NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	78.11	77.30	-0.81	-1.0%	81.18
High	80.20	79.98	-0.22	-0.3%	83.51
Low	77.00	76.90	-0.10	-0.1%	78.42
Close	77.26	77.94	0.68	0.9%	78.84
Range	3.20	3.08	-0.12	-3.8%	5.09
ATR	2.96	2.97	0.01	0.3%	0.00
Volume	35,153	37,848	2,695	7.7%	178,196

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.51	85.81	79.63
R3	84.43	82.73	78.79
R2	81.35	81.35	78.50
R1	79.65	79.65	78.22	80.50
PP	78.27	78.27	78.27	78.70
S1	76.57	76.57	77.66	77.42
S2	75.19	75.19	77.38
S3	72.11	73.49	77.09
S4	69.03	70.41	76.25

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	80.20	76.34	3.86	5.0%	2.70	3.5%	41%	False	False	31,642
10	83.51	76.34	7.17	9.2%	3.03	3.9%	22%	False	False	34,010
20	88.65	76.34	12.31	15.8%	3.03	3.9%	13%	False	False	35,857

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	0.61
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.07
2.618	88.04
1.618	84.96
1.000	83.06
0.618	81.88
HIGH	79.98
0.618	78.80
0.500	78.44
0.382	78.08
LOW	76.90
0.618	75.00
1.000	73.82
1.618	71.92
2.618	68.84
4.250	63.81

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	78.44	78.55
PP	78.27	78.35
S1	78.11	78.14

Download as Excel Spreadsheet

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

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