NYMEX Light Sweet Crude Oil Future January 2023

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	82.80	83.49	0.69	0.8%	84.69
High	84.37	84.13	-0.24	-0.3%	87.80
Low	82.36	80.25	-2.11	-2.6%	82.36
Close	83.16	83.68	0.52	0.6%	83.16
Range	2.01	3.88	1.87	93.0%	5.44
ATR	3.64	3.65	0.02	0.5%	0.00
Volume	41,085	37,771	-3,314	-8.1%	199,842

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	94.33	92.88	85.81
R3	90.45	89.00	84.75
R2	86.57	86.57	84.39
R1	85.12	85.12	84.04	85.85
PP	82.69	82.69	82.69	83.05
S1	81.24	81.24	83.32	81.97
S2	78.81	78.81	82.97
S3	74.93	77.36	82.61
S4	71.05	73.48	81.55

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	100.76	97.40	86.15
R3	95.32	91.96	84.66
R2	89.88	89.88	84.16
R1	86.52	86.52	83.66	85.48
PP	84.44	84.44	84.44	83.92
S1	81.08	81.08	82.66	80.04
S2	79.00	79.00	82.16
S3	73.56	75.64	81.66
S4	68.12	70.20	80.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.80	80.25	7.55	9.0%	3.56	4.3%	45%	False	True	41,207
10	88.47	79.94	8.53	10.2%	3.75	4.5%	44%	False	False	41,614
20	94.13	79.94	14.19	17.0%	3.63	4.3%	26%	False	False	38,733
40	94.50	79.94	14.56	17.4%	3.62	4.3%	26%	False	False	33,672
60	100.84	79.94	20.90	25.0%	3.87	4.6%	18%	False	False	28,842
80	108.63	79.94	28.69	34.3%	3.73	4.5%	13%	False	False	24,089
100	108.63	79.94	28.69	34.3%	3.61	4.3%	13%	False	False	20,638
120	108.63	79.94	28.69	34.3%	3.50	4.2%	13%	False	False	18,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.62
2.618	94.29
1.618	90.41
1.000	88.01
0.618	86.53
HIGH	84.13
0.618	82.65
0.500	82.19
0.382	81.73
LOW	80.25
0.618	77.85
1.000	76.37
1.618	73.97
2.618	70.09
4.250	63.76

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	83.18	83.68
PP	82.69	83.67
S1	82.19	83.67

Download as Excel Spreadsheet

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

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