NYMEX Light Sweet Crude Oil Future March 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 |
81.71 |
84.40 |
2.69 |
3.3% |
80.96 |
| High |
84.48 |
85.49 |
1.01 |
1.2% |
82.91 |
| Low |
80.98 |
83.47 |
2.49 |
3.1% |
78.60 |
| Close |
84.05 |
85.06 |
1.01 |
1.2% |
81.43 |
| Range |
3.50 |
2.02 |
-1.48 |
-42.3% |
4.31 |
| ATR |
3.06 |
2.99 |
-0.07 |
-2.4% |
0.00 |
| Volume |
32,960 |
40,886 |
7,926 |
24.0% |
222,730 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.73 |
89.92 |
86.17 |
|
| R3 |
88.71 |
87.90 |
85.62 |
|
| R2 |
86.69 |
86.69 |
85.43 |
|
| R1 |
85.88 |
85.88 |
85.25 |
86.29 |
| PP |
84.67 |
84.67 |
84.67 |
84.88 |
| S1 |
83.86 |
83.86 |
84.87 |
84.27 |
| S2 |
82.65 |
82.65 |
84.69 |
|
| S3 |
80.63 |
81.84 |
84.50 |
|
| S4 |
78.61 |
79.82 |
83.95 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.91 |
91.98 |
83.80 |
|
| R3 |
89.60 |
87.67 |
82.62 |
|
| R2 |
85.29 |
85.29 |
82.22 |
|
| R1 |
83.36 |
83.36 |
81.83 |
84.33 |
| PP |
80.98 |
80.98 |
80.98 |
81.46 |
| S1 |
79.05 |
79.05 |
81.03 |
80.02 |
| S2 |
76.67 |
76.67 |
80.64 |
|
| S3 |
72.36 |
74.74 |
80.24 |
|
| S4 |
68.05 |
70.43 |
79.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.49 |
79.22 |
6.27 |
7.4% |
2.69 |
3.2% |
93% |
True |
False |
32,853 |
| 10 |
85.49 |
78.60 |
6.89 |
8.1% |
2.75 |
3.2% |
94% |
True |
False |
39,006 |
| 20 |
87.90 |
75.25 |
12.65 |
14.9% |
2.90 |
3.4% |
78% |
False |
False |
39,139 |
| 40 |
87.90 |
73.28 |
14.62 |
17.2% |
3.12 |
3.7% |
81% |
False |
False |
36,816 |
| 60 |
91.44 |
73.28 |
18.16 |
21.3% |
3.13 |
3.7% |
65% |
False |
False |
31,947 |
| 80 |
91.86 |
73.28 |
18.58 |
21.8% |
3.21 |
3.8% |
63% |
False |
False |
27,992 |
| 100 |
104.91 |
73.28 |
31.63 |
37.2% |
3.34 |
3.9% |
37% |
False |
False |
24,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.08 |
|
2.618 |
90.78 |
|
1.618 |
88.76 |
|
1.000 |
87.51 |
|
0.618 |
86.74 |
|
HIGH |
85.49 |
|
0.618 |
84.72 |
|
0.500 |
84.48 |
|
0.382 |
84.24 |
|
LOW |
83.47 |
|
0.618 |
82.22 |
|
1.000 |
81.45 |
|
1.618 |
80.20 |
|
2.618 |
78.18 |
|
4.250 |
74.89 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
84.87 |
84.28 |
| PP |
84.67 |
83.50 |
| S1 |
84.48 |
82.72 |
|