NYMEX Light Sweet Crude Oil Future March 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 79.86 81.23 1.37 1.7% 87.47
High 81.58 82.91 1.33 1.6% 87.90
Low 78.97 80.54 1.57 2.0% 80.65
Close 81.17 80.78 -0.39 -0.5% 81.08
Range 2.61 2.37 -0.24 -9.2% 7.25
ATR 3.18 3.12 -0.06 -1.8% 0.00
Volume 55,123 53,075 -2,048 -3.7% 194,827
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 88.52 87.02 82.08
R3 86.15 84.65 81.43
R2 83.78 83.78 81.21
R1 82.28 82.28 81.00 81.85
PP 81.41 81.41 81.41 81.19
S1 79.91 79.91 80.56 79.48
S2 79.04 79.04 80.35
S3 76.67 77.54 80.13
S4 74.30 75.17 79.48
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 104.96 100.27 85.07
R3 97.71 93.02 83.07
R2 90.46 90.46 82.41
R1 85.77 85.77 81.74 84.49
PP 83.21 83.21 83.21 82.57
S1 78.52 78.52 80.42 77.24
S2 75.96 75.96 79.75
S3 68.71 71.27 79.09
S4 61.46 64.02 77.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.36 78.60 5.76 7.1% 2.82 3.5% 38% False False 45,158
10 87.90 78.60 9.30 11.5% 3.09 3.8% 23% False False 43,064
20 87.90 73.28 14.62 18.1% 3.16 3.9% 51% False False 39,722
40 91.44 73.28 18.16 22.5% 3.20 4.0% 41% False False 36,064
60 91.86 73.28 18.58 23.0% 3.21 4.0% 40% False False 30,795
80 97.44 73.28 24.16 29.9% 3.39 4.2% 31% False False 26,757
100 104.91 73.28 31.63 39.2% 3.35 4.1% 24% False False 23,505
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 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.98
2.618 89.11
1.618 86.74
1.000 85.28
0.618 84.37
HIGH 82.91
0.618 82.00
0.500 81.73
0.382 81.45
LOW 80.54
0.618 79.08
1.000 78.17
1.618 76.71
2.618 74.34
4.250 70.47
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 81.73 80.77
PP 81.41 80.76
S1 81.10 80.76

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

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