NYMEX Light Sweet Crude Oil Future May 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 75.14 72.38 -2.76 -3.7% 80.38
High 75.50 74.44 -1.06 -1.4% 80.97
Low 71.99 72.38 0.39 0.5% 74.34
Close 72.42 73.44 1.02 1.4% 74.54
Range 3.51 2.06 -1.45 -41.3% 6.63
ATR 2.96 2.89 -0.06 -2.2% 0.00
Volume 7,306 7,324 18 0.2% 38,140
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 79.60 78.58 74.57
R3 77.54 76.52 74.01
R2 75.48 75.48 73.82
R1 74.46 74.46 73.63 74.97
PP 73.42 73.42 73.42 73.68
S1 72.40 72.40 73.25 72.91
S2 71.36 71.36 73.06
S3 69.30 70.34 72.87
S4 67.24 68.28 72.31
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 96.51 92.15 78.19
R3 89.88 85.52 76.36
R2 83.25 83.25 75.76
R1 78.89 78.89 75.15 77.76
PP 76.62 76.62 76.62 76.05
S1 72.26 72.26 73.93 71.13
S2 69.99 69.99 73.32
S3 63.36 65.63 72.72
S4 56.73 59.00 70.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.97 71.99 8.98 12.2% 3.23 4.4% 16% False False 7,733
10 84.13 71.99 12.14 16.5% 2.92 4.0% 12% False False 7,903
20 89.16 71.99 17.17 23.4% 2.89 3.9% 8% False False 9,149
40 89.37 71.99 17.38 23.7% 2.78 3.8% 8% False False 7,896
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.20
2.618 79.83
1.618 77.77
1.000 76.50
0.618 75.71
HIGH 74.44
0.618 73.65
0.500 73.41
0.382 73.17
LOW 72.38
0.618 71.11
1.000 70.32
1.618 69.05
2.618 66.99
4.250 63.63
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 73.43 75.44
PP 73.42 74.77
S1 73.41 74.11

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

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