NYMEX Light Sweet Crude Oil Future February 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 78.18 79.90 1.72 2.2% 74.62
High 80.33 81.18 0.85 1.1% 80.33
Low 77.98 79.16 1.18 1.5% 74.03
Close 79.56 79.53 -0.03 0.0% 79.56
Range 2.35 2.02 -0.33 -14.0% 6.30
ATR 3.19 3.10 -0.08 -2.6% 0.00
Volume 237,711 199,601 -38,110 -16.0% 1,203,728
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 86.02 84.79 80.64
R3 84.00 82.77 80.09
R2 81.98 81.98 79.90
R1 80.75 80.75 79.72 80.36
PP 79.96 79.96 79.96 79.76
S1 78.73 78.73 79.34 78.34
S2 77.94 77.94 79.16
S3 75.92 76.71 78.97
S4 73.90 74.69 78.42
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 96.87 94.52 83.03
R3 90.57 88.22 81.29
R2 84.27 84.27 80.72
R1 81.92 81.92 80.14 83.10
PP 77.97 77.97 77.97 78.56
S1 75.62 75.62 78.98 76.80
S2 71.67 71.67 78.41
S3 65.37 69.32 77.83
S4 59.07 63.02 76.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.18 74.46 6.72 8.4% 2.51 3.2% 75% True False 229,174
10 81.18 73.33 7.85 9.9% 2.65 3.3% 79% True False 223,995
20 83.27 70.31 12.96 16.3% 3.11 3.9% 71% False False 178,357
40 91.19 70.31 20.88 26.3% 3.32 4.2% 44% False False 131,657
60 91.19 70.31 20.88 26.3% 3.20 4.0% 44% False False 100,916
80 91.19 70.31 20.88 26.3% 3.28 4.1% 44% False False 82,386
100 92.68 70.31 22.37 28.1% 3.28 4.1% 41% False False 69,493
120 93.09 70.31 22.78 28.6% 3.30 4.2% 40% False False 59,859
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 0.54
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 89.77
2.618 86.47
1.618 84.45
1.000 83.20
0.618 82.43
HIGH 81.18
0.618 80.41
0.500 80.17
0.382 79.93
LOW 79.16
0.618 77.91
1.000 77.14
1.618 75.89
2.618 73.87
4.250 70.58
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 80.17 79.39
PP 79.96 79.25
S1 79.74 79.11

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

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