NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	81.93	83.69	1.76	2.1%	84.87
High	84.74	83.77	-0.97	-1.1%	87.48
Low	80.94	81.15	0.21	0.3%	80.35
Close	83.30	82.04	-1.26	-1.5%	84.18
Range	3.80	2.62	-1.18	-31.1%	7.13
ATR	2.79	2.77	-0.01	-0.4%	0.00
Volume	27,591	14,149	-13,442	-48.7%	92,511

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	90.18	88.73	83.48
R3	87.56	86.11	82.76
R2	84.94	84.94	82.52
R1	83.49	83.49	82.28	82.91
PP	82.32	82.32	82.32	82.03
S1	80.87	80.87	81.80	80.29
S2	79.70	79.70	81.56
S3	77.08	78.25	81.32
S4	74.46	75.63	80.60

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	85.05	80.35	4.70	5.7%	2.88	3.5%	36%	False	False	21,927
10	87.48	80.35	7.13	8.7%	2.84	3.5%	24%	False	False	20,304
20	87.48	77.39	10.09	12.3%	2.56	3.1%	46%	False	False	16,416
40	87.48	71.69	15.79	19.2%	2.69	3.3%	66%	False	False	13,629
60	89.37	71.69	17.68	21.6%	2.68	3.3%	59%	False	False	12,073
80	89.84	71.69	18.15	22.1%	2.72	3.3%	57%	False	False	10,684

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.91
2.618	90.63
1.618	88.01
1.000	86.39
0.618	85.39
HIGH	83.77
0.618	82.77
0.500	82.46
0.382	82.15
LOW	81.15
0.618	79.53
1.000	78.53
1.618	76.91
2.618	74.29
4.250	70.02

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	82.46	83.00
PP	82.32	82.68
S1	82.18	82.36

Download as Excel Spreadsheet

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

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