NYMEX Light Sweet Crude Oil Future October 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	87.94	88.91	0.97	1.1%	86.84
High	90.19	89.15	-1.04	-1.2%	90.39
Low	86.18	84.53	-1.65	-1.9%	81.20
Close	88.48	85.10	-3.38	-3.8%	86.79
Range	4.01	4.62	0.61	15.2%	9.19
ATR	4.25	4.27	0.03	0.6%	0.00
Volume	335,381	235,358	-100,023	-29.8%	1,448,987

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	100.12	97.23	87.64
R3	95.50	92.61	86.37
R2	90.88	90.88	85.95
R1	87.99	87.99	85.52	87.13
PP	86.26	86.26	86.26	85.83
S1	83.37	83.37	84.68	82.51
S2	81.64	81.64	84.25
S3	77.02	78.75	83.83
S4	72.40	74.13	82.56

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113.70	109.43	91.84
R3	104.51	100.24	89.32
R2	95.32	95.32	88.47
R1	91.05	91.05	87.63	88.59
PP	86.13	86.13	86.13	84.90
S1	81.86	81.86	85.95	79.40
S2	76.94	76.94	85.11
S3	67.75	72.67	84.26
S4	58.56	63.48	81.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.19	82.68	7.51	8.8%	4.27	5.0%	32%	False	False	299,805
10	90.39	81.20	9.19	10.8%	4.18	4.9%	42%	False	False	322,546
20	97.66	81.20	16.46	19.3%	4.20	4.9%	24%	False	False	313,462
40	99.75	81.20	18.55	21.8%	4.22	5.0%	21%	False	False	221,770
60	108.07	81.20	26.87	31.6%	4.58	5.4%	15%	False	False	174,066
80	115.44	81.20	34.24	40.2%	4.38	5.1%	11%	False	False	138,994
100	115.44	81.20	34.24	40.2%	4.29	5.0%	11%	False	False	115,738
120	115.44	81.20	34.24	40.2%	4.22	5.0%	11%	False	False	99,354

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	108.79
2.618	101.25
1.618	96.63
1.000	93.77
0.618	92.01
HIGH	89.15
0.618	87.39
0.500	86.84
0.382	86.29
LOW	84.53
0.618	81.67
1.000	79.91
1.618	77.05
2.618	72.43
4.250	64.90

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	86.84	87.36
PP	86.26	86.61
S1	85.68	85.85

Download as Excel Spreadsheet

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

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