Hi @ABDromedary218 ,
you can use Controlchart Builder for this. I recommend having a look at the learning library (jmp.com/learn) - there are short descriptions and short tutorial videos explaining these kinds of methods.
Your request can be done using this method. Per default it will create the limits with the moving range method, but you can change by right-click > Limits > Sigma > Levey-Jennings.
In the graph you can interactively select datapoints which are potential outliers or look at the ones that are outside the UCL.
Hope this helps!
Best
Florian