NYMEX Light Sweet Crude Oil Future March 2023

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

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	78.14	79.99	1.85	2.4%	74.71
High	80.19	81.21	1.02	1.3%	80.19
Low	77.87	79.28	1.41	1.8%	74.10
Close	79.64	79.64	0.00	0.0%	79.64
Range	2.32	1.93	-0.39	-16.8%	6.09
ATR	3.05	2.97	-0.08	-2.6%	0.00
Volume	79,460	67,691	-11,769	-14.8%	355,286

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	85.83	84.67	80.70
R3	83.90	82.74	80.17
R2	81.97	81.97	79.99
R1	80.81	80.81	79.82	80.43
PP	80.04	80.04	80.04	79.85
S1	78.88	78.88	79.46	78.50
S2	78.11	78.11	79.29
S3	76.18	76.95	79.11
S4	74.25	75.02	78.58

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.25	94.03	82.99
R3	90.16	87.94	81.31
R2	84.07	84.07	80.76
R1	81.85	81.85	80.20	82.96
PP	77.98	77.98	77.98	78.53
S1	75.76	75.76	79.08	76.87
S2	71.89	71.89	78.52
S3	65.80	69.67	77.97
S4	59.71	63.58	76.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.21	74.49	6.72	8.4%	2.43	3.1%	77%	True	False	69,505
10	81.21	73.49	7.72	9.7%	2.56	3.2%	80%	True	False	81,779
20	83.14	70.56	12.58	15.8%	2.98	3.7%	72%	False	False	90,506
40	89.89	70.56	19.33	24.3%	3.16	4.0%	47%	False	False	75,574
60	89.89	70.56	19.33	24.3%	3.05	3.8%	47%	False	False	63,447
80	89.89	70.56	19.33	24.3%	3.13	3.9%	47%	False	False	56,229
100	91.44	70.56	20.88	26.2%	3.12	3.9%	43%	False	False	49,522
120	91.86	70.56	21.30	26.7%	3.17	4.0%	43%	False	False	44,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.53
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	89.41
2.618	86.26
1.618	84.33
1.000	83.14
0.618	82.40
HIGH	81.21
0.618	80.47
0.500	80.25
0.382	80.02
LOW	79.28
0.618	78.09
1.000	77.35
1.618	76.16
2.618	74.23
4.250	71.08

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	80.25	79.46
PP	80.04	79.29
S1	79.84	79.11

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

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