NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
84.03 |
87.06 |
3.03 |
3.6% |
83.51 |
| High |
87.17 |
88.45 |
1.28 |
1.5% |
85.69 |
| Low |
83.17 |
86.12 |
2.95 |
3.5% |
80.49 |
| Close |
86.68 |
87.83 |
1.15 |
1.3% |
83.95 |
| Range |
4.00 |
2.33 |
-1.67 |
-41.8% |
5.20 |
| ATR |
3.39 |
3.32 |
-0.08 |
-2.2% |
0.00 |
| Volume |
80,025 |
110,526 |
30,501 |
38.1% |
477,948 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.46 |
93.47 |
89.11 |
|
| R3 |
92.13 |
91.14 |
88.47 |
|
| R2 |
89.80 |
89.80 |
88.26 |
|
| R1 |
88.81 |
88.81 |
88.04 |
89.31 |
| PP |
87.47 |
87.47 |
87.47 |
87.71 |
| S1 |
86.48 |
86.48 |
87.62 |
86.98 |
| S2 |
85.14 |
85.14 |
87.40 |
|
| S3 |
82.81 |
84.15 |
87.19 |
|
| S4 |
80.48 |
81.82 |
86.55 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.98 |
96.66 |
86.81 |
|
| R3 |
93.78 |
91.46 |
85.38 |
|
| R2 |
88.58 |
88.58 |
84.90 |
|
| R1 |
86.26 |
86.26 |
84.43 |
87.42 |
| PP |
83.38 |
83.38 |
83.38 |
83.96 |
| S1 |
81.06 |
81.06 |
83.47 |
82.22 |
| S2 |
78.18 |
78.18 |
83.00 |
|
| S3 |
72.98 |
75.86 |
82.52 |
|
| S4 |
67.78 |
70.66 |
81.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.45 |
81.60 |
6.85 |
7.8% |
3.00 |
3.4% |
91% |
True |
False |
81,963 |
| 10 |
88.45 |
80.49 |
7.96 |
9.1% |
3.11 |
3.5% |
92% |
True |
False |
87,528 |
| 20 |
90.89 |
77.40 |
13.49 |
15.4% |
3.21 |
3.6% |
77% |
False |
False |
82,517 |
| 40 |
90.89 |
74.96 |
15.93 |
18.1% |
3.45 |
3.9% |
81% |
False |
False |
65,443 |
| 60 |
94.13 |
74.96 |
19.17 |
21.8% |
3.49 |
4.0% |
67% |
False |
False |
54,775 |
| 80 |
94.50 |
74.96 |
19.54 |
22.2% |
3.58 |
4.1% |
66% |
False |
False |
46,591 |
| 100 |
108.63 |
74.96 |
33.67 |
38.3% |
3.72 |
4.2% |
38% |
False |
False |
40,011 |
| 120 |
108.63 |
74.96 |
33.67 |
38.3% |
3.61 |
4.1% |
38% |
False |
False |
34,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.35 |
|
2.618 |
94.55 |
|
1.618 |
92.22 |
|
1.000 |
90.78 |
|
0.618 |
89.89 |
|
HIGH |
88.45 |
|
0.618 |
87.56 |
|
0.500 |
87.29 |
|
0.382 |
87.01 |
|
LOW |
86.12 |
|
0.618 |
84.68 |
|
1.000 |
83.79 |
|
1.618 |
82.35 |
|
2.618 |
80.02 |
|
4.250 |
76.22 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
87.65 |
86.99 |
| PP |
87.47 |
86.14 |
| S1 |
87.29 |
85.30 |
|