NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 28-Jun-2022

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	92.05	93.82	1.77	1.9%	96.42
High	94.05	96.43	2.38	2.5%	97.83
Low	91.27	93.82	2.55	2.8%	89.28
Close	93.46	96.07	2.61	2.8%	92.05
Range	2.78	2.61	-0.17	-6.1%	8.55
ATR	3.18	3.17	-0.02	-0.5%	0.00
Volume	6,640	8,036	1,396	21.0%	46,179

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	103.27	102.28	97.51
R3	100.66	99.67	96.79
R2	98.05	98.05	96.55
R1	97.06	97.06	96.31	97.56
PP	95.44	95.44	95.44	95.69
S1	94.45	94.45	95.83	94.95
S2	92.83	92.83	95.59
S3	90.22	91.84	95.35
S4	87.61	89.23	94.63

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	118.70	113.93	96.75
R3	110.15	105.38	94.40
R2	101.60	101.60	93.62
R1	96.83	96.83	92.83	94.94
PP	93.05	93.05	93.05	92.11
S1	88.28	88.28	91.27	86.39
S2	84.50	84.50	90.48
S3	75.95	79.73	89.70
S4	67.40	71.18	87.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.43	89.28	7.15	7.4%	3.48	3.6%	95%	True	False	10,377
10	104.33	89.28	15.05	15.7%	3.70	3.9%	45%	False	False	11,172
20	104.91	89.28	15.63	16.3%	3.19	3.3%	43%	False	False	10,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.95
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	107.52
2.618	103.26
1.618	100.65
1.000	99.04
0.618	98.04
HIGH	96.43
0.618	95.43
0.500	95.13
0.382	94.82
LOW	93.82
0.618	92.21
1.000	91.21
1.618	89.60
2.618	86.99
4.250	82.73

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	95.76	95.00
PP	95.44	93.93
S1	95.13	92.86

Download as Excel Spreadsheet

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

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