NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
75.84 |
77.30 |
1.46 |
1.9% |
75.85 |
| High |
77.47 |
79.37 |
1.90 |
2.5% |
78.52 |
| Low |
75.80 |
76.89 |
1.09 |
1.4% |
73.62 |
| Close |
76.81 |
79.24 |
2.43 |
3.2% |
75.31 |
| Range |
1.67 |
2.48 |
0.81 |
48.5% |
4.90 |
| ATR |
2.44 |
2.45 |
0.01 |
0.3% |
0.00 |
| Volume |
14,490 |
14,585 |
95 |
0.7% |
62,824 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.94 |
85.07 |
80.60 |
|
| R3 |
83.46 |
82.59 |
79.92 |
|
| R2 |
80.98 |
80.98 |
79.69 |
|
| R1 |
80.11 |
80.11 |
79.47 |
80.55 |
| PP |
78.50 |
78.50 |
78.50 |
78.72 |
| S1 |
77.63 |
77.63 |
79.01 |
78.07 |
| S2 |
76.02 |
76.02 |
78.79 |
|
| S3 |
73.54 |
75.15 |
78.56 |
|
| S4 |
71.06 |
72.67 |
77.88 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.52 |
87.81 |
78.01 |
|
| R3 |
85.62 |
82.91 |
76.66 |
|
| R2 |
80.72 |
80.72 |
76.21 |
|
| R1 |
78.01 |
78.01 |
75.76 |
76.92 |
| PP |
75.82 |
75.82 |
75.82 |
75.27 |
| S1 |
73.11 |
73.11 |
74.86 |
72.02 |
| S2 |
70.92 |
70.92 |
74.41 |
|
| S3 |
66.02 |
68.21 |
73.96 |
|
| S4 |
61.12 |
63.31 |
72.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.37 |
73.14 |
6.23 |
7.9% |
2.52 |
3.2% |
98% |
True |
False |
15,794 |
| 10 |
81.01 |
73.14 |
7.87 |
9.9% |
2.50 |
3.2% |
78% |
False |
False |
16,120 |
| 20 |
83.59 |
73.14 |
10.45 |
13.2% |
2.49 |
3.1% |
58% |
False |
False |
12,537 |
| 40 |
83.59 |
73.14 |
10.45 |
13.2% |
2.30 |
2.9% |
58% |
False |
False |
9,412 |
| 60 |
83.59 |
69.56 |
14.03 |
17.7% |
2.35 |
3.0% |
69% |
False |
False |
8,357 |
| 80 |
85.94 |
69.56 |
16.38 |
20.7% |
2.32 |
2.9% |
59% |
False |
False |
7,486 |
| 100 |
86.63 |
69.56 |
17.07 |
21.5% |
2.35 |
3.0% |
57% |
False |
False |
6,844 |
| 120 |
96.71 |
69.56 |
27.15 |
34.3% |
2.47 |
3.1% |
36% |
False |
False |
6,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.91 |
|
2.618 |
85.86 |
|
1.618 |
83.38 |
|
1.000 |
81.85 |
|
0.618 |
80.90 |
|
HIGH |
79.37 |
|
0.618 |
78.42 |
|
0.500 |
78.13 |
|
0.382 |
77.84 |
|
LOW |
76.89 |
|
0.618 |
75.36 |
|
1.000 |
74.41 |
|
1.618 |
72.88 |
|
2.618 |
70.40 |
|
4.250 |
66.35 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
78.87 |
78.25 |
| PP |
78.50 |
77.25 |
| S1 |
78.13 |
76.26 |
|