NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	76.38	78.77	2.39	3.1%	75.14
High	79.26	81.23	1.97	2.5%	76.45
Low	76.38	78.59	2.21	2.9%	71.69
Close	79.13	81.02	1.89	2.4%	73.77
Range	2.88	2.64	-0.24	-8.3%	4.76
ATR	2.92	2.90	-0.02	-0.7%	0.00
Volume	12,663	10,395	-2,268	-17.9%	49,722

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.20	87.25	82.47
R3	85.56	84.61	81.75
R2	82.92	82.92	81.50
R1	81.97	81.97	81.26	82.45
PP	80.28	80.28	80.28	80.52
S1	79.33	79.33	80.78	79.81
S2	77.64	77.64	80.54
S3	75.00	76.69	80.29
S4	72.36	74.05	79.57

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	81.23	73.66	7.57	9.3%	2.31	2.9%	97%	True	False	10,445
10	81.23	71.69	9.54	11.8%	2.92	3.6%	98%	True	False	9,997
20	84.23	71.69	12.54	15.5%	2.80	3.5%	74%	False	False	9,817
40	89.37	71.69	17.68	21.8%	2.71	3.3%	53%	False	False	8,714

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.45
2.618	88.14
1.618	85.50
1.000	83.87
0.618	82.86
HIGH	81.23
0.618	80.22
0.500	79.91
0.382	79.60
LOW	78.59
0.618	76.96
1.000	75.95
1.618	74.32
2.618	71.68
4.250	67.37

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	80.65	80.09
PP	80.28	79.16
S1	79.91	78.24

Download as Excel Spreadsheet

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

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