NYMEX Light Sweet Crude Oil Future March 2023


Trading Metrics calculated at close of trading on 15-Nov-2022
Day Change Summary
Previous Current
14-Nov-2022 15-Nov-2022 Change Change % Previous Week
Open 86.13 83.15 -2.98 -3.5% 87.60
High 87.00 86.38 -0.62 -0.7% 89.89
Low 82.97 82.24 -0.73 -0.9% 82.00
Close 83.52 84.77 1.25 1.5% 86.14
Range 4.03 4.14 0.11 2.7% 7.89
ATR 3.06 3.14 0.08 2.5% 0.00
Volume 54,449 65,666 11,217 20.6% 230,823
Daily Pivots for day following 15-Nov-2022
Classic Woodie Camarilla DeMark
R4 96.88 94.97 87.05
R3 92.74 90.83 85.91
R2 88.60 88.60 85.53
R1 86.69 86.69 85.15 87.65
PP 84.46 84.46 84.46 84.94
S1 82.55 82.55 84.39 83.51
S2 80.32 80.32 84.01
S3 76.18 78.41 83.63
S4 72.04 74.27 82.49
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 109.68 105.80 90.48
R3 101.79 97.91 88.31
R2 93.90 93.90 87.59
R1 90.02 90.02 86.86 88.02
PP 86.01 86.01 86.01 85.01
S1 82.13 82.13 85.42 80.13
S2 78.12 78.12 84.69
S3 70.23 74.24 83.97
S4 62.34 66.35 81.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.00 82.00 5.00 5.9% 3.50 4.1% 55% False False 52,040
10 89.89 82.00 7.89 9.3% 3.23 3.8% 35% False False 47,003
20 89.89 78.97 10.92 12.9% 2.91 3.4% 53% False False 41,674
40 89.89 73.28 16.61 19.6% 3.07 3.6% 69% False False 39,986
60 91.44 73.28 18.16 21.4% 3.10 3.7% 63% False False 36,938
80 91.86 73.28 18.58 21.9% 3.15 3.7% 62% False False 32,557
100 97.44 73.28 24.16 28.5% 3.29 3.9% 48% False False 28,805
120 104.91 73.28 31.63 37.3% 3.27 3.9% 36% False False 25,746
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 0.57
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.98
2.618 97.22
1.618 93.08
1.000 90.52
0.618 88.94
HIGH 86.38
0.618 84.80
0.500 84.31
0.382 83.82
LOW 82.24
0.618 79.68
1.000 78.10
1.618 75.54
2.618 71.40
4.250 64.65
Fisher Pivots for day following 15-Nov-2022
Pivot 1 day 3 day
R1 84.62 84.72
PP 84.46 84.67
S1 84.31 84.62

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

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