NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	77.30	78.22	0.92	1.2%	79.00
High	79.98	78.43	-1.55	-1.9%	80.20
Low	76.90	73.58	-3.32	-4.3%	73.58
Close	77.94	73.88	-4.06	-5.2%	73.88
Range	3.08	4.85	1.77	57.5%	6.62
ATR	2.97	3.10	0.13	4.5%	0.00
Volume	37,848	47,048	9,200	24.3%	178,216

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	89.85	86.71	76.55
R3	85.00	81.86	75.21
R2	80.15	80.15	74.77
R1	77.01	77.01	74.32	76.16
PP	75.30	75.30	75.30	74.87
S1	72.16	72.16	73.44	71.31
S2	70.45	70.45	72.99
S3	65.60	67.31	72.55
S4	60.75	62.46	71.21

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	95.75	91.43	77.52
R3	89.13	84.81	75.70
R2	82.51	82.51	75.09
R1	78.19	78.19	74.49	77.04
PP	75.89	75.89	75.89	75.31
S1	71.57	71.57	73.27	70.42
S2	69.27	69.27	72.67
S3	62.65	64.95	72.06
S4	56.03	58.33	70.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.20	73.58	6.62	9.0%	3.38	4.6%	5%	False	True	35,643
10	83.51	73.58	9.93	13.4%	3.15	4.3%	3%	False	True	35,641
20	88.25	73.58	14.67	19.9%	3.13	4.2%	2%	False	True	36,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	99.04
2.618	91.13
1.618	86.28
1.000	83.28
0.618	81.43
HIGH	78.43
0.618	76.58
0.500	76.01
0.382	75.43
LOW	73.58
0.618	70.58
1.000	68.73
1.618	65.73
2.618	60.88
4.250	52.97

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	76.01	76.89
PP	75.30	75.89
S1	74.59	74.88

Download as Excel Spreadsheet

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

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