NYMEX Light Sweet Crude Oil Future May 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	81.24	82.52	1.28	1.6%	84.87
High	82.51	84.85	2.34	2.8%	87.48
Low	80.35	82.52	2.17	2.7%	80.35
Close	81.86	84.18	2.32	2.8%	84.18
Range	2.16	2.33	0.17	7.9%	7.13
ATR	2.62	2.65	0.03	1.0%	0.00
Volume	18,415	13,475	-4,940	-26.8%	92,511

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	90.84	89.84	85.46
R3	88.51	87.51	84.82
R2	86.18	86.18	84.61
R1	85.18	85.18	84.39	85.68
PP	83.85	83.85	83.85	84.10
S1	82.85	82.85	83.97	83.35
S2	81.52	81.52	83.75
S3	79.19	80.52	83.54
S4	76.86	78.19	82.90

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	105.39	101.92	88.10
R3	98.26	94.79	86.14
R2	91.13	91.13	85.49
R1	87.66	87.66	84.83	85.83
PP	84.00	84.00	84.00	83.09
S1	80.53	80.53	83.53	78.70
S2	76.87	76.87	82.87
S3	69.74	73.40	82.22
S4	62.61	66.27	80.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.48	80.35	7.13	8.5%	2.60	3.1%	54%	False	False	18,502
10	87.48	79.65	7.83	9.3%	2.60	3.1%	58%	False	False	16,629
20	87.48	77.02	10.46	12.4%	2.41	2.9%	68%	False	False	14,226
40	87.48	71.69	15.79	18.8%	2.66	3.2%	79%	False	False	12,237
60	89.37	71.69	17.68	21.0%	2.65	3.2%	71%	False	False	11,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.75
2.618	90.95
1.618	88.62
1.000	87.18
0.618	86.29
HIGH	84.85
0.618	83.96
0.500	83.69
0.382	83.41
LOW	82.52
0.618	81.08
1.000	80.19
1.618	78.75
2.618	76.42
4.250	72.62

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	84.02	83.65
PP	83.85	83.13
S1	83.69	82.60

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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