NYMEX Light Sweet Crude Oil Future December 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	75.90	77.38	1.48	1.9%	84.07
High	78.92	81.40	2.48	3.1%	85.99
Low	75.88	75.84	-0.04	-0.1%	77.64
Close	77.81	81.24	3.43	4.4%	78.25
Range	3.04	5.56	2.52	82.9%	8.35
ATR	3.89	4.01	0.12	3.1%	0.00
Volume	123,816	156,305	32,489	26.2%	606,300

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.17	94.27	84.30
R3	90.61	88.71	82.77
R2	85.05	85.05	82.26
R1	83.15	83.15	81.75	84.10
PP	79.49	79.49	79.49	79.97
S1	77.59	77.59	80.73	78.54
S2	73.93	73.93	80.22
S3	68.37	72.03	79.71
S4	62.81	66.47	78.18

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	85.44	75.70	9.74	12.0%	4.40	5.4%	57%	False	False	130,132
10	87.99	75.70	12.29	15.1%	3.99	4.9%	45%	False	False	119,373
20	91.55	75.70	15.85	19.5%	3.95	4.9%	35%	False	False	116,634
40	95.55	75.70	19.85	24.4%	3.90	4.8%	28%	False	False	106,349
60	96.15	75.70	20.45	25.2%	4.03	5.0%	27%	False	False	99,707
80	110.78	75.70	35.08	43.2%	4.14	5.1%	16%	False	False	94,261
100	110.78	75.70	35.08	43.2%	4.02	4.9%	16%	False	False	87,285
120	110.78	75.70	35.08	43.2%	3.90	4.8%	16%	False	False	81,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	105.03
2.618	95.96
1.618	90.40
1.000	86.96
0.618	84.84
HIGH	81.40
0.618	79.28
0.500	78.62
0.382	77.96
LOW	75.84
0.618	72.40
1.000	70.28
1.618	66.84
2.618	61.28
4.250	52.21

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	80.37	80.34
PP	79.49	79.45
S1	78.62	78.55

Download as Excel Spreadsheet

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

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