NYMEX Light Sweet Crude Oil Future January 2023
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
87.06 |
87.41 |
0.35 |
0.4% |
84.05 |
| High |
88.45 |
87.52 |
-0.93 |
-1.1% |
88.45 |
| Low |
86.12 |
85.86 |
-0.26 |
-0.3% |
81.60 |
| Close |
87.83 |
86.61 |
-1.22 |
-1.4% |
86.61 |
| Range |
2.33 |
1.66 |
-0.67 |
-28.8% |
6.85 |
| ATR |
3.32 |
3.22 |
-0.10 |
-2.9% |
0.00 |
| Volume |
110,526 |
78,707 |
-31,819 |
-28.8% |
405,435 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.64 |
90.79 |
87.52 |
|
| R3 |
89.98 |
89.13 |
87.07 |
|
| R2 |
88.32 |
88.32 |
86.91 |
|
| R1 |
87.47 |
87.47 |
86.76 |
87.07 |
| PP |
86.66 |
86.66 |
86.66 |
86.46 |
| S1 |
85.81 |
85.81 |
86.46 |
85.41 |
| S2 |
85.00 |
85.00 |
86.31 |
|
| S3 |
83.34 |
84.15 |
86.15 |
|
| S4 |
81.68 |
82.49 |
85.70 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.10 |
103.21 |
90.38 |
|
| R3 |
99.25 |
96.36 |
88.49 |
|
| R2 |
92.40 |
92.40 |
87.87 |
|
| R1 |
89.51 |
89.51 |
87.24 |
90.96 |
| PP |
85.55 |
85.55 |
85.55 |
86.28 |
| S1 |
82.66 |
82.66 |
85.98 |
84.11 |
| S2 |
78.70 |
78.70 |
85.35 |
|
| S3 |
71.85 |
75.81 |
84.73 |
|
| S4 |
65.00 |
68.96 |
82.84 |
|
|
| 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 |
7.9% |
2.81 |
3.2% |
73% |
False |
False |
81,087 |
| 10 |
88.45 |
80.49 |
7.96 |
9.2% |
2.87 |
3.3% |
77% |
False |
False |
88,338 |
| 20 |
90.89 |
79.18 |
11.71 |
13.5% |
3.13 |
3.6% |
63% |
False |
False |
83,547 |
| 40 |
90.89 |
74.96 |
15.93 |
18.4% |
3.41 |
3.9% |
73% |
False |
False |
66,530 |
| 60 |
94.13 |
74.96 |
19.17 |
22.1% |
3.45 |
4.0% |
61% |
False |
False |
55,670 |
| 80 |
94.50 |
74.96 |
19.54 |
22.6% |
3.53 |
4.1% |
60% |
False |
False |
47,392 |
| 100 |
108.63 |
74.96 |
33.67 |
38.9% |
3.71 |
4.3% |
35% |
False |
False |
40,681 |
| 120 |
108.63 |
74.96 |
33.67 |
38.9% |
3.58 |
4.1% |
35% |
False |
False |
35,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.58 |
|
2.618 |
91.87 |
|
1.618 |
90.21 |
|
1.000 |
89.18 |
|
0.618 |
88.55 |
|
HIGH |
87.52 |
|
0.618 |
86.89 |
|
0.500 |
86.69 |
|
0.382 |
86.49 |
|
LOW |
85.86 |
|
0.618 |
84.83 |
|
1.000 |
84.20 |
|
1.618 |
83.17 |
|
2.618 |
81.51 |
|
4.250 |
78.81 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
86.69 |
86.34 |
| PP |
86.66 |
86.08 |
| S1 |
86.64 |
85.81 |
|