NYMEX Light Sweet Crude Oil Future January 2023

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	99.48	97.44	-2.04	-2.1%	99.24
High	100.84	97.92	-2.92	-2.9%	100.71
Low	96.99	93.54	-3.45	-3.6%	92.18
Close	97.30	93.67	-3.63	-3.7%	94.99
Range	3.85	4.38	0.53	13.8%	8.53
ATR	3.63	3.68	0.05	1.5%	0.00
Volume	13,739	17,109	3,370	24.5%	51,972

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	108.18	105.31	96.08
R3	103.80	100.93	94.87
R2	99.42	99.42	94.47
R1	96.55	96.55	94.07	95.80
PP	95.04	95.04	95.04	94.67
S1	92.17	92.17	93.27	91.42
S2	90.66	90.66	92.87
S3	86.28	87.79	92.47
S4	81.90	83.41	91.26

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	100.84	92.18	8.66	9.2%	3.77	4.0%	17%	False	False	14,961
10	104.82	92.18	12.64	13.5%	4.28	4.6%	12%	False	False	13,706
20	108.63	92.18	16.45	17.6%	3.69	3.9%	9%	False	False	11,578
40	108.63	88.67	19.96	21.3%	3.38	3.6%	25%	False	False	9,272
60	108.63	87.70	20.93	22.3%	3.16	3.4%	29%	False	False	8,657

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	0.85
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116.54
2.618	109.39
1.618	105.01
1.000	102.30
0.618	100.63
HIGH	97.92
0.618	96.25
0.500	95.73
0.382	95.21
LOW	93.54
0.618	90.83
1.000	89.16
1.618	86.45
2.618	82.07
4.250	74.93

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	95.73	97.19
PP	95.04	96.02
S1	94.36	94.84

Download as Excel Spreadsheet

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

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