NYMEX Light Sweet Crude Oil Future October 2022

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

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	98.69	100.95	2.26	2.3%	104.33
High	102.52	104.12	1.60	1.6%	106.59
Low	98.14	99.59	1.45	1.5%	97.77
Close	101.47	103.30	1.83	1.8%	101.47
Range	4.38	4.53	0.15	3.4%	8.82
ATR	4.36	4.37	0.01	0.3%	0.00
Volume	74,881	47,023	-27,858	-37.2%	265,640

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	115.93	114.14	105.79
R3	111.40	109.61	104.55
R2	106.87	106.87	104.13
R1	105.08	105.08	103.72	105.98
PP	102.34	102.34	102.34	102.78
S1	100.55	100.55	102.88	101.45
S2	97.81	97.81	102.47
S3	93.28	96.02	102.05
S4	88.75	91.49	100.81

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	128.40	123.76	106.32
R3	119.58	114.94	103.90
R2	110.76	110.76	103.09
R1	106.12	106.12	102.28	104.03
PP	101.94	101.94	101.94	100.90
S1	97.30	97.30	100.66	95.21
S2	93.12	93.12	99.85
S3	84.30	88.48	99.04
S4	75.48	79.66	96.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.59	97.77	8.82	8.5%	4.89	4.7%	63%	False	False	62,532
10	114.84	97.77	17.07	16.5%	5.16	5.0%	32%	False	False	56,802
20	115.44	97.77	17.67	17.1%	4.30	4.2%	31%	False	False	43,080
40	115.44	93.00	22.44	21.7%	4.03	3.9%	46%	False	False	32,783
60	115.44	90.48	24.96	24.2%	3.86	3.7%	51%	False	False	27,897
80	115.44	84.10	31.34	30.3%	4.34	4.2%	61%	False	False	24,899
100	115.44	79.06	36.38	35.2%	4.02	3.9%	67%	False	False	23,085
120	115.44	72.09	43.35	42.0%	3.62	3.5%	72%	False	False	20,377

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123.37
2.618	115.98
1.618	111.45
1.000	108.65
0.618	106.92
HIGH	104.12
0.618	102.39
0.500	101.86
0.382	101.32
LOW	99.59
0.618	96.79
1.000	95.06
1.618	92.26
2.618	87.73
4.250	80.34

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	102.82	102.58
PP	102.34	101.85
S1	101.86	101.13

Download as Excel Spreadsheet

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

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