NYMEX Light Sweet Crude Oil Future March 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
83.01 |
83.54 |
0.53 |
0.6% |
87.60 |
| High |
84.41 |
86.99 |
2.58 |
3.1% |
89.89 |
| Low |
82.00 |
83.50 |
1.50 |
1.8% |
82.00 |
| Close |
83.70 |
86.14 |
2.44 |
2.9% |
86.14 |
| Range |
2.41 |
3.49 |
1.08 |
44.8% |
7.89 |
| ATR |
2.95 |
2.99 |
0.04 |
1.3% |
0.00 |
| Volume |
41,069 |
43,242 |
2,173 |
5.3% |
230,823 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.01 |
94.57 |
88.06 |
|
| R3 |
92.52 |
91.08 |
87.10 |
|
| R2 |
89.03 |
89.03 |
86.78 |
|
| R1 |
87.59 |
87.59 |
86.46 |
88.31 |
| PP |
85.54 |
85.54 |
85.54 |
85.91 |
| S1 |
84.10 |
84.10 |
85.82 |
84.82 |
| S2 |
82.05 |
82.05 |
85.50 |
|
| S3 |
78.56 |
80.61 |
85.18 |
|
| S4 |
75.07 |
77.12 |
84.22 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.68 |
105.80 |
90.48 |
|
| R3 |
101.79 |
97.91 |
88.31 |
|
| R2 |
93.90 |
93.90 |
87.59 |
|
| R1 |
90.02 |
90.02 |
86.86 |
88.02 |
| PP |
86.01 |
86.01 |
86.01 |
85.01 |
| S1 |
82.13 |
82.13 |
85.42 |
80.13 |
| S2 |
78.12 |
78.12 |
84.69 |
|
| S3 |
70.23 |
74.24 |
83.97 |
|
| S4 |
62.34 |
66.35 |
81.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.89 |
82.00 |
7.89 |
9.2% |
3.09 |
3.6% |
52% |
False |
False |
46,164 |
| 10 |
89.89 |
81.67 |
8.22 |
9.5% |
3.00 |
3.5% |
54% |
False |
False |
41,180 |
| 20 |
89.89 |
78.60 |
11.29 |
13.1% |
2.77 |
3.2% |
67% |
False |
False |
39,526 |
| 40 |
89.89 |
73.28 |
16.61 |
19.3% |
3.02 |
3.5% |
77% |
False |
False |
38,402 |
| 60 |
91.44 |
73.28 |
18.16 |
21.1% |
3.08 |
3.6% |
71% |
False |
False |
35,584 |
| 80 |
91.86 |
73.28 |
18.58 |
21.6% |
3.12 |
3.6% |
69% |
False |
False |
31,597 |
| 100 |
97.44 |
73.28 |
24.16 |
28.0% |
3.29 |
3.8% |
53% |
False |
False |
27,866 |
| 120 |
104.91 |
73.28 |
31.63 |
36.7% |
3.23 |
3.7% |
41% |
False |
False |
24,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.82 |
|
2.618 |
96.13 |
|
1.618 |
92.64 |
|
1.000 |
90.48 |
|
0.618 |
89.15 |
|
HIGH |
86.99 |
|
0.618 |
85.66 |
|
0.500 |
85.25 |
|
0.382 |
84.83 |
|
LOW |
83.50 |
|
0.618 |
81.34 |
|
1.000 |
80.01 |
|
1.618 |
77.85 |
|
2.618 |
74.36 |
|
4.250 |
68.67 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
85.84 |
85.59 |
| PP |
85.54 |
85.04 |
| S1 |
85.25 |
84.50 |
|