NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	75.25	76.38	1.13	1.5%	75.14
High	77.34	79.26	1.92	2.5%	76.45
Low	75.24	76.38	1.14	1.5%	71.69
Close	76.53	79.13	2.60	3.4%	73.77
Range	2.10	2.88	0.78	37.1%	4.76
ATR	2.92	2.92	0.00	-0.1%	0.00
Volume	11,122	12,663	1,541	13.9%	49,722

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	86.90	85.89	80.71
R3	84.02	83.01	79.92
R2	81.14	81.14	79.66
R1	80.13	80.13	79.39	80.64
PP	78.26	78.26	78.26	78.51
S1	77.25	77.25	78.87	77.76
S2	75.38	75.38	78.60
S3	72.50	74.37	78.34
S4	69.62	71.49	77.55

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.25	85.77	76.39
R3	83.49	81.01	75.08
R2	78.73	78.73	74.64
R1	76.25	76.25	74.21	75.11
PP	73.97	73.97	73.97	73.40
S1	71.49	71.49	73.33	70.35
S2	69.21	69.21	72.90
S3	64.45	66.73	72.46
S4	59.69	61.97	71.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.26	71.69	7.57	9.6%	2.69	3.4%	98%	True	False	11,775
10	80.97	71.69	9.28	11.7%	2.96	3.7%	80%	False	False	9,754
20	84.23	71.69	12.54	15.8%	2.91	3.7%	59%	False	False	9,853
40	89.37	71.69	17.68	22.3%	2.71	3.4%	42%	False	False	8,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.50
2.618	86.80
1.618	83.92
1.000	82.14
0.618	81.04
HIGH	79.26
0.618	78.16
0.500	77.82
0.382	77.48
LOW	76.38
0.618	74.60
1.000	73.50
1.618	71.72
2.618	68.84
4.250	64.14

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	78.69	78.24
PP	78.26	77.35
S1	77.82	76.46

Download as Excel Spreadsheet

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

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