NYMEX Light Sweet Crude Oil Future February 2023

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	89.30	86.30	-3.00	-3.4%	87.00
High	89.58	86.59	-2.99	-3.3%	92.50
Low	85.95	83.67	-2.28	-2.7%	84.79
Close	86.67	84.24	-2.43	-2.8%	89.40
Range	3.63	2.92	-0.71	-19.6%	7.71
ATR	3.47	3.43	-0.03	-1.0%	0.00
Volume	22,684	25,332	2,648	11.7%	103,284

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	93.59	91.84	85.85
R3	90.67	88.92	85.04
R2	87.75	87.75	84.78
R1	86.00	86.00	84.51	85.42
PP	84.83	84.83	84.83	84.54
S1	83.08	83.08	83.97	82.50
S2	81.91	81.91	83.70
S3	78.99	80.16	83.44
S4	76.07	77.24	82.63

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112.03	108.42	93.64
R3	104.32	100.71	91.52
R2	96.61	96.61	90.81
R1	93.00	93.00	90.11	94.81
PP	88.90	88.90	88.90	89.80
S1	85.29	85.29	88.69	87.10
S2	81.19	81.19	87.99
S3	73.48	77.58	87.28
S4	65.77	69.87	85.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.68	83.67	9.01	10.7%	3.57	4.2%	6%	False	True	23,903
10	92.68	83.67	9.01	10.7%	3.31	3.9%	6%	False	True	21,431
20	92.68	82.79	9.89	11.7%	3.27	3.9%	15%	False	False	17,920
40	93.09	80.55	12.54	14.9%	3.35	4.0%	29%	False	False	14,805
60	106.51	80.55	25.96	30.8%	3.56	4.2%	14%	False	False	12,056

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	0.60
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.00
2.618	94.23
1.618	91.31
1.000	89.51
0.618	88.39
HIGH	86.59
0.618	85.47
0.500	85.13
0.382	84.79
LOW	83.67
0.618	81.87
1.000	80.75
1.618	78.95
2.618	76.03
4.250	71.26

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	85.13	88.18
PP	84.83	86.86
S1	84.54	85.55

Download as Excel Spreadsheet

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

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