NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	80.80	76.44	-4.36	-5.4%	81.42
High	80.82	77.17	-3.65	-4.5%	82.90
Low	75.57	73.38	-2.19	-2.9%	75.57
Close	75.95	73.81	-2.14	-2.8%	75.95
Range	5.25	3.79	-1.46	-27.8%	7.33
ATR	3.39	3.42	0.03	0.8%	0.00
Volume	34,965	23,381	-11,584	-33.1%	171,439

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	86.16	83.77	75.89
R3	82.37	79.98	74.85
R2	78.58	78.58	74.50
R1	76.19	76.19	74.16	75.49
PP	74.79	74.79	74.79	74.44
S1	72.40	72.40	73.46	71.70
S2	71.00	71.00	73.12
S3	67.21	68.61	72.77
S4	63.42	64.82	71.73

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	100.13	95.37	79.98
R3	92.80	88.04	77.97
R2	85.47	85.47	77.29
R1	80.71	80.71	76.62	79.43
PP	78.14	78.14	78.14	77.50
S1	73.38	73.38	75.28	72.10
S2	70.81	70.81	74.61
S3	63.48	66.05	73.93
S4	56.15	58.72	71.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.90	73.38	9.52	12.9%	3.66	5.0%	5%	False	True	33,455
10	85.83	73.38	12.45	16.9%	3.45	4.7%	3%	False	True	34,775
20	91.43	73.38	18.05	24.5%	3.42	4.6%	2%	False	True	32,726
40	91.44	73.38	18.06	24.5%	3.31	4.5%	2%	False	True	26,968
60	93.97	73.38	20.59	27.9%	3.49	4.7%	2%	False	True	23,057
80	104.91	73.38	31.53	42.7%	3.44	4.7%	1%	False	True	19,898

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	0.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.28
2.618	87.09
1.618	83.30
1.000	80.96
0.618	79.51
HIGH	77.17
0.618	75.72
0.500	75.28
0.382	74.83
LOW	73.38
0.618	71.04
1.000	69.59
1.618	67.25
2.618	63.46
4.250	57.27

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	75.28	77.99
PP	74.79	76.59
S1	74.30	75.20

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

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