NYMEX Light Sweet Crude Oil Future March 2023


Trading Metrics calculated at close of trading on 06-Oct-2022
Day Change Summary
Previous Current
05-Oct-2022 06-Oct-2022 Change Change % Previous Week
Open 81.21 83.51 2.30 2.8% 76.44
High 83.48 84.65 1.17 1.4% 78.48
Low 80.75 82.50 1.75 2.2% 73.28
Close 83.19 84.15 0.96 1.2% 75.57
Range 2.73 2.15 -0.58 -21.2% 5.20
ATR 3.32 3.24 -0.08 -2.5% 0.00
Volume 45,674 32,770 -12,904 -28.3% 169,007
Daily Pivots for day following 06-Oct-2022
Classic Woodie Camarilla DeMark
R4 90.22 89.33 85.33
R3 88.07 87.18 84.74
R2 85.92 85.92 84.54
R1 85.03 85.03 84.35 85.48
PP 83.77 83.77 83.77 83.99
S1 82.88 82.88 83.95 83.33
S2 81.62 81.62 83.76
S3 79.47 80.73 83.56
S4 77.32 78.58 82.97
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 91.38 88.67 78.43
R3 86.18 83.47 77.00
R2 80.98 80.98 76.52
R1 78.27 78.27 76.05 77.03
PP 75.78 75.78 75.78 75.15
S1 73.07 73.07 75.09 71.83
S2 70.58 70.58 74.62
S3 65.38 67.87 74.14
S4 60.18 62.67 72.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.65 75.25 9.40 11.2% 2.74 3.3% 95% True False 37,574
10 84.65 73.28 11.37 13.5% 3.22 3.8% 96% True False 36,379
20 85.83 73.28 12.55 14.9% 3.23 3.8% 87% False False 35,756
40 91.44 73.28 18.16 21.6% 3.18 3.8% 60% False False 30,242
60 91.86 73.28 18.58 22.1% 3.23 3.8% 59% False False 26,501
80 104.33 73.28 31.05 36.9% 3.46 4.1% 35% False False 22,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.79
2.618 90.28
1.618 88.13
1.000 86.80
0.618 85.98
HIGH 84.65
0.618 83.83
0.500 83.58
0.382 83.32
LOW 82.50
0.618 81.17
1.000 80.35
1.618 79.02
2.618 76.87
4.250 73.36
Fisher Pivots for day following 06-Oct-2022
Pivot 1 day 3 day
R1 83.96 83.30
PP 83.77 82.45
S1 83.58 81.61

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

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