NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 03-Oct-2022

Day Change Summary
	Previous	Current
	30-Sep-2022	03-Oct-2022	Change	Change %	Previous Week
Open	75.22	75.25	0.03	0.0%	75.14
High	76.24	77.34	1.10	1.4%	76.45
Low	73.66	75.24	1.58	2.1%	71.69
Close	73.77	76.53	2.76	3.7%	73.77
Range	2.58	2.10	-0.48	-18.6%	4.76
ATR	2.87	2.92	0.05	1.7%	0.00
Volume	10,288	11,122	834	8.1%	49,722

Daily Pivots for day following 03-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	82.67	81.70	77.69
R3	80.57	79.60	77.11
R2	78.47	78.47	76.92
R1	77.50	77.50	76.72	77.99
PP	76.37	76.37	76.37	76.61
S1	75.40	75.40	76.34	75.89
S2	74.27	74.27	76.15
S3	72.17	73.30	75.95
S4	70.07	71.20	75.38

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.25	85.77	76.39
R3	83.49	81.01	75.08
R2	78.73	78.73	74.64
R1	76.25	76.25	74.21	75.11
PP	73.97	73.97	73.97	73.40
S1	71.49	71.49	73.33	70.35
S2	69.21	69.21	72.90
S3	64.45	66.73	72.46
S4	59.69	61.97	71.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.34	71.69	5.65	7.4%	2.52	3.3%	86%	True	False	10,707
10	80.97	71.69	9.28	12.1%	2.91	3.8%	52%	False	False	9,174
20	84.48	71.69	12.79	16.7%	2.89	3.8%	38%	False	False	9,679
40	89.37	71.69	17.68	23.1%	2.72	3.6%	27%	False	False	8,433

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	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.27
2.618	82.84
1.618	80.74
1.000	79.44
0.618	78.64
HIGH	77.34
0.618	76.54
0.500	76.29
0.382	76.04
LOW	75.24
0.618	73.94
1.000	73.14
1.618	71.84
2.618	69.74
4.250	66.32

Fisher Pivots for day following 03-Oct-2022
Pivot	1 day	3 day
R1	76.45	76.19
PP	76.37	75.84
S1	76.29	75.50

Download as Excel Spreadsheet

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

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