NYMEX Light Sweet Crude Oil Future January 2023

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	85.77	86.82	1.05	1.2%	85.27
High	87.80	87.09	-0.71	-0.8%	88.47
Low	84.39	82.59	-1.80	-2.1%	79.94
Close	86.50	82.96	-3.54	-4.1%	85.05
Range	3.41	4.50	1.09	32.0%	8.53
ATR	3.70	3.76	0.06	1.5%	0.00
Volume	47,426	34,992	-12,434	-26.2%	178,531

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	97.71	94.84	85.44
R3	93.21	90.34	84.20
R2	88.71	88.71	83.79
R1	85.84	85.84	83.37	85.03
PP	84.21	84.21	84.21	83.81
S1	81.34	81.34	82.55	80.53
S2	79.71	79.71	82.14
S3	75.21	76.84	81.72
S4	70.71	72.34	80.49

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110.08	106.09	89.74
R3	101.55	97.56	87.40
R2	93.02	93.02	86.61
R1	89.03	89.03	85.83	86.76
PP	84.49	84.49	84.49	83.35
S1	80.50	80.50	84.27	78.23
S2	75.96	75.96	83.49
S3	67.43	71.97	82.70
S4	58.90	63.44	80.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.80	81.06	6.74	8.1%	3.92	4.7%	28%	False	False	39,560
10	88.47	79.94	8.53	10.3%	3.75	4.5%	35%	False	False	40,696
20	94.13	79.94	14.19	17.1%	3.68	4.4%	21%	False	False	37,702
40	94.50	79.94	14.56	17.6%	3.65	4.4%	21%	False	False	32,908
60	100.84	79.94	20.90	25.2%	3.93	4.7%	14%	False	False	27,962
80	108.63	79.94	28.69	34.6%	3.71	4.5%	11%	False	False	23,205
100	108.63	79.94	28.69	34.6%	3.61	4.4%	11%	False	False	19,955
120	108.63	79.94	28.69	34.6%	3.53	4.3%	11%	False	False	17,786

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	0.64
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	106.22
2.618	98.87
1.618	94.37
1.000	91.59
0.618	89.87
HIGH	87.09
0.618	85.37
0.500	84.84
0.382	84.31
LOW	82.59
0.618	79.81
1.000	78.09
1.618	75.31
2.618	70.81
4.250	63.47

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	84.84	85.20
PP	84.21	84.45
S1	83.59	83.71

Download as Excel Spreadsheet

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

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