NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
80.46 |
79.78 |
-0.68 |
-0.8% |
78.17 |
| High |
80.66 |
83.35 |
2.69 |
3.3% |
83.35 |
| Low |
79.26 |
79.78 |
0.52 |
0.7% |
76.97 |
| Close |
79.84 |
82.85 |
3.01 |
3.8% |
82.85 |
| Range |
1.40 |
3.57 |
2.17 |
155.0% |
6.38 |
| ATR |
2.13 |
2.24 |
0.10 |
4.8% |
0.00 |
| Volume |
5,796 |
16,657 |
10,861 |
187.4% |
38,310 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.70 |
91.35 |
84.81 |
|
| R3 |
89.13 |
87.78 |
83.83 |
|
| R2 |
85.56 |
85.56 |
83.50 |
|
| R1 |
84.21 |
84.21 |
83.18 |
84.89 |
| PP |
81.99 |
81.99 |
81.99 |
82.33 |
| S1 |
80.64 |
80.64 |
82.52 |
81.32 |
| S2 |
78.42 |
78.42 |
82.20 |
|
| S3 |
74.85 |
77.07 |
81.87 |
|
| S4 |
71.28 |
73.50 |
80.89 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
97.90 |
86.36 |
|
| R3 |
93.82 |
91.52 |
84.60 |
|
| R2 |
87.44 |
87.44 |
84.02 |
|
| R1 |
85.14 |
85.14 |
83.43 |
86.29 |
| PP |
81.06 |
81.06 |
81.06 |
81.63 |
| S1 |
78.76 |
78.76 |
82.27 |
79.91 |
| S2 |
74.68 |
74.68 |
81.68 |
|
| S3 |
68.30 |
72.38 |
81.10 |
|
| S4 |
61.92 |
66.00 |
79.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.35 |
76.97 |
6.38 |
7.7% |
2.02 |
2.4% |
92% |
True |
False |
7,662 |
| 10 |
83.35 |
74.90 |
8.45 |
10.2% |
1.96 |
2.4% |
94% |
True |
False |
6,966 |
| 20 |
83.35 |
74.53 |
8.82 |
10.6% |
2.08 |
2.5% |
94% |
True |
False |
6,689 |
| 40 |
83.35 |
69.56 |
13.79 |
16.6% |
2.30 |
2.8% |
96% |
True |
False |
6,498 |
| 60 |
85.94 |
69.56 |
16.38 |
19.8% |
2.27 |
2.7% |
81% |
False |
False |
6,059 |
| 80 |
86.63 |
69.56 |
17.07 |
20.6% |
2.30 |
2.8% |
78% |
False |
False |
5,583 |
| 100 |
94.41 |
69.56 |
24.85 |
30.0% |
2.46 |
3.0% |
53% |
False |
False |
5,268 |
| 120 |
96.71 |
69.56 |
27.15 |
32.8% |
2.33 |
2.8% |
49% |
False |
False |
4,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.52 |
|
2.618 |
92.70 |
|
1.618 |
89.13 |
|
1.000 |
86.92 |
|
0.618 |
85.56 |
|
HIGH |
83.35 |
|
0.618 |
81.99 |
|
0.500 |
81.57 |
|
0.382 |
81.14 |
|
LOW |
79.78 |
|
0.618 |
77.57 |
|
1.000 |
76.21 |
|
1.618 |
74.00 |
|
2.618 |
70.43 |
|
4.250 |
64.61 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
82.42 |
82.28 |
| PP |
81.99 |
81.70 |
| S1 |
81.57 |
81.13 |
|