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 |
|
|
|
| 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 |
|