NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	91.17	84.68	-6.49	-7.1%	92.05
High	93.97	85.34	-8.63	-9.2%	97.44
Low	82.37	80.33	-2.04	-2.5%	89.77
Close	83.64	82.70	-0.94	-1.1%	92.07
Range	11.60	5.01	-6.59	-56.8%	7.67
ATR	3.85	3.93	0.08	2.2%	0.00
Volume	21,896	15,788	-6,108	-27.9%	42,456

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	97.82	95.27	85.46
R3	92.81	90.26	84.08
R2	87.80	87.80	83.62
R1	85.25	85.25	83.16	84.02
PP	82.79	82.79	82.79	82.18
S1	80.24	80.24	82.24	79.01
S2	77.78	77.78	81.78
S3	72.77	75.23	81.32
S4	67.76	70.22	79.94

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	116.10	111.76	96.29
R3	108.43	104.09	94.18
R2	100.76	100.76	93.48
R1	96.42	96.42	92.77	98.59
PP	93.09	93.09	93.09	94.18
S1	88.75	88.75	91.37	90.92
S2	85.42	85.42	90.66
S3	77.75	81.08	89.96
S4	70.08	73.41	87.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.44	80.33	17.11	20.7%	5.47	6.6%	14%	False	True	13,092
10	97.44	80.33	17.11	20.7%	4.47	5.4%	14%	False	True	11,735
20	104.91	80.33	24.58	29.7%	3.87	4.7%	10%	False	True	11,542

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	1.01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.63
2.618	98.46
1.618	93.45
1.000	90.35
0.618	88.44
HIGH	85.34
0.618	83.43
0.500	82.84
0.382	82.24
LOW	80.33
0.618	77.23
1.000	75.32
1.618	72.22
2.618	67.21
4.250	59.04

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	82.84	87.15
PP	82.79	85.67
S1	82.75	84.18

Download as Excel Spreadsheet

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

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