NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 28-Dec-2022

Day Change Summary
	Previous	Current
	27-Dec-2022	28-Dec-2022	Change	Change %	Previous Week
Open	78.35	78.35	0.00	0.0%	73.96
High	79.11	78.40	-0.71	-0.9%	77.91
Low	77.57	76.35	-1.22	-1.6%	73.03
Close	78.01	77.64	-0.37	-0.5%	77.73
Range	1.54	2.05	0.51	33.1%	4.88
ATR	2.27	2.25	-0.02	-0.7%	0.00
Volume	10,077	7,413	-2,664	-26.4%	65,661

Daily Pivots for day following 28-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	83.61	82.68	78.77
R3	81.56	80.63	78.20
R2	79.51	79.51	78.02
R1	78.58	78.58	77.83	78.02
PP	77.46	77.46	77.46	77.19
S1	76.53	76.53	77.45	75.97
S2	75.41	75.41	77.26
S3	73.36	74.48	77.08
S4	71.31	72.43	76.51

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	74.39	4.72	6.1%	2.05	2.6%	69%	False	False	11,180
10	79.11	72.74	6.37	8.2%	1.99	2.6%	77%	False	False	12,096
20	81.12	71.10	10.02	12.9%	2.26	2.9%	65%	False	False	16,679
40	83.59	71.10	12.49	16.1%	2.34	3.0%	52%	False	False	14,368
60	83.59	71.10	12.49	16.1%	2.28	2.9%	52%	False	False	11,725
80	83.59	69.56	14.03	18.1%	2.31	3.0%	58%	False	False	10,338
100	85.94	69.56	16.38	21.1%	2.31	3.0%	49%	False	False	9,211
120	86.63	69.56	17.07	22.0%	2.34	3.0%	47%	False	False	8,381

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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.11
2.618	83.77
1.618	81.72
1.000	80.45
0.618	79.67
HIGH	78.40
0.618	77.62
0.500	77.38
0.382	77.13
LOW	76.35
0.618	75.08
1.000	74.30
1.618	73.03
2.618	70.98
4.250	67.64

Fisher Pivots for day following 28-Dec-2022
Pivot	1 day	3 day
R1	77.55	77.56
PP	77.46	77.48
S1	77.38	77.40

Download as Excel Spreadsheet

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

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