NYMEX Light Sweet Crude Oil Future January 2023


Trading Metrics calculated at close of trading on 07-Nov-2022
Day Change Summary
Previous Current
04-Nov-2022 07-Nov-2022 Change Change % Previous Week
Open 86.92 90.50 3.58 4.1% 87.06
High 91.67 92.53 0.86 0.9% 91.67
Low 86.84 89.31 2.47 2.8% 84.16
Close 91.45 90.73 -0.72 -0.8% 91.45
Range 4.83 3.22 -1.61 -33.3% 7.51
ATR 3.24 3.24 0.00 -0.1% 0.00
Volume 104,868 143,336 38,468 36.7% 435,353
Daily Pivots for day following 07-Nov-2022
Classic Woodie Camarilla DeMark
R4 100.52 98.84 92.50
R3 97.30 95.62 91.62
R2 94.08 94.08 91.32
R1 92.40 92.40 91.03 93.24
PP 90.86 90.86 90.86 91.28
S1 89.18 89.18 90.43 90.02
S2 87.64 87.64 90.14
S3 84.42 85.96 89.84
S4 81.20 82.74 88.96
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 92.53 84.84 7.69 8.5% 3.20 3.5% 77% True False 99,457
10 92.53 82.14 10.39 11.5% 3.01 3.3% 83% True False 92,574
20 92.53 80.49 12.04 13.3% 3.14 3.5% 85% True False 89,320
40 92.53 74.96 17.57 19.4% 3.33 3.7% 90% True False 74,884
60 94.13 74.96 19.17 21.1% 3.43 3.8% 82% False False 61,788
80 94.50 74.96 19.54 21.5% 3.48 3.8% 81% False False 53,493
100 104.82 74.96 29.86 32.9% 3.72 4.1% 53% False False 45,821
120 108.63 74.96 33.67 37.1% 3.57 3.9% 47% False False 39,531
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.22
2.618 100.96
1.618 97.74
1.000 95.75
0.618 94.52
HIGH 92.53
0.618 91.30
0.500 90.92
0.382 90.54
LOW 89.31
0.618 87.32
1.000 86.09
1.618 84.10
2.618 80.88
4.250 75.63
Fisher Pivots for day following 07-Nov-2022
Pivot 1 day 3 day
R1 90.92 90.33
PP 90.86 89.94
S1 90.79 89.54

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

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