NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
78.05 |
78.56 |
0.51 |
0.7% |
81.55 |
| High |
79.35 |
81.35 |
2.00 |
2.5% |
83.59 |
| Low |
77.71 |
78.56 |
0.85 |
1.1% |
77.71 |
| Close |
78.78 |
80.77 |
1.99 |
2.5% |
80.77 |
| Range |
1.64 |
2.79 |
1.15 |
70.1% |
5.88 |
| ATR |
2.23 |
2.27 |
0.04 |
1.8% |
0.00 |
| Volume |
6,556 |
6,868 |
312 |
4.8% |
44,488 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.60 |
87.47 |
82.30 |
|
| R3 |
85.81 |
84.68 |
81.54 |
|
| R2 |
83.02 |
83.02 |
81.28 |
|
| R1 |
81.89 |
81.89 |
81.03 |
82.46 |
| PP |
80.23 |
80.23 |
80.23 |
80.51 |
| S1 |
79.10 |
79.10 |
80.51 |
79.67 |
| S2 |
77.44 |
77.44 |
80.26 |
|
| S3 |
74.65 |
76.31 |
80.00 |
|
| S4 |
71.86 |
73.52 |
79.24 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.33 |
95.43 |
84.00 |
|
| R3 |
92.45 |
89.55 |
82.39 |
|
| R2 |
86.57 |
86.57 |
81.85 |
|
| R1 |
83.67 |
83.67 |
81.31 |
82.18 |
| PP |
80.69 |
80.69 |
80.69 |
79.95 |
| S1 |
77.79 |
77.79 |
80.23 |
76.30 |
| S2 |
74.81 |
74.81 |
79.69 |
|
| S3 |
68.93 |
71.91 |
79.15 |
|
| S4 |
63.05 |
66.03 |
77.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.59 |
77.71 |
5.88 |
7.3% |
2.33 |
2.9% |
52% |
False |
False |
8,897 |
| 10 |
83.59 |
76.97 |
6.62 |
8.2% |
2.18 |
2.7% |
57% |
False |
False |
8,279 |
| 20 |
83.59 |
74.53 |
9.06 |
11.2% |
2.03 |
2.5% |
69% |
False |
False |
7,401 |
| 40 |
83.59 |
69.56 |
14.03 |
17.4% |
2.30 |
2.9% |
80% |
False |
False |
6,966 |
| 60 |
85.94 |
69.56 |
16.38 |
20.3% |
2.28 |
2.8% |
68% |
False |
False |
6,515 |
| 80 |
86.63 |
69.56 |
17.07 |
21.1% |
2.30 |
2.8% |
66% |
False |
False |
5,862 |
| 100 |
91.11 |
69.56 |
21.55 |
26.7% |
2.44 |
3.0% |
52% |
False |
False |
5,531 |
| 120 |
96.71 |
69.56 |
27.15 |
33.6% |
2.36 |
2.9% |
41% |
False |
False |
5,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.21 |
|
2.618 |
88.65 |
|
1.618 |
85.86 |
|
1.000 |
84.14 |
|
0.618 |
83.07 |
|
HIGH |
81.35 |
|
0.618 |
80.28 |
|
0.500 |
79.96 |
|
0.382 |
79.63 |
|
LOW |
78.56 |
|
0.618 |
76.84 |
|
1.000 |
75.77 |
|
1.618 |
74.05 |
|
2.618 |
71.26 |
|
4.250 |
66.70 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.50 |
80.36 |
| PP |
80.23 |
79.94 |
| S1 |
79.96 |
79.53 |
|