NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	79.04	81.30	2.26	2.9%	78.11
High	81.43	82.16	0.73	0.9%	79.96
Low	78.43	80.45	2.02	2.6%	76.30
Close	81.04	81.84	0.80	1.0%	78.53
Range	3.00	1.71	-1.29	-43.0%	3.66
ATR	2.80	2.72	-0.08	-2.8%	0.00
Volume	30,837	35,828	4,991	16.2%	211,779

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	86.61	85.94	82.78
R3	84.90	84.23	82.31
R2	83.19	83.19	82.15
R1	82.52	82.52	82.00	82.86
PP	81.48	81.48	81.48	81.65
S1	80.81	80.81	81.68	81.15
S2	79.77	79.77	81.53
S3	78.06	79.10	81.37
S4	76.35	77.39	80.90

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	89.24	87.55	80.54
R3	85.58	83.89	79.54
R2	81.92	81.92	79.20
R1	80.23	80.23	78.87	81.08
PP	78.26	78.26	78.26	78.69
S1	76.57	76.57	78.19	77.42
S2	74.60	74.60	77.86
S3	70.94	72.91	77.52
S4	67.28	69.25	76.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.16	76.55	5.61	6.9%	2.38	2.9%	94%	True	False	31,579
10	82.16	76.30	5.86	7.2%	2.44	3.0%	95%	True	False	36,796
20	84.51	72.61	11.90	14.5%	2.67	3.3%	78%	False	False	37,655
40	84.51	71.02	13.49	16.5%	2.90	3.5%	80%	False	False	37,927

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	0.68
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	89.43
2.618	86.64
1.618	84.93
1.000	83.87
0.618	83.22
HIGH	82.16
0.618	81.51
0.500	81.31
0.382	81.10
LOW	80.45
0.618	79.39
1.000	78.74
1.618	77.68
2.618	75.97
4.250	73.18

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	81.66	81.15
PP	81.48	80.47
S1	81.31	79.78

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