NYMEX Light Sweet Crude Oil Future January 2023

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

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	93.39	96.74	3.35	3.6%	99.24
High	97.19	99.60	2.41	2.5%	100.71
Low	93.39	96.74	3.35	3.6%	92.18
Close	96.50	99.21	2.71	2.8%	94.99
Range	3.80	2.86	-0.94	-24.7%	8.53
ATR	3.65	3.61	-0.04	-1.1%	0.00
Volume	17,023	10,906	-6,117	-35.9%	51,972

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	107.10	106.01	100.78
R3	104.24	103.15	100.00
R2	101.38	101.38	99.73
R1	100.29	100.29	99.47	100.84
PP	98.52	98.52	98.52	98.79
S1	97.43	97.43	98.95	97.98
S2	95.66	95.66	98.69
S3	92.80	94.57	98.42
S4	89.94	91.71	97.64

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	121.55	116.80	99.68
R3	113.02	108.27	97.34
R2	104.49	104.49	96.55
R1	99.74	99.74	95.77	97.85
PP	95.96	95.96	95.96	95.02
S1	91.21	91.21	94.21	89.32
S2	87.43	87.43	93.43
S3	78.90	82.68	92.64
S4	70.37	74.15	90.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.60	92.18	7.42	7.5%	4.08	4.1%	95%	True	False	14,003
10	107.83	92.18	15.65	15.8%	4.17	4.2%	45%	False	False	12,629
20	108.63	92.18	16.45	16.6%	3.56	3.6%	43%	False	False	11,191
40	108.63	88.67	19.96	20.1%	3.31	3.3%	53%	False	False	8,915
60	108.63	87.70	20.93	21.1%	3.13	3.2%	55%	False	False	8,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.88
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	111.76
2.618	107.09
1.618	104.23
1.000	102.46
0.618	101.37
HIGH	99.60
0.618	98.51
0.500	98.17
0.382	97.83
LOW	96.74
0.618	94.97
1.000	93.88
1.618	92.11
2.618	89.25
4.250	84.59

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	98.86	98.10
PP	98.52	97.00
S1	98.17	95.89

Download as Excel Spreadsheet

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

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