NYMEX Light Sweet Crude Oil Future April 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	79.00	75.92	-3.08	-3.9%	80.96
High	79.16	76.38	-2.78	-3.5%	81.88
Low	74.97	72.65	-2.32	-3.1%	74.97
Close	75.22	73.09	-2.13	-2.8%	75.22
Range	4.19	3.73	-0.46	-11.0%	6.91
ATR	3.12	3.16	0.04	1.4%	0.00
Volume	15,350	9,130	-6,220	-40.5%	67,042

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	85.23	82.89	75.14
R3	81.50	79.16	74.12
R2	77.77	77.77	73.77
R1	75.43	75.43	73.43	74.74
PP	74.04	74.04	74.04	73.69
S1	71.70	71.70	72.75	71.01
S2	70.31	70.31	72.41
S3	66.58	67.97	72.06
S4	62.85	64.24	71.04

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	98.09	93.56	79.02
R3	91.18	86.65	77.12
R2	84.27	84.27	76.49
R1	79.74	79.74	75.85	78.55
PP	77.36	77.36	77.36	76.76
S1	72.83	72.83	74.59	71.64
S2	70.45	70.45	73.95
S3	63.54	65.92	73.32
S4	56.63	59.01	71.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.88	72.65	9.23	12.6%	3.33	4.6%	5%	False	True	13,299
10	85.00	72.65	12.35	16.9%	3.14	4.3%	4%	False	True	12,856
20	90.21	72.65	17.56	24.0%	3.15	4.3%	3%	False	True	12,345
40	90.33	72.65	17.68	24.2%	3.00	4.1%	2%	False	True	9,973
60	92.38	72.65	19.73	27.0%	3.12	4.3%	2%	False	True	8,149

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	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.23
2.618	86.15
1.618	82.42
1.000	80.11
0.618	78.69
HIGH	76.38
0.618	74.96
0.500	74.52
0.382	74.07
LOW	72.65
0.618	70.34
1.000	68.92
1.618	66.61
2.618	62.88
4.250	56.80

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	74.52	77.16
PP	74.04	75.80
S1	73.57	74.45

Download as Excel Spreadsheet

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

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