NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	80.00	79.06	-0.94	-1.2%	81.21
High	80.49	80.97	0.48	0.6%	84.23
Low	78.10	77.91	-0.19	-0.2%	79.21
Close	78.66	78.03	-0.63	-0.8%	79.58
Range	2.39	3.06	0.67	28.0%	5.02
ATR	2.75	2.77	0.02	0.8%	0.00
Volume	6,867	7,964	1,097	16.0%	47,159

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.15	86.15	79.71
R3	85.09	83.09	78.87
R2	82.03	82.03	78.59
R1	80.03	80.03	78.31	79.50
PP	78.97	78.97	78.97	78.71
S1	76.97	76.97	77.75	76.44
S2	75.91	75.91	77.47
S3	72.85	73.91	77.19
S4	69.79	70.85	76.35

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.07	92.84	82.34
R3	91.05	87.82	80.96
R2	86.03	86.03	80.50
R1	82.80	82.80	80.04	81.91
PP	81.01	81.01	81.01	80.56
S1	77.78	77.78	79.12	76.89
S2	75.99	75.99	78.66
S3	70.97	72.76	78.20
S4	65.95	67.74	76.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.14	77.08	6.06	7.8%	2.78	3.6%	16%	False	False	7,517
10	84.23	77.08	7.15	9.2%	2.69	3.4%	13%	False	False	9,637
20	89.37	77.08	12.29	15.8%	2.67	3.4%	8%	False	False	8,961
40	89.84	77.08	12.76	16.4%	2.75	3.5%	7%	False	False	7,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.98
2.618	88.98
1.618	85.92
1.000	84.03
0.618	82.86
HIGH	80.97
0.618	79.80
0.500	79.44
0.382	79.08
LOW	77.91
0.618	76.02
1.000	74.85
1.618	72.96
2.618	69.90
4.250	64.91

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	79.44	79.03
PP	78.97	78.69
S1	78.50	78.36

Download as Excel Spreadsheet

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

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