NYMEX Light Sweet Crude Oil Future September 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	76.12	78.35	2.23	2.9%	73.96
High	77.91	79.11	1.20	1.5%	77.91
Low	75.68	77.57	1.89	2.5%	73.03
Close	77.73	78.01	0.28	0.4%	77.73
Range	2.23	1.54	-0.69	-30.9%	4.88
ATR	2.32	2.27	-0.06	-2.4%	0.00
Volume	11,817	10,077	-1,740	-14.7%	65,661

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	82.85	81.97	78.86
R3	81.31	80.43	78.43
R2	79.77	79.77	78.29
R1	78.89	78.89	78.15	78.56
PP	78.23	78.23	78.23	78.07
S1	77.35	77.35	77.87	77.02
S2	76.69	76.69	77.73
S3	75.15	75.81	77.59
S4	73.61	74.27	77.16

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	90.86	89.18	80.41
R3	85.98	84.30	79.07
R2	81.10	81.10	78.62
R1	79.42	79.42	78.18	80.26
PP	76.22	76.22	76.22	76.65
S1	74.54	74.54	77.28	75.38
S2	71.34	71.34	76.84
S3	66.46	69.66	76.39
S4	61.58	64.78	75.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.11	73.24	5.87	7.5%	2.03	2.6%	81%	True	False	12,800
10	79.11	72.74	6.37	8.2%	1.98	2.5%	83%	True	False	12,887
20	81.12	71.10	10.02	12.8%	2.24	2.9%	69%	False	False	17,033
40	83.59	71.10	12.49	16.0%	2.33	3.0%	55%	False	False	14,326
60	83.59	71.10	12.49	16.0%	2.28	2.9%	55%	False	False	11,745
80	83.59	69.56	14.03	18.0%	2.31	3.0%	60%	False	False	10,341
100	85.94	69.56	16.38	21.0%	2.31	3.0%	52%	False	False	9,172
120	86.63	69.56	17.07	21.9%	2.34	3.0%	50%	False	False	8,349

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	0.49
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	85.66
2.618	83.14
1.618	81.60
1.000	80.65
0.618	80.06
HIGH	79.11
0.618	78.52
0.500	78.34
0.382	78.16
LOW	77.57
0.618	76.62
1.000	76.03
1.618	75.08
2.618	73.54
4.250	71.03

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	78.34	77.69
PP	78.23	77.37
S1	78.12	77.05

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

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