NYMEX Light Sweet Crude Oil Future October 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	92.31	88.83	-3.48	-3.8%	89.63
High	92.73	89.63	-3.10	-3.3%	95.76
Low	88.27	85.98	-2.29	-2.6%	86.28
Close	89.55	86.61	-2.94	-3.3%	93.06
Range	4.46	3.65	-0.81	-18.2%	9.48
ATR	4.34	4.29	-0.05	-1.1%	0.00
Volume	344,147	305,106	-39,041	-11.3%	1,526,929

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	98.36	96.13	88.62
R3	94.71	92.48	87.61
R2	91.06	91.06	87.28
R1	88.83	88.83	86.94	88.12
PP	87.41	87.41	87.41	87.05
S1	85.18	85.18	86.28	84.47
S2	83.76	83.76	85.94
S3	80.11	81.53	85.61
S4	76.46	77.88	84.60

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	120.14	116.08	98.27
R3	110.66	106.60	95.67
R2	101.18	101.18	94.80
R1	97.12	97.12	93.93	99.15
PP	91.70	91.70	91.70	92.72
S1	87.64	87.64	92.19	89.67
S2	82.22	82.22	91.32
S3	72.74	78.16	90.45
S4	63.26	68.68	87.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.66	85.98	11.68	13.5%	4.65	5.4%	5%	False	True	321,476
10	97.66	85.98	11.68	13.5%	4.16	4.8%	5%	False	True	310,133
20	97.66	85.37	12.29	14.2%	4.07	4.7%	10%	False	False	235,493
40	99.75	85.37	14.38	16.6%	4.31	5.0%	9%	False	False	166,473
60	115.44	85.37	30.07	34.7%	4.62	5.3%	4%	False	False	131,987
80	115.44	85.37	30.07	34.7%	4.36	5.0%	4%	False	False	105,207
100	115.44	85.37	30.07	34.7%	4.22	4.9%	4%	False	False	87,942
120	115.44	84.10	31.34	36.2%	4.24	4.9%	8%	False	False	75,988

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.82
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.14
2.618	99.19
1.618	95.54
1.000	93.28
0.618	91.89
HIGH	89.63
0.618	88.24
0.500	87.81
0.382	87.37
LOW	85.98
0.618	83.72
1.000	82.33
1.618	80.07
2.618	76.42
4.250	70.47

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	87.81	91.82
PP	87.41	90.08
S1	87.01	88.35

Download as Excel Spreadsheet

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

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