NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	78.22	73.81	-4.41	-5.6%	79.00
High	78.43	75.07	-3.36	-4.3%	80.20
Low	73.58	71.37	-2.21	-3.0%	73.58
Close	73.88	71.79	-2.09	-2.8%	73.88
Range	4.85	3.70	-1.15	-23.7%	6.62
ATR	3.10	3.15	0.04	1.4%	0.00
Volume	47,048	32,867	-14,181	-30.1%	178,216

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	83.84	81.52	73.83
R3	80.14	77.82	72.81
R2	76.44	76.44	72.47
R1	74.12	74.12	72.13	73.43
PP	72.74	72.74	72.74	72.40
S1	70.42	70.42	71.45	69.73
S2	69.04	69.04	71.11
S3	65.34	66.72	70.77
S4	61.64	63.02	69.76

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	71.37	8.83	12.3%	3.44	4.8%	5%	False	True	36,686
10	83.51	71.37	12.14	16.9%	3.21	4.5%	3%	False	True	36,107
20	88.25	71.37	16.88	23.5%	3.18	4.4%	2%	False	True	36,446

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	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.80
2.618	84.76
1.618	81.06
1.000	78.77
0.618	77.36
HIGH	75.07
0.618	73.66
0.500	73.22
0.382	72.78
LOW	71.37
0.618	69.08
1.000	67.67
1.618	65.38
2.618	61.68
4.250	55.65

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	73.22	75.68
PP	72.74	74.38
S1	72.27	73.09

Download as Excel Spreadsheet

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

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