NYMEX Light Sweet Crude Oil Future February 2023

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	85.16	85.90	0.74	0.9%	84.78
High	86.75	85.98	-0.77	-0.9%	87.51
Low	83.70	81.72	-1.98	-2.4%	79.45
Close	85.61	82.02	-3.59	-4.2%	84.33
Range	3.05	4.26	1.21	39.7%	8.06
ATR	3.46	3.51	0.06	1.7%	0.00
Volume	26,866	20,331	-6,535	-24.3%	113,982

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.02	93.28	84.36
R3	91.76	89.02	83.19
R2	87.50	87.50	82.80
R1	84.76	84.76	82.41	84.00
PP	83.24	83.24	83.24	82.86
S1	80.50	80.50	81.63	79.74
S2	78.98	78.98	81.24
S3	74.72	76.24	80.85
S4	70.46	71.98	79.68

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	86.75	80.67	6.08	7.4%	3.66	4.5%	22%	False	False	24,902
10	87.51	79.45	8.06	9.8%	3.51	4.3%	32%	False	False	26,626
20	92.68	79.45	13.23	16.1%	3.42	4.2%	19%	False	False	23,450
40	93.09	79.45	13.64	16.6%	3.40	4.1%	19%	False	False	18,622
60	98.97	79.45	19.52	23.8%	3.61	4.4%	13%	False	False	15,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	104.09
2.618	97.13
1.618	92.87
1.000	90.24
0.618	88.61
HIGH	85.98
0.618	84.35
0.500	83.85
0.382	83.35
LOW	81.72
0.618	79.09
1.000	77.46
1.618	74.83
2.618	70.57
4.250	63.62

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	83.85	84.24
PP	83.24	83.50
S1	82.63	82.76

Download as Excel Spreadsheet

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

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