NYMEX Light Sweet Crude Oil Future October 2022

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

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	85.21	85.61	0.40	0.5%	86.25
High	86.22	86.45	0.23	0.3%	90.19
Low	82.10	83.52	1.42	1.7%	84.27
Close	85.73	84.45	-1.28	-1.5%	85.11
Range	4.12	2.93	-1.19	-28.9%	5.92
ATR	4.13	4.05	-0.09	-2.1%	0.00
Volume	59,626	17,105	-42,521	-71.3%	1,281,670

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	93.60	91.95	86.06
R3	90.67	89.02	85.26
R2	87.74	87.74	84.99
R1	86.09	86.09	84.72	85.45
PP	84.81	84.81	84.81	84.49
S1	83.16	83.16	84.18	82.52
S2	81.88	81.88	83.91
S3	78.95	80.23	83.64
S4	76.02	77.30	82.84

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	104.28	100.62	88.37
R3	98.36	94.70	86.74
R2	92.44	92.44	86.20
R1	88.78	88.78	85.65	87.65
PP	86.52	86.52	86.52	85.96
S1	82.86	82.86	84.57	81.73
S2	80.60	80.60	84.02
S3	74.68	76.94	83.48
S4	68.76	71.02	81.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.19	82.10	8.09	9.6%	3.60	4.3%	29%	False	False	147,059
10	90.19	81.20	8.99	10.6%	4.00	4.7%	36%	False	False	238,713
20	97.66	81.20	16.46	19.5%	4.03	4.8%	20%	False	False	278,908
40	99.75	81.20	18.55	22.0%	4.14	4.9%	18%	False	False	218,235
60	108.07	81.20	26.87	31.8%	4.47	5.3%	12%	False	False	173,236
80	115.44	81.20	34.24	40.5%	4.42	5.2%	9%	False	False	140,347
100	115.44	81.20	34.24	40.5%	4.28	5.1%	9%	False	False	116,871
120	115.44	81.20	34.24	40.5%	4.15	4.9%	9%	False	False	100,317

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	0.87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.90
2.618	94.12
1.618	91.19
1.000	89.38
0.618	88.26
HIGH	86.45
0.618	85.33
0.500	84.99
0.382	84.64
LOW	83.52
0.618	81.71
1.000	80.59
1.618	78.78
2.618	75.85
4.250	71.07

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	84.99	84.42
PP	84.81	84.38
S1	84.63	84.35

Download as Excel Spreadsheet

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

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