NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	74.90	74.56	-0.34	-0.5%	73.81
High	75.65	75.39	-0.26	-0.3%	75.65
Low	73.74	72.61	-1.13	-1.5%	71.02
Close	74.53	73.00	-1.53	-2.1%	73.00
Range	1.91	2.78	0.87	45.5%	4.63
ATR	3.11	3.08	-0.02	-0.7%	0.00
Volume	35,081	31,748	-3,333	-9.5%	198,436

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	82.01	80.28	74.53
R3	79.23	77.50	73.76
R2	76.45	76.45	73.51
R1	74.72	74.72	73.25	74.20
PP	73.67	73.67	73.67	73.40
S1	71.94	71.94	72.75	71.42
S2	70.89	70.89	72.49
S3	68.11	69.16	72.24
S4	65.33	66.38	71.47

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.11	84.69	75.55
R3	82.48	80.06	74.27
R2	77.85	77.85	73.85
R1	75.43	75.43	73.42	74.33
PP	73.22	73.22	73.22	72.67
S1	70.80	70.80	72.58	69.70
S2	68.59	68.59	72.15
S3	63.96	66.17	71.73
S4	59.33	61.54	70.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.65	71.02	4.63	6.3%	3.07	4.2%	43%	False	False	39,687
10	80.20	71.02	9.18	12.6%	3.23	4.4%	22%	False	False	37,665
20	83.77	71.02	12.75	17.5%	3.11	4.3%	16%	False	False	37,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.71
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.21
2.618	82.67
1.618	79.89
1.000	78.17
0.618	77.11
HIGH	75.39
0.618	74.33
0.500	74.00
0.382	73.67
LOW	72.61
0.618	70.89
1.000	69.83
1.618	68.11
2.618	65.33
4.250	60.80

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	74.00	73.34
PP	73.67	73.22
S1	73.33	73.11

Download as Excel Spreadsheet

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

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