NYMEX Light Sweet Crude Oil Future January 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 |
81.86 |
80.26 |
-1.60 |
-2.0% |
88.24 |
| High |
82.43 |
80.50 |
-1.93 |
-2.3% |
89.03 |
| Low |
77.59 |
75.27 |
-2.32 |
-3.0% |
77.59 |
| Close |
80.11 |
80.04 |
-0.07 |
-0.1% |
80.11 |
| Range |
4.84 |
5.23 |
0.39 |
8.1% |
11.44 |
| ATR |
3.56 |
3.68 |
0.12 |
3.4% |
0.00 |
| Volume |
480,539 |
475,104 |
-5,435 |
-1.1% |
1,485,024 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.29 |
92.40 |
82.92 |
|
| R3 |
89.06 |
87.17 |
81.48 |
|
| R2 |
83.83 |
83.83 |
81.00 |
|
| R1 |
81.94 |
81.94 |
80.52 |
80.27 |
| PP |
78.60 |
78.60 |
78.60 |
77.77 |
| S1 |
76.71 |
76.71 |
79.56 |
75.04 |
| S2 |
73.37 |
73.37 |
79.08 |
|
| S3 |
68.14 |
71.48 |
78.60 |
|
| S4 |
62.91 |
66.25 |
77.16 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.56 |
109.78 |
86.40 |
|
| R3 |
105.12 |
98.34 |
83.26 |
|
| R2 |
93.68 |
93.68 |
82.21 |
|
| R1 |
86.90 |
86.90 |
81.16 |
84.57 |
| PP |
82.24 |
82.24 |
82.24 |
81.08 |
| S1 |
75.46 |
75.46 |
79.06 |
73.13 |
| S2 |
70.80 |
70.80 |
78.01 |
|
| S3 |
59.36 |
64.02 |
76.96 |
|
| S4 |
47.92 |
52.58 |
73.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.05 |
75.27 |
12.78 |
16.0% |
4.32 |
5.4% |
37% |
False |
True |
355,319 |
| 10 |
91.10 |
75.27 |
15.83 |
19.8% |
3.96 |
5.0% |
30% |
False |
True |
263,859 |
| 20 |
92.53 |
75.27 |
17.26 |
21.6% |
3.48 |
4.4% |
28% |
False |
True |
178,216 |
| 40 |
92.53 |
74.96 |
17.57 |
22.0% |
3.38 |
4.2% |
29% |
False |
False |
128,779 |
| 60 |
94.13 |
74.96 |
19.17 |
24.0% |
3.53 |
4.4% |
26% |
False |
False |
100,378 |
| 80 |
94.13 |
74.96 |
19.17 |
24.0% |
3.54 |
4.4% |
26% |
False |
False |
83,354 |
| 100 |
97.59 |
74.96 |
22.63 |
28.3% |
3.68 |
4.6% |
22% |
False |
False |
70,836 |
| 120 |
108.63 |
74.96 |
33.67 |
42.1% |
3.69 |
4.6% |
15% |
False |
False |
60,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.73 |
|
2.618 |
94.19 |
|
1.618 |
88.96 |
|
1.000 |
85.73 |
|
0.618 |
83.73 |
|
HIGH |
80.50 |
|
0.618 |
78.50 |
|
0.500 |
77.89 |
|
0.382 |
77.27 |
|
LOW |
75.27 |
|
0.618 |
72.04 |
|
1.000 |
70.04 |
|
1.618 |
66.81 |
|
2.618 |
61.58 |
|
4.250 |
53.04 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
79.32 |
80.13 |
| PP |
78.60 |
80.10 |
| S1 |
77.89 |
80.07 |
|