NYMEX Light Sweet Crude Oil Future February 2023

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	81.58	77.30	-4.28	-5.2%	82.44
High	81.75	78.04	-3.71	-4.5%	83.95
Low	76.28	74.16	-2.12	-2.8%	76.28
Close	76.73	74.61	-2.12	-2.8%	76.73
Range	5.47	3.88	-1.59	-29.1%	7.67
ATR	3.53	3.55	0.03	0.7%	0.00
Volume	28,517	17,539	-10,978	-38.5%	138,134

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.24	84.81	76.74
R3	83.36	80.93	75.68
R2	79.48	79.48	75.32
R1	77.05	77.05	74.97	76.33
PP	75.60	75.60	75.60	75.24
S1	73.17	73.17	74.25	72.45
S2	71.72	71.72	73.90
S3	67.84	69.29	73.54
S4	63.96	65.41	72.48

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	102.00	97.03	80.95
R3	94.33	89.36	78.84
R2	86.66	86.66	78.14
R1	81.69	81.69	77.43	80.34
PP	78.99	78.99	78.99	78.31
S1	74.02	74.02	76.03	72.67
S2	71.32	71.32	75.32
S3	63.65	66.35	74.62
S4	55.98	58.68	72.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.95	74.16	9.79	13.1%	3.82	5.1%	5%	False	True	27,557
10	86.75	74.16	12.59	16.9%	3.56	4.8%	4%	False	True	25,566
20	92.68	74.16	18.52	24.8%	3.59	4.8%	2%	False	True	25,688
40	92.68	74.16	18.52	24.8%	3.45	4.6%	2%	False	True	21,047
60	95.79	74.16	21.63	29.0%	3.60	4.8%	2%	False	True	17,388
80	106.51	74.16	32.35	43.4%	3.50	4.7%	1%	False	True	14,485

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	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.53
2.618	88.20
1.618	84.32
1.000	81.92
0.618	80.44
HIGH	78.04
0.618	76.56
0.500	76.10
0.382	75.64
LOW	74.16
0.618	71.76
1.000	70.28
1.618	67.88
2.618	64.00
4.250	57.67

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	76.10	78.87
PP	75.60	77.45
S1	75.11	76.03

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

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