NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 79.08 80.84 1.76 2.2% 81.55
High 81.89 81.01 -0.88 -1.1% 83.59
Low 78.56 78.57 0.01 0.0% 77.71
Close 80.53 79.22 -1.31 -1.6% 80.77
Range 3.33 2.44 -0.89 -26.7% 5.88
ATR 2.37 2.37 0.01 0.2% 0.00
Volume 9,500 11,180 1,680 17.7% 44,488
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 86.92 85.51 80.56
R3 84.48 83.07 79.89
R2 82.04 82.04 79.67
R1 80.63 80.63 79.44 80.12
PP 79.60 79.60 79.60 79.34
S1 78.19 78.19 79.00 77.68
S2 77.16 77.16 78.77
S3 74.72 75.75 78.55
S4 72.28 73.31 77.88
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 81.89 77.71 4.18 5.3% 2.56 3.2% 36% False False 8,414
10 83.59 77.71 5.88 7.4% 2.50 3.2% 26% False False 9,558
20 83.59 74.90 8.69 11.0% 2.15 2.7% 50% False False 7,900
40 83.59 69.56 14.03 17.7% 2.32 2.9% 69% False False 7,212
60 85.66 69.56 16.10 20.3% 2.29 2.9% 60% False False 6,789
80 86.63 69.56 17.07 21.5% 2.33 2.9% 57% False False 6,089
100 91.11 69.56 21.55 27.2% 2.45 3.1% 45% False False 5,719
120 96.71 69.56 27.15 34.3% 2.40 3.0% 36% False False 5,293
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.38
2.618 87.40
1.618 84.96
1.000 83.45
0.618 82.52
HIGH 81.01
0.618 80.08
0.500 79.79
0.382 79.50
LOW 78.57
0.618 77.06
1.000 76.13
1.618 74.62
2.618 72.18
4.250 68.20
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 79.79 80.23
PP 79.60 79.89
S1 79.41 79.56

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

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