NYMEX Light Sweet Crude Oil Future March 2023

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	76.44	73.64	-2.80	-3.7%	81.42
High	77.17	76.32	-0.85	-1.1%	82.90
Low	73.38	73.64	0.26	0.4%	75.57
Close	73.81	75.08	1.27	1.7%	75.95
Range	3.79	2.68	-1.11	-29.3%	7.33
ATR	3.42	3.36	-0.05	-1.5%	0.00
Volume	23,381	41,737	18,356	78.5%	171,439

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	83.05	81.75	76.55
R3	80.37	79.07	75.82
R2	77.69	77.69	75.57
R1	76.39	76.39	75.33	77.04
PP	75.01	75.01	75.01	75.34
S1	73.71	73.71	74.83	74.36
S2	72.33	72.33	74.59
S3	69.65	71.03	74.34
S4	66.97	68.35	73.61

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	12.7%	3.67	4.9%	18%	False	False	35,959
10	85.83	73.38	12.45	16.6%	3.34	4.5%	14%	False	False	34,845
20	91.43	73.38	18.05	24.0%	3.41	4.5%	9%	False	False	33,784
40	91.44	73.38	18.06	24.1%	3.27	4.4%	9%	False	False	27,394
60	93.97	73.38	20.59	27.4%	3.48	4.6%	8%	False	False	23,640
80	104.91	73.38	31.53	42.0%	3.43	4.6%	5%	False	False	20,282

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.71
2.618	83.34
1.618	80.66
1.000	79.00
0.618	77.98
HIGH	76.32
0.618	75.30
0.500	74.98
0.382	74.66
LOW	73.64
0.618	71.98
1.000	70.96
1.618	69.30
2.618	66.62
4.250	62.25

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	75.05	77.10
PP	75.01	76.43
S1	74.98	75.75

Download as Excel Spreadsheet

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

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