NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	79.63	82.05	2.42	3.0%	79.68
High	82.26	83.10	0.84	1.0%	80.79
Low	79.28	81.34	2.06	2.6%	77.02
Close	81.91	82.77	0.86	1.0%	79.36
Range	2.98	1.76	-1.22	-40.9%	3.77
ATR	2.69	2.62	-0.07	-2.5%	0.00
Volume	10,196	14,471	4,275	41.9%	68,193

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.68	86.99	83.74
R3	85.92	85.23	83.25
R2	84.16	84.16	83.09
R1	83.47	83.47	82.93	83.82
PP	82.40	82.40	82.40	82.58
S1	81.71	81.71	82.61	82.06
S2	80.64	80.64	82.45
S3	78.88	79.95	82.29
S4	77.12	78.19	81.80

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	83.10	77.39	5.71	6.9%	2.35	2.8%	94%	True	False	10,883
10	83.10	77.02	6.08	7.3%	2.39	2.9%	95%	True	False	11,668
20	85.46	73.66	11.80	14.3%	2.57	3.1%	77%	False	False	11,840
40	85.46	71.69	13.77	16.6%	2.72	3.3%	80%	False	False	10,709
60	89.37	71.69	17.68	21.4%	2.70	3.3%	63%	False	False	9,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.62
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	90.58
2.618	87.71
1.618	85.95
1.000	84.86
0.618	84.19
HIGH	83.10
0.618	82.43
0.500	82.22
0.382	82.01
LOW	81.34
0.618	80.25
1.000	79.58
1.618	78.49
2.618	76.73
4.250	73.86

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	82.59	82.05
PP	82.40	81.34
S1	82.22	80.62

Download as Excel Spreadsheet

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

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