NYMEX Light Sweet Crude Oil Future April 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	80.96	80.80	-0.16	-0.2%	81.76
High	81.01	81.33	0.32	0.4%	85.00
Low	77.79	78.97	1.18	1.5%	80.00
Close	80.81	79.48	-1.33	-1.6%	80.39
Range	3.22	2.36	-0.86	-26.7%	5.00
ATR	3.03	2.98	-0.05	-1.6%	0.00
Volume	9,676	10,466	790	8.2%	64,744

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.01	85.60	80.78
R3	84.65	83.24	80.13
R2	82.29	82.29	79.91
R1	80.88	80.88	79.70	80.41
PP	79.93	79.93	79.93	79.69
S1	78.52	78.52	79.26	78.05
S2	77.57	77.57	79.05
S3	75.21	76.16	78.83
S4	72.85	73.80	78.18

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.80	93.59	83.14
R3	91.80	88.59	81.77
R2	86.80	86.80	81.31
R1	83.59	83.59	80.85	82.70
PP	81.80	81.80	81.80	81.35
S1	78.59	78.59	79.93	77.70
S2	76.80	76.80	79.47
S3	71.80	73.59	79.02
S4	66.80	68.59	77.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.98	77.79	7.19	9.0%	2.72	3.4%	24%	False	False	11,966
10	85.00	77.79	7.21	9.1%	3.10	3.9%	23%	False	False	12,393
20	90.33	77.79	12.54	15.8%	2.89	3.6%	13%	False	False	11,214
40	90.76	77.79	12.97	16.3%	2.91	3.7%	13%	False	False	9,121
60	96.12	77.79	18.33	23.1%	3.09	3.9%	9%	False	False	7,363

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	91.36
2.618	87.51
1.618	85.15
1.000	83.69
0.618	82.79
HIGH	81.33
0.618	80.43
0.500	80.15
0.382	79.87
LOW	78.97
0.618	77.51
1.000	76.61
1.618	75.15
2.618	72.79
4.250	68.94

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	80.15	79.63
PP	79.93	79.58
S1	79.70	79.53

Download as Excel Spreadsheet

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

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