NYMEX Light Sweet Crude Oil Future February 2023

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	80.67	83.96	3.29	4.1%	84.78
High	84.45	86.35	1.90	2.2%	87.51
Low	80.67	82.93	2.26	2.8%	79.45
Close	84.33	85.51	1.18	1.4%	84.33
Range	3.78	3.42	-0.36	-9.5%	8.06
ATR	3.47	3.46	0.00	-0.1%	0.00
Volume	23,795	24,205	410	1.7%	113,982

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	95.19	93.77	87.39
R3	91.77	90.35	86.45
R2	88.35	88.35	86.14
R1	86.93	86.93	85.82	87.64
PP	84.93	84.93	84.93	85.29
S1	83.51	83.51	85.20	84.22
S2	81.51	81.51	84.88
S3	78.09	80.09	84.57
S4	74.67	76.67	83.63

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	107.94	104.20	88.76
R3	99.88	96.14	86.55
R2	91.82	91.82	85.81
R1	88.08	88.08	85.07	85.92
PP	83.76	83.76	83.76	82.69
S1	80.02	80.02	83.59	77.86
S2	75.70	75.70	82.85
S3	67.64	71.96	82.11
S4	59.58	63.90	79.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.51	79.45	8.06	9.4%	3.71	4.3%	75%	False	False	27,637
10	92.68	79.45	13.23	15.5%	3.61	4.2%	46%	False	False	25,810
20	92.68	79.45	13.23	15.5%	3.36	3.9%	46%	False	False	21,606
40	93.09	79.45	13.64	16.0%	3.36	3.9%	44%	False	False	17,938
60	102.97	79.45	23.52	27.5%	3.64	4.3%	26%	False	False	14,236

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	0.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.89
2.618	95.30
1.618	91.88
1.000	89.77
0.618	88.46
HIGH	86.35
0.618	85.04
0.500	84.64
0.382	84.24
LOW	82.93
0.618	80.82
1.000	79.51
1.618	77.40
2.618	73.98
4.250	68.40

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	85.22	84.64
PP	84.93	83.77
S1	84.64	82.90

Download as Excel Spreadsheet

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

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