NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
80.84 |
78.62 |
-2.22 |
-2.7% |
81.55 |
| High |
81.01 |
78.90 |
-2.11 |
-2.6% |
83.59 |
| Low |
78.57 |
76.81 |
-1.76 |
-2.2% |
77.71 |
| Close |
79.22 |
77.22 |
-2.00 |
-2.5% |
80.77 |
| Range |
2.44 |
2.09 |
-0.35 |
-14.3% |
5.88 |
| ATR |
2.37 |
2.38 |
0.00 |
0.1% |
0.00 |
| Volume |
11,180 |
17,599 |
6,419 |
57.4% |
44,488 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.91 |
82.66 |
78.37 |
|
| R3 |
81.82 |
80.57 |
77.79 |
|
| R2 |
79.73 |
79.73 |
77.60 |
|
| R1 |
78.48 |
78.48 |
77.41 |
78.06 |
| PP |
77.64 |
77.64 |
77.64 |
77.44 |
| S1 |
76.39 |
76.39 |
77.03 |
75.97 |
| S2 |
75.55 |
75.55 |
76.84 |
|
| S3 |
73.46 |
74.30 |
76.65 |
|
| S4 |
71.37 |
72.21 |
76.07 |
|
|
| 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 |
76.81 |
5.08 |
6.6% |
2.65 |
3.4% |
8% |
False |
True |
10,623 |
| 10 |
83.59 |
76.81 |
6.78 |
8.8% |
2.57 |
3.3% |
6% |
False |
True |
10,739 |
| 20 |
83.59 |
74.90 |
8.69 |
11.3% |
2.17 |
2.8% |
27% |
False |
False |
8,412 |
| 40 |
83.59 |
69.56 |
14.03 |
18.2% |
2.31 |
3.0% |
55% |
False |
False |
7,515 |
| 60 |
85.66 |
69.56 |
16.10 |
20.8% |
2.30 |
3.0% |
48% |
False |
False |
6,980 |
| 80 |
86.63 |
69.56 |
17.07 |
22.1% |
2.32 |
3.0% |
45% |
False |
False |
6,264 |
| 100 |
91.11 |
69.56 |
21.55 |
27.9% |
2.47 |
3.2% |
36% |
False |
False |
5,860 |
| 120 |
96.71 |
69.56 |
27.15 |
35.2% |
2.40 |
3.1% |
28% |
False |
False |
5,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.78 |
|
2.618 |
84.37 |
|
1.618 |
82.28 |
|
1.000 |
80.99 |
|
0.618 |
80.19 |
|
HIGH |
78.90 |
|
0.618 |
78.10 |
|
0.500 |
77.86 |
|
0.382 |
77.61 |
|
LOW |
76.81 |
|
0.618 |
75.52 |
|
1.000 |
74.72 |
|
1.618 |
73.43 |
|
2.618 |
71.34 |
|
4.250 |
67.93 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
77.86 |
79.35 |
| PP |
77.64 |
78.64 |
| S1 |
77.43 |
77.93 |
|