NYMEX Light Sweet Crude Oil Future February 2023

Trading Metrics calculated at close of trading on 27-Jun-2022

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	91.80	93.13	1.33	1.4%	96.40
High	94.53	95.37	0.84	0.9%	99.17
Low	90.75	92.44	1.69	1.9%	90.75
Close	93.40	94.86	1.46	1.6%	93.40
Range	3.78	2.93	-0.85	-22.5%	8.42
ATR	3.19	3.17	-0.02	-0.6%	0.00
Volume	10,161	6,838	-3,323	-32.7%	27,758

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	103.01	101.87	96.47
R3	100.08	98.94	95.67
R2	97.15	97.15	95.40
R1	96.01	96.01	95.13	96.58
PP	94.22	94.22	94.22	94.51
S1	93.08	93.08	94.59	93.65
S2	91.29	91.29	94.32
S3	88.36	90.15	94.05
S4	85.43	87.22	93.25

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	119.70	114.97	98.03
R3	111.28	106.55	95.72
R2	102.86	102.86	94.94
R1	98.13	98.13	94.17	96.29
PP	94.44	94.44	94.44	93.52
S1	89.71	89.71	92.63	87.87
S2	86.02	86.02	91.86
S3	77.60	81.29	91.08
S4	69.18	72.87	88.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.17	90.75	8.42	8.9%	3.48	3.7%	49%	False	False	6,919
10	105.82	90.75	15.07	15.9%	3.78	4.0%	27%	False	False	6,455
20	106.51	90.75	15.76	16.6%	3.04	3.2%	26%	False	False	5,696

Crabel Price Patterns
NR	True
NR4	True
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	0.67
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.82
2.618	103.04
1.618	100.11
1.000	98.30
0.618	97.18
HIGH	95.37
0.618	94.25
0.500	93.91
0.382	93.56
LOW	92.44
0.618	90.63
1.000	89.51
1.618	87.70
2.618	84.77
4.250	79.99

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	94.54	94.26
PP	94.22	93.66
S1	93.91	93.06

Download as Excel Spreadsheet

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

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