NYMEX Light Sweet Crude Oil Future January 2023
Trading Metrics calculated at close of trading on 28-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
77.51 |
75.93 |
-1.58 |
-2.0% |
80.26 |
High |
79.90 |
77.84 |
-2.06 |
-2.6% |
82.36 |
Low |
76.22 |
73.60 |
-2.62 |
-3.4% |
75.27 |
Close |
76.28 |
77.24 |
0.96 |
1.3% |
76.28 |
Range |
3.68 |
4.24 |
0.56 |
15.2% |
7.09 |
ATR |
3.70 |
3.74 |
0.04 |
1.0% |
0.00 |
Volume |
266,451 |
405,033 |
138,582 |
52.0% |
1,390,315 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.95 |
87.33 |
79.57 |
|
R3 |
84.71 |
83.09 |
78.41 |
|
R2 |
80.47 |
80.47 |
78.02 |
|
R1 |
78.85 |
78.85 |
77.63 |
79.66 |
PP |
76.23 |
76.23 |
76.23 |
76.63 |
S1 |
74.61 |
74.61 |
76.85 |
75.42 |
S2 |
71.99 |
71.99 |
76.46 |
|
S3 |
67.75 |
70.37 |
76.07 |
|
S4 |
63.51 |
66.13 |
74.91 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.24 |
94.85 |
80.18 |
|
R3 |
92.15 |
87.76 |
78.23 |
|
R2 |
85.06 |
85.06 |
77.58 |
|
R1 |
80.67 |
80.67 |
76.93 |
79.32 |
PP |
77.97 |
77.97 |
77.97 |
77.30 |
S1 |
73.58 |
73.58 |
75.63 |
72.23 |
S2 |
70.88 |
70.88 |
74.98 |
|
S3 |
63.79 |
66.49 |
74.33 |
|
S4 |
56.70 |
59.40 |
72.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.36 |
73.60 |
8.76 |
11.3% |
4.16 |
5.4% |
42% |
False |
True |
359,069 |
10 |
89.03 |
73.60 |
15.43 |
20.0% |
4.17 |
5.4% |
24% |
False |
True |
328,037 |
20 |
92.53 |
73.60 |
18.93 |
24.5% |
3.72 |
4.8% |
19% |
False |
True |
226,876 |
40 |
92.53 |
73.60 |
18.93 |
24.5% |
3.42 |
4.4% |
19% |
False |
True |
155,212 |
60 |
92.53 |
73.60 |
18.93 |
24.5% |
3.52 |
4.6% |
19% |
False |
True |
119,978 |
80 |
94.13 |
73.60 |
20.53 |
26.6% |
3.52 |
4.6% |
18% |
False |
True |
98,472 |
100 |
94.50 |
73.60 |
20.90 |
27.1% |
3.57 |
4.6% |
17% |
False |
True |
83,288 |
120 |
108.63 |
73.60 |
35.03 |
45.4% |
3.71 |
4.8% |
10% |
False |
True |
71,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.86 |
2.618 |
88.94 |
1.618 |
84.70 |
1.000 |
82.08 |
0.618 |
80.46 |
HIGH |
77.84 |
0.618 |
76.22 |
0.500 |
75.72 |
0.382 |
75.22 |
LOW |
73.60 |
0.618 |
70.98 |
1.000 |
69.36 |
1.618 |
66.74 |
2.618 |
62.50 |
4.250 |
55.58 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
76.73 |
77.78 |
PP |
76.23 |
77.60 |
S1 |
75.72 |
77.42 |
|