NYMEX Light Sweet Crude Oil Future August 2023

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

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	76.24	78.98	2.74	3.6%	74.20
High	78.42	79.57	1.15	1.5%	78.42
Low	76.15	78.12	1.97	2.6%	73.54
Close	78.22	78.49	0.27	0.3%	78.22
Range	2.27	1.45	-0.82	-36.1%	4.88
ATR	2.28	2.22	-0.06	-2.6%	0.00
Volume	4,646	5,951	1,305	28.1%	31,018

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	83.08	82.23	79.29
R3	81.63	80.78	78.89
R2	80.18	80.18	78.76
R1	79.33	79.33	78.62	79.03
PP	78.73	78.73	78.73	78.58
S1	77.88	77.88	78.36	77.58
S2	77.28	77.28	78.22
S3	75.83	76.43	78.09
S4	74.38	74.98	77.69

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	91.37	89.67	80.90
R3	86.49	84.79	79.56
R2	81.61	81.61	79.11
R1	79.91	79.91	78.67	80.76
PP	76.73	76.73	76.73	77.15
S1	75.03	75.03	77.77	75.88
S2	71.85	71.85	77.33
S3	66.97	70.15	76.88
S4	62.09	65.27	75.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.57	73.54	6.03	7.7%	2.04	2.6%	82%	True	False	6,482
10	79.57	73.03	6.54	8.3%	1.97	2.5%	83%	True	False	6,176
20	81.48	71.26	10.22	13.0%	2.25	2.9%	71%	False	False	8,186
40	84.35	71.26	13.09	16.7%	2.20	2.8%	55%	False	False	6,839

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	0.36
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	85.73
2.618	83.37
1.618	81.92
1.000	81.02
0.618	80.47
HIGH	79.57
0.618	79.02
0.500	78.85
0.382	78.67
LOW	78.12
0.618	77.22
1.000	76.67
1.618	75.77
2.618	74.32
4.250	71.96

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	78.85	78.17
PP	78.73	77.85
S1	78.61	77.53

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