NYMEX Light Sweet Crude Oil Future June 2023

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

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	73.81	71.58	-2.23	-3.0%	79.00
High	75.07	74.02	-1.05	-1.4%	80.20
Low	71.37	71.49	0.12	0.2%	73.58
Close	71.79	72.69	0.90	1.3%	73.88
Range	3.70	2.53	-1.17	-31.6%	6.62
ATR	3.15	3.10	-0.04	-1.4%	0.00
Volume	32,867	43,579	10,712	32.6%	178,216

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	80.32	79.04	74.08
R3	77.79	76.51	73.39
R2	75.26	75.26	73.15
R1	73.98	73.98	72.92	74.62
PP	72.73	72.73	72.73	73.06
S1	71.45	71.45	72.46	72.09
S2	70.20	70.20	72.23
S3	67.67	68.92	71.99
S4	65.14	66.39	71.30

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	12.1%	3.47	4.8%	15%	False	False	39,299
10	83.50	71.37	12.13	16.7%	3.12	4.3%	11%	False	False	36,613
20	88.25	71.37	16.88	23.2%	3.16	4.3%	8%	False	False	37,244

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.77
2.618	80.64
1.618	78.11
1.000	76.55
0.618	75.58
HIGH	74.02
0.618	73.05
0.500	72.76
0.382	72.46
LOW	71.49
0.618	69.93
1.000	68.96
1.618	67.40
2.618	64.87
4.250	60.74

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	72.76	74.90
PP	72.73	74.16
S1	72.71	73.43

Download as Excel Spreadsheet

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

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