NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	77.87	78.50	0.63	0.8%	80.38
High	80.75	78.88	-1.87	-2.3%	80.97
Low	77.75	74.34	-3.41	-4.4%	74.34
Close	78.70	74.54	-4.16	-5.3%	74.54
Range	3.00	4.54	1.54	51.3%	6.63
ATR	2.79	2.91	0.13	4.5%	0.00
Volume	7,751	8,320	569	7.3%	38,140

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	89.54	86.58	77.04
R3	85.00	82.04	75.79
R2	80.46	80.46	75.37
R1	77.50	77.50	74.96	76.71
PP	75.92	75.92	75.92	75.53
S1	72.96	72.96	74.12	72.17
S2	71.38	71.38	73.71
S3	66.84	68.42	73.29
S4	62.30	63.88	72.04

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	96.51	92.15	78.19
R3	89.88	85.52	76.36
R2	83.25	83.25	75.76
R1	78.89	78.89	75.15	77.76
PP	76.62	76.62	76.62	76.05
S1	72.26	72.26	73.93	71.13
S2	69.99	69.99	73.32
S3	63.36	65.63	72.72
S4	56.73	59.00	70.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.97	74.34	6.63	8.9%	3.27	4.4%	3%	False	True	7,628
10	84.23	74.34	9.89	13.3%	2.95	4.0%	2%	False	True	8,529
20	89.16	74.34	14.82	19.9%	2.84	3.8%	1%	False	True	9,002
40	89.84	74.34	15.50	20.8%	2.80	3.8%	1%	False	True	7,886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	98.18
2.618	90.77
1.618	86.23
1.000	83.42
0.618	81.69
HIGH	78.88
0.618	77.15
0.500	76.61
0.382	76.07
LOW	74.34
0.618	71.53
1.000	69.80
1.618	66.99
2.618	62.45
4.250	55.05

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	76.61	77.66
PP	75.92	76.62
S1	75.23	75.58

Download as Excel Spreadsheet

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

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