NYMEX Light Sweet Crude Oil Future February 2023

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

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	77.30	74.33	-2.97	-3.8%	82.44
High	78.04	77.19	-0.85	-1.1%	83.95
Low	74.16	74.33	0.17	0.2%	76.28
Close	74.61	75.98	1.37	1.8%	76.73
Range	3.88	2.86	-1.02	-26.3%	7.67
ATR	3.55	3.50	-0.05	-1.4%	0.00
Volume	17,539	30,849	13,310	75.9%	138,134

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	84.41	83.06	77.55
R3	81.55	80.20	76.77
R2	78.69	78.69	76.50
R1	77.34	77.34	76.24	78.02
PP	75.83	75.83	75.83	76.17
S1	74.48	74.48	75.72	75.16
S2	72.97	72.97	75.46
S3	70.11	71.62	75.19
S4	67.25	68.76	74.41

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	12.9%	3.84	5.1%	19%	False	False	29,697
10	86.75	74.16	12.59	16.6%	3.47	4.6%	14%	False	False	25,719
20	92.68	74.16	18.52	24.4%	3.56	4.7%	10%	False	False	26,471
40	92.68	74.16	18.52	24.4%	3.41	4.5%	10%	False	False	21,377
60	95.79	74.16	21.63	28.5%	3.60	4.7%	8%	False	False	17,823
80	106.51	74.16	32.35	42.6%	3.49	4.6%	6%	False	False	14,801

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	89.35
2.618	84.68
1.618	81.82
1.000	80.05
0.618	78.96
HIGH	77.19
0.618	76.10
0.500	75.76
0.382	75.42
LOW	74.33
0.618	72.56
1.000	71.47
1.618	69.70
2.618	66.84
4.250	62.18

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	75.91	77.96
PP	75.83	77.30
S1	75.76	76.64

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

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