NYMEX Light Sweet Crude Oil Future January 2023

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	81.91	83.64	1.73	2.1%	90.73
High	83.90	85.69	1.79	2.1%	90.89
Low	80.85	82.98	2.13	2.6%	83.13
Close	83.42	83.30	-0.12	-0.1%	83.55
Range	3.05	2.71	-0.34	-11.1%	7.76
ATR	3.52	3.46	-0.06	-1.6%	0.00
Volume	118,793	98,002	-20,791	-17.5%	386,018

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	92.12	90.42	84.79
R3	89.41	87.71	84.05
R2	86.70	86.70	83.80
R1	85.00	85.00	83.55	84.50
PP	83.99	83.99	83.99	83.74
S1	82.29	82.29	83.05	81.79
S2	81.28	81.28	82.80
S3	78.57	79.58	82.55
S4	75.86	76.87	81.81

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	109.14	104.10	87.82
R3	101.38	96.34	85.68
R2	93.62	93.62	84.97
R1	88.58	88.58	84.26	87.22
PP	85.86	85.86	85.86	85.18
S1	80.82	80.82	82.84	79.46
S2	78.10	78.10	82.13
S3	70.34	73.06	81.42
S4	62.58	65.30	79.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.18	80.49	6.69	8.0%	3.22	3.9%	42%	False	False	93,093
10	90.89	80.49	10.40	12.5%	3.44	4.1%	27%	False	False	88,833
20	90.89	74.96	15.93	19.1%	3.47	4.2%	52%	False	False	77,703
40	94.13	74.96	19.17	23.0%	3.56	4.3%	44%	False	False	59,655
60	94.50	74.96	19.54	23.5%	3.57	4.3%	43%	False	False	50,108
80	100.84	74.96	25.88	31.1%	3.77	4.5%	32%	False	False	42,608
100	108.63	74.96	33.67	40.4%	3.72	4.5%	25%	False	False	36,325
120	108.63	74.96	33.67	40.4%	3.61	4.3%	25%	False	False	31,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.77
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.21
2.618	92.78
1.618	90.07
1.000	88.40
0.618	87.36
HIGH	85.69
0.618	84.65
0.500	84.34
0.382	84.02
LOW	82.98
0.618	81.31
1.000	80.27
1.618	78.60
2.618	75.89
4.250	71.46

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	84.34	83.23
PP	83.99	83.16
S1	83.65	83.09

Download as Excel Spreadsheet

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

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