NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 21-Jun-2022

Day Change Summary
	Previous	Current
	17-Jun-2022	21-Jun-2022	Change	Change %	Previous Week
Open	100.57	96.42	-4.15	-4.1%	101.47
High	101.37	97.83	-3.54	-3.5%	104.33
Low	94.52	95.00	0.48	0.5%	94.52
Close	95.33	96.37	1.04	1.1%	95.33
Range	6.85	2.83	-4.02	-58.7%	9.81
ATR	2.94	2.93	-0.01	-0.3%	0.00
Volume	16,934	8,966	-7,968	-47.1%	64,625

Daily Pivots for day following 21-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	104.89	103.46	97.93
R3	102.06	100.63	97.15
R2	99.23	99.23	96.89
R1	97.80	97.80	96.63	97.10
PP	96.40	96.40	96.40	96.05
S1	94.97	94.97	96.11	94.27
S2	93.57	93.57	95.85
S3	90.74	92.14	95.59
S4	87.91	89.31	94.81

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	127.49	121.22	100.73
R3	117.68	111.41	98.03
R2	107.87	107.87	97.13
R1	101.60	101.60	96.23	99.83
PP	98.06	98.06	98.06	97.18
S1	91.79	91.79	94.43	90.02
S2	88.25	88.25	93.53
S3	78.44	81.98	92.63
S4	68.63	72.17	89.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.33	94.52	9.81	10.2%	3.93	4.1%	19%	False	False	11,966
10	104.91	94.52	10.39	10.8%	3.26	3.4%	18%	False	False	11,350

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109.86
2.618	105.24
1.618	102.41
1.000	100.66
0.618	99.58
HIGH	97.83
0.618	96.75
0.500	96.42
0.382	96.08
LOW	95.00
0.618	93.25
1.000	92.17
1.618	90.42
2.618	87.59
4.250	82.97

Fisher Pivots for day following 21-Jun-2022
Pivot	1 day	3 day
R1	96.42	97.95
PP	96.40	97.42
S1	96.39	96.90

Download as Excel Spreadsheet

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

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