NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 28-Sep-2022

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	71.58	72.47	0.89	1.2%	79.00
High	74.02	75.47	1.45	2.0%	80.20
Low	71.49	71.02	-0.47	-0.7%	73.58
Close	72.69	75.38	2.69	3.7%	73.88
Range	2.53	4.45	1.92	75.9%	6.62
ATR	3.10	3.20	0.10	3.1%	0.00
Volume	43,579	55,161	11,582	26.6%	178,216

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.31	85.79	77.83
R3	82.86	81.34	76.60
R2	78.41	78.41	76.20
R1	76.89	76.89	75.79	77.65
PP	73.96	73.96	73.96	74.34
S1	72.44	72.44	74.97	73.20
S2	69.51	69.51	74.56
S3	65.06	67.99	74.16
S4	60.61	63.54	72.93

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	79.98	71.02	8.96	11.9%	3.72	4.9%	49%	False	True	43,300
10	82.90	71.02	11.88	15.8%	3.32	4.4%	37%	False	True	37,579
20	85.80	71.02	14.78	19.6%	3.17	4.2%	29%	False	True	38,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.38
2.618	87.12
1.618	82.67
1.000	79.92
0.618	78.22
HIGH	75.47
0.618	73.77
0.500	73.25
0.382	72.72
LOW	71.02
0.618	68.27
1.000	66.57
1.618	63.82
2.618	59.37
4.250	52.11

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	74.67	74.67
PP	73.96	73.96
S1	73.25	73.25

Download as Excel Spreadsheet

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

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