NYMEX Light Sweet Crude Oil Future August 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	78.99	79.96	0.97	1.2%	82.29
High	79.99	81.93	1.94	2.4%	84.35
Low	78.40	79.96	1.56	2.0%	78.40
Close	79.48	81.54	2.06	2.6%	81.54
Range	1.59	1.97	0.38	23.9%	5.95
ATR	1.95	1.99	0.04	1.8%	0.00
Volume	3,379	2,700	-679	-20.1%	23,526

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	87.05	86.27	82.62
R3	85.08	84.30	82.08
R2	83.11	83.11	81.90
R1	82.33	82.33	81.72	82.72
PP	81.14	81.14	81.14	81.34
S1	80.36	80.36	81.36	80.75
S2	79.17	79.17	81.18
S3	77.20	78.39	81.00
S4	75.23	76.42	80.46

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	99.28	96.36	84.81
R3	93.33	90.41	83.18
R2	87.38	87.38	82.63
R1	84.46	84.46	82.09	82.95
PP	81.43	81.43	81.43	80.67
S1	78.51	78.51	80.99	77.00
S2	75.48	75.48	80.45
S3	69.53	72.56	79.90
S4	63.58	66.61	78.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.35	78.40	5.95	7.3%	2.18	2.7%	53%	False	False	4,705
10	84.35	77.47	6.88	8.4%	1.74	2.1%	59%	False	False	4,408
20	84.35	75.17	9.18	11.3%	1.72	2.1%	69%	False	False	3,815

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.30
2.618	87.09
1.618	85.12
1.000	83.90
0.618	83.15
HIGH	81.93
0.618	81.18
0.500	80.95
0.382	80.71
LOW	79.96
0.618	78.74
1.000	77.99
1.618	76.77
2.618	74.80
4.250	71.59

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	81.34	81.08
PP	81.14	80.62
S1	80.95	80.17

Download as Excel Spreadsheet

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

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