NYMEX Light Sweet Crude Oil Future July 2023

Trading Metrics calculated at close of trading on 04-Nov-2022

Day Change Summary
	Previous	Current
	03-Nov-2022	04-Nov-2022	Change	Change %	Previous Week
Open	81.62	81.79	0.17	0.2%	79.72
High	82.03	84.95	2.92	3.6%	84.95
Low	81.00	81.79	0.79	1.0%	78.18
Close	81.25	84.55	3.30	4.1%	84.55
Range	1.03	3.16	2.13	206.8%	6.77
ATR	2.17	2.28	0.11	5.0%	0.00
Volume	5,947	15,733	9,786	164.6%	37,927

Daily Pivots for day following 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	93.24	92.06	86.29
R3	90.08	88.90	85.42
R2	86.92	86.92	85.13
R1	85.74	85.74	84.84	86.33
PP	83.76	83.76	83.76	84.06
S1	82.58	82.58	84.26	83.17
S2	80.60	80.60	83.97
S3	77.44	79.42	83.68
S4	74.28	76.26	82.81

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	102.87	100.48	88.27
R3	96.10	93.71	86.41
R2	89.33	89.33	85.79
R1	86.94	86.94	85.17	88.14
PP	82.56	82.56	82.56	83.16
S1	80.17	80.17	83.93	81.37
S2	75.79	75.79	83.31
S3	69.02	73.40	82.69
S4	62.25	66.63	80.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.95	78.18	6.77	8.0%	1.94	2.3%	94%	True	False	7,585
10	84.95	75.88	9.07	10.7%	1.97	2.3%	96%	True	False	6,395
20	84.95	75.68	9.27	11.0%	2.13	2.5%	96%	True	False	6,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	98.38
2.618	93.22
1.618	90.06
1.000	88.11
0.618	86.90
HIGH	84.95
0.618	83.74
0.500	83.37
0.382	83.00
LOW	81.79
0.618	79.84
1.000	78.63
1.618	76.68
2.618	73.52
4.250	68.36

Fisher Pivots for day following 04-Nov-2022
Pivot	1 day	3 day
R1	84.16	83.93
PP	83.76	83.31
S1	83.37	82.69

Download as Excel Spreadsheet

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

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