NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	78.07	79.26	1.19	1.5%	84.22
High	79.73	80.79	1.06	1.3%	85.10
Low	77.36	78.67	1.31	1.7%	78.63
Close	79.36	78.80	-0.56	-0.7%	79.03
Range	2.37	2.12	-0.25	-10.5%	6.47
ATR	2.80	2.75	-0.05	-1.7%	0.00
Volume	13,399	21,037	7,638	57.0%	59,371

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	85.78	84.41	79.97
R3	83.66	82.29	79.38
R2	81.54	81.54	79.19
R1	80.17	80.17	78.99	79.80
PP	79.42	79.42	79.42	79.23
S1	78.05	78.05	78.61	77.68
S2	77.30	77.30	78.41
S3	75.18	75.93	78.22
S4	73.06	73.81	77.63

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	100.33	96.15	82.59
R3	93.86	89.68	80.81
R2	87.39	87.39	80.22
R1	83.21	83.21	79.62	82.07
PP	80.92	80.92	80.92	80.35
S1	76.74	76.74	78.44	75.60
S2	74.45	74.45	77.84
S3	67.98	70.27	77.25
S4	61.51	63.80	75.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.84	77.02	4.82	6.1%	2.43	3.1%	37%	False	False	12,452
10	85.46	77.02	8.44	10.7%	2.74	3.5%	21%	False	False	13,189
20	85.46	71.69	13.77	17.5%	2.78	3.5%	52%	False	False	11,507
40	89.37	71.69	17.68	22.4%	2.76	3.5%	40%	False	False	10,225
60	89.84	71.69	18.15	23.0%	2.77	3.5%	39%	False	False	9,031

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	0.69
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.80
2.618	86.34
1.618	84.22
1.000	82.91
0.618	82.10
HIGH	80.79
0.618	79.98
0.500	79.73
0.382	79.48
LOW	78.67
0.618	77.36
1.000	76.55
1.618	75.24
2.618	73.12
4.250	69.66

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	79.73	78.91
PP	79.42	78.87
S1	79.11	78.84

Download as Excel Spreadsheet

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

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