37

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

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