NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
77.60 |
75.85 |
-1.75 |
-2.3% |
80.92 |
| High |
78.04 |
77.40 |
-0.64 |
-0.8% |
81.89 |
| Low |
75.29 |
73.62 |
-1.67 |
-2.2% |
75.29 |
| Close |
76.57 |
77.34 |
0.77 |
1.0% |
76.57 |
| Range |
2.75 |
3.78 |
1.03 |
37.5% |
6.60 |
| ATR |
2.40 |
2.50 |
0.10 |
4.1% |
0.00 |
| Volume |
21,397 |
22,167 |
770 |
3.6% |
67,644 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.46 |
86.18 |
79.42 |
|
| R3 |
83.68 |
82.40 |
78.38 |
|
| R2 |
79.90 |
79.90 |
78.03 |
|
| R1 |
78.62 |
78.62 |
77.69 |
79.26 |
| PP |
76.12 |
76.12 |
76.12 |
76.44 |
| S1 |
74.84 |
74.84 |
76.99 |
75.48 |
| S2 |
72.34 |
72.34 |
76.65 |
|
| S3 |
68.56 |
71.06 |
76.30 |
|
| S4 |
64.78 |
67.28 |
75.26 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.72 |
93.74 |
80.20 |
|
| R3 |
91.12 |
87.14 |
78.39 |
|
| R2 |
84.52 |
84.52 |
77.78 |
|
| R1 |
80.54 |
80.54 |
77.18 |
79.23 |
| PP |
77.92 |
77.92 |
77.92 |
77.26 |
| S1 |
73.94 |
73.94 |
75.97 |
72.63 |
| S2 |
71.32 |
71.32 |
75.36 |
|
| S3 |
64.72 |
67.34 |
74.76 |
|
| S4 |
58.12 |
60.74 |
72.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.89 |
73.62 |
8.27 |
10.7% |
2.88 |
3.7% |
45% |
False |
True |
16,368 |
| 10 |
82.83 |
73.62 |
9.21 |
11.9% |
2.66 |
3.4% |
40% |
False |
True |
12,744 |
| 20 |
83.59 |
73.62 |
9.97 |
12.9% |
2.30 |
3.0% |
37% |
False |
True |
9,893 |
| 40 |
83.59 |
69.56 |
14.03 |
18.1% |
2.29 |
3.0% |
55% |
False |
False |
8,305 |
| 60 |
85.55 |
69.56 |
15.99 |
20.7% |
2.35 |
3.0% |
49% |
False |
False |
7,521 |
| 80 |
85.94 |
69.56 |
16.38 |
21.2% |
2.35 |
3.0% |
47% |
False |
False |
6,667 |
| 100 |
88.10 |
69.56 |
18.54 |
24.0% |
2.47 |
3.2% |
42% |
False |
False |
6,220 |
| 120 |
96.71 |
69.56 |
27.15 |
35.1% |
2.43 |
3.1% |
29% |
False |
False |
5,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.47 |
|
2.618 |
87.30 |
|
1.618 |
83.52 |
|
1.000 |
81.18 |
|
0.618 |
79.74 |
|
HIGH |
77.40 |
|
0.618 |
75.96 |
|
0.500 |
75.51 |
|
0.382 |
75.06 |
|
LOW |
73.62 |
|
0.618 |
71.28 |
|
1.000 |
69.84 |
|
1.618 |
67.50 |
|
2.618 |
63.72 |
|
4.250 |
57.56 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
76.73 |
76.98 |
| PP |
76.12 |
76.62 |
| S1 |
75.51 |
76.26 |
|