NYMEX Light Sweet Crude Oil Future November 2022

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

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	76.47	78.08	1.61	2.1%	84.81
High	79.51	82.34	2.83	3.6%	86.68
Low	76.42	76.55	0.13	0.2%	78.04
Close	78.50	82.15	3.65	4.6%	78.74
Range	3.09	5.79	2.70	87.4%	8.64
ATR	4.01	4.14	0.13	3.2%	0.00
Volume	283,614	324,678	41,064	14.5%	1,520,161

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	97.72	95.72	85.33
R3	91.93	89.93	83.74
R2	86.14	86.14	83.21
R1	84.14	84.14	82.68	85.14
PP	80.35	80.35	80.35	80.85
S1	78.35	78.35	81.62	79.35
S2	74.56	74.56	81.09
S3	68.77	72.56	80.56
S4	62.98	66.77	78.97

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	107.07	101.55	83.49
R3	98.43	92.91	81.12
R2	89.79	89.79	80.32
R1	84.27	84.27	79.53	82.71
PP	81.15	81.15	81.15	80.38
S1	75.63	75.63	77.95	74.07
S2	72.51	72.51	77.16
S3	63.87	66.99	76.36
S4	55.23	58.35	73.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.00	76.25	9.75	11.9%	4.48	5.5%	61%	False	False	305,396
10	88.70	76.25	12.45	15.2%	4.08	5.0%	47%	False	False	282,281
20	92.26	76.25	16.01	19.5%	4.07	5.0%	37%	False	False	205,648
40	96.82	76.25	20.57	25.0%	4.04	4.9%	29%	False	False	144,566
60	97.91	76.25	21.66	26.4%	4.18	5.1%	27%	False	False	114,001
80	112.98	76.25	36.73	44.7%	4.27	5.2%	16%	False	False	93,441
100	112.98	76.25	36.73	44.7%	4.13	5.0%	16%	False	False	78,573
120	112.98	76.25	36.73	44.7%	3.97	4.8%	16%	False	False	68,083

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	0.84
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.95
2.618	97.50
1.618	91.71
1.000	88.13
0.618	85.92
HIGH	82.34
0.618	80.13
0.500	79.45
0.382	78.76
LOW	76.55
0.618	72.97
1.000	70.76
1.618	67.18
2.618	61.39
4.250	51.94

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	81.25	81.20
PP	80.35	80.25
S1	79.45	79.30

Download as Excel Spreadsheet

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

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