NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	81.42	81.98	0.56	0.7%	83.34
High	82.12	82.31	0.19	0.2%	85.83
Low	78.50	79.69	1.19	1.5%	80.64
Close	81.71	80.39	-1.32	-1.6%	81.27
Range	3.62	2.62	-1.00	-27.6%	5.19
ATR	3.28	3.24	-0.05	-1.4%	0.00
Volume	27,541	29,217	1,676	6.1%	182,683

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.66	87.14	81.83
R3	86.04	84.52	81.11
R2	83.42	83.42	80.87
R1	81.90	81.90	80.63	81.35
PP	80.80	80.80	80.80	80.52
S1	79.28	79.28	80.15	78.73
S2	78.18	78.18	79.91
S3	75.56	76.66	79.67
S4	72.94	74.04	78.95

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	98.15	94.90	84.12
R3	92.96	89.71	82.70
R2	87.77	87.77	82.22
R1	84.52	84.52	81.75	83.55
PP	82.58	82.58	82.58	82.10
S1	79.33	79.33	80.79	78.36
S2	77.39	77.39	80.32
S3	72.20	74.14	79.84
S4	67.01	68.95	78.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.83	78.50	7.33	9.1%	3.02	3.8%	26%	False	False	33,730
10	85.83	78.50	7.33	9.1%	3.35	4.2%	26%	False	False	34,051
20	91.44	78.50	12.94	16.1%	3.16	3.9%	15%	False	False	30,842
40	91.86	78.50	13.36	16.6%	3.23	4.0%	14%	False	False	25,128
60	97.44	78.50	18.94	23.6%	3.44	4.3%	10%	False	False	21,351
80	104.91	78.50	26.41	32.9%	3.37	4.2%	7%	False	False	18,627

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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.45
2.618	89.17
1.618	86.55
1.000	84.93
0.618	83.93
HIGH	82.31
0.618	81.31
0.500	81.00
0.382	80.69
LOW	79.69
0.618	78.07
1.000	77.07
1.618	75.45
2.618	72.83
4.250	68.56

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	81.00	80.44
PP	80.80	80.42
S1	80.59	80.41

Download as Excel Spreadsheet

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

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