NYMEX Light Sweet Crude Oil Future January 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 88.32 86.92 -1.40 -1.6% 87.06
High 88.53 91.67 3.14 3.5% 91.67
Low 86.55 86.84 0.29 0.3% 84.16
Close 87.18 91.45 4.27 4.9% 91.45
Range 1.98 4.83 2.85 143.9% 7.51
ATR 3.12 3.24 0.12 3.9% 0.00
Volume 80,428 104,868 24,440 30.4% 435,353
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 104.48 102.79 94.11
R3 99.65 97.96 92.78
R2 94.82 94.82 92.34
R1 93.13 93.13 91.89 93.98
PP 89.99 89.99 89.99 90.41
S1 88.30 88.30 91.01 89.15
S2 85.16 85.16 90.56
S3 80.33 83.47 90.12
S4 75.50 78.64 88.79
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 111.62 109.05 95.58
R3 104.11 101.54 93.52
R2 96.60 96.60 92.83
R1 94.03 94.03 92.14 95.32
PP 89.09 89.09 89.09 89.74
S1 86.52 86.52 90.76 87.81
S2 81.58 81.58 90.07
S3 74.07 79.01 89.38
S4 66.56 71.50 87.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.67 84.16 7.51 8.2% 3.20 3.5% 97% True False 87,070
10 91.67 81.60 10.07 11.0% 3.00 3.3% 98% True False 84,078
20 91.67 80.49 11.18 12.2% 3.13 3.4% 98% True False 85,237
40 91.67 74.96 16.71 18.3% 3.34 3.7% 99% True False 72,090
60 94.13 74.96 19.17 21.0% 3.43 3.7% 86% False False 59,832
80 94.50 74.96 19.54 21.4% 3.48 3.8% 84% False False 51,920
100 104.82 74.96 29.86 32.7% 3.71 4.1% 55% False False 44,517
120 108.63 74.96 33.67 36.8% 3.57 3.9% 49% False False 38,397
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 0.55
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 112.20
2.618 104.31
1.618 99.48
1.000 96.50
0.618 94.65
HIGH 91.67
0.618 89.82
0.500 89.26
0.382 88.69
LOW 86.84
0.618 83.86
1.000 82.01
1.618 79.03
2.618 74.20
4.250 66.31
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 90.72 90.67
PP 89.99 89.89
S1 89.26 89.11

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

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