NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	77.60	78.50	0.90	1.2%	83.91
High	79.01	79.96	0.95	1.2%	84.51
Low	76.69	77.80	1.11	1.4%	77.64
Close	78.63	78.01	-0.62	-0.8%	78.19
Range	2.32	2.16	-0.16	-6.9%	6.87
ATR	2.93	2.88	-0.06	-1.9%	0.00
Volume	51,059	50,278	-781	-1.5%	174,702

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	85.07	83.70	79.20
R3	82.91	81.54	78.60
R2	80.75	80.75	78.41
R1	79.38	79.38	78.21	78.99
PP	78.59	78.59	78.59	78.39
S1	77.22	77.22	77.81	76.83
S2	76.43	76.43	77.61
S3	74.27	75.06	77.42
S4	72.11	72.90	76.82

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	100.72	96.33	81.97
R3	93.85	89.46	80.08
R2	86.98	86.98	79.45
R1	82.59	82.59	78.82	81.35
PP	80.11	80.11	80.11	79.50
S1	75.72	75.72	77.56	74.48
S2	73.24	73.24	76.93
S3	66.37	68.85	76.30
S4	59.50	61.98	74.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.03	76.30	4.73	6.1%	2.50	3.2%	36%	False	False	42,013
10	84.51	76.30	8.21	10.5%	2.82	3.6%	21%	False	False	39,843
20	84.51	71.02	13.49	17.3%	2.95	3.8%	52%	False	False	40,447
40	88.65	71.02	17.63	22.6%	2.99	3.8%	40%	False	False	38,152

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.14
2.618	85.61
1.618	83.45
1.000	82.12
0.618	81.29
HIGH	79.96
0.618	79.13
0.500	78.88
0.382	78.63
LOW	77.80
0.618	76.47
1.000	75.64
1.618	74.31
2.618	72.15
4.250	68.62

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	78.88	78.13
PP	78.59	78.09
S1	78.30	78.05

Download as Excel Spreadsheet

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

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