NYMEX Light Sweet Crude Oil Future December 2022

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	83.15	78.75	-4.40	-5.3%	84.07
High	83.45	79.76	-3.69	-4.4%	85.99
Low	77.64	75.70	-1.94	-2.5%	77.64
Close	78.25	76.18	-2.07	-2.6%	78.25
Range	5.81	4.06	-1.75	-30.1%	8.35
ATR	3.95	3.96	0.01	0.2%	0.00
Volume	143,233	106,229	-37,004	-25.8%	606,300

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	89.39	86.85	78.41
R3	85.33	82.79	77.30
R2	81.27	81.27	76.92
R1	78.73	78.73	76.55	77.97
PP	77.21	77.21	77.21	76.84
S1	74.67	74.67	75.81	73.91
S2	73.15	73.15	75.44
S3	69.09	70.61	75.06
S4	65.03	66.55	73.95

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	105.68	100.31	82.84
R3	97.33	91.96	80.55
R2	88.98	88.98	79.78
R1	83.61	83.61	79.02	82.12
PP	80.63	80.63	80.63	79.88
S1	75.26	75.26	77.48	73.77
S2	72.28	72.28	76.72
S3	63.93	66.91	75.95
S4	55.58	58.56	73.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.99	75.70	10.29	13.5%	4.09	5.4%	5%	False	True	124,187
10	88.83	75.70	13.13	17.2%	3.92	5.1%	4%	False	True	117,370
20	95.55	75.70	19.85	26.1%	4.05	5.3%	2%	False	True	113,749
40	95.55	75.70	19.85	26.1%	3.90	5.1%	2%	False	True	104,556
60	99.79	75.70	24.09	31.6%	4.16	5.5%	2%	False	True	98,907
80	110.78	75.70	35.08	46.0%	4.14	5.4%	1%	False	True	92,211
100	110.78	75.70	35.08	46.0%	4.01	5.3%	1%	False	True	85,720
120	110.78	75.70	35.08	46.0%	3.90	5.1%	1%	False	True	80,384

Crabel Price Patterns
NR	True
NR4	False
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	0.97
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.02
2.618	90.39
1.618	86.33
1.000	83.82
0.618	82.27
HIGH	79.76
0.618	78.21
0.500	77.73
0.382	77.25
LOW	75.70
0.618	73.19
1.000	71.64
1.618	69.13
2.618	65.07
4.250	58.45

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	77.73	80.57
PP	77.21	79.11
S1	76.70	77.64

Download as Excel Spreadsheet

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

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