NYMEX Light Sweet Crude Oil Future March 2023

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

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	83.47	84.02	0.55	0.7%	88.37
High	85.54	86.52	0.98	1.1%	91.43
Low	83.36	83.31	-0.05	-0.1%	82.85
Close	83.63	84.00	0.37	0.4%	83.63
Range	2.18	3.21	1.03	47.2%	8.58
ATR	3.21	3.21	0.00	0.0%	0.00
Volume	29,389	37,957	8,568	29.2%	137,986

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	94.24	92.33	85.77
R3	91.03	89.12	84.88
R2	87.82	87.82	84.59
R1	85.91	85.91	84.29	85.26
PP	84.61	84.61	84.61	84.29
S1	82.70	82.70	83.71	82.05
S2	81.40	81.40	83.41
S3	78.19	79.49	83.12
S4	74.98	76.28	82.23

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	111.71	106.25	88.35
R3	103.13	97.67	85.99
R2	94.55	94.55	85.20
R1	89.09	89.09	84.42	87.53
PP	85.97	85.97	85.97	85.19
S1	80.51	80.51	82.84	78.95
S2	77.39	77.39	82.06
S3	68.81	71.93	81.27
S4	60.23	63.35	78.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.43	82.85	8.58	10.2%	3.26	3.9%	13%	False	False	31,076
10	91.44	82.85	8.59	10.2%	2.97	3.5%	13%	False	False	27,632
20	91.44	82.85	8.59	10.2%	3.07	3.7%	13%	False	False	24,088
40	91.86	80.00	11.86	14.1%	3.24	3.9%	34%	False	False	20,797
60	104.33	80.00	24.33	29.0%	3.53	4.2%	16%	False	False	17,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.16
2.618	94.92
1.618	91.71
1.000	89.73
0.618	88.50
HIGH	86.52
0.618	85.29
0.500	84.92
0.382	84.54
LOW	83.31
0.618	81.33
1.000	80.10
1.618	78.12
2.618	74.91
4.250	69.67

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	84.92	84.69
PP	84.61	84.46
S1	84.31	84.23

Download as Excel Spreadsheet

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

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