NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	78.80	79.69	0.89	1.1%	79.68
High	79.84	79.99	0.15	0.2%	80.79
Low	77.88	77.39	-0.49	-0.6%	77.02
Close	79.36	79.31	-0.05	-0.1%	79.36
Range	1.96	2.60	0.64	32.7%	3.77
ATR	2.69	2.68	-0.01	-0.2%	0.00
Volume	13,191	7,545	-5,646	-42.8%	68,193

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	86.70	85.60	80.74
R3	84.10	83.00	80.03
R2	81.50	81.50	79.79
R1	80.40	80.40	79.55	79.65
PP	78.90	78.90	78.90	78.52
S1	77.80	77.80	79.07	77.05
S2	76.30	76.30	78.83
S3	73.70	75.20	78.60
S4	71.10	72.60	77.88

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	90.37	88.63	81.43
R3	86.60	84.86	80.40
R2	82.83	82.83	80.05
R1	81.09	81.09	79.71	80.08
PP	79.06	79.06	79.06	78.55
S1	77.32	77.32	79.01	76.31
S2	75.29	75.29	78.67
S3	71.52	73.55	78.32
S4	67.75	69.78	77.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.79	77.02	3.77	4.8%	2.38	3.0%	61%	False	False	13,356
10	83.30	77.02	6.28	7.9%	2.57	3.2%	36%	False	False	12,630
20	85.46	71.69	13.77	17.4%	2.61	3.3%	55%	False	False	11,762
40	89.16	71.69	17.47	22.0%	2.76	3.5%	44%	False	False	10,430
60	89.37	71.69	17.68	22.3%	2.76	3.5%	43%	False	False	9,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.65
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.04
2.618	86.80
1.618	84.20
1.000	82.59
0.618	81.60
HIGH	79.99
0.618	79.00
0.500	78.69
0.382	78.38
LOW	77.39
0.618	75.78
1.000	74.79
1.618	73.18
2.618	70.58
4.250	66.34

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	79.10	79.24
PP	78.90	79.16
S1	78.69	79.09

Download as Excel Spreadsheet

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

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