NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	78.92	79.00	0.08	0.1%	81.18
High	79.89	79.70	-0.19	-0.2%	83.51
Low	78.42	76.34	-2.08	-2.7%	78.42
Close	78.84	79.22	0.38	0.5%	78.84
Range	1.47	3.36	1.89	128.6%	5.09
ATR	2.95	2.98	0.03	1.0%	0.00
Volume	27,043	27,652	609	2.3%	178,196

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.50	87.22	81.07
R3	85.14	83.86	80.14
R2	81.78	81.78	79.84
R1	80.50	80.50	79.53	81.14
PP	78.42	78.42	78.42	78.74
S1	77.14	77.14	78.91	77.78
S2	75.06	75.06	78.60
S3	71.70	73.78	78.30
S4	68.34	70.42	77.37

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	95.53	92.27	81.64
R3	90.44	87.18	80.24
R2	85.35	85.35	79.77
R1	82.09	82.09	79.31	81.18
PP	80.26	80.26	80.26	79.80
S1	77.00	77.00	78.37	76.09
S2	75.17	75.17	77.91
S3	70.08	71.91	77.44
S4	64.99	66.82	76.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.51	76.34	7.17	9.1%	2.98	3.8%	40%	False	True	35,529
10	83.77	76.34	7.43	9.4%	3.12	3.9%	39%	False	True	36,857
20	88.65	76.34	12.31	15.5%	2.98	3.8%	23%	False	True	36,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.98
2.618	88.50
1.618	85.14
1.000	83.06
0.618	81.78
HIGH	79.70
0.618	78.42
0.500	78.02
0.382	77.62
LOW	76.34
0.618	74.26
1.000	72.98
1.618	70.90
2.618	67.54
4.250	62.06

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	78.82	79.62
PP	78.42	79.49
S1	78.02	79.35

Download as Excel Spreadsheet

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

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