NYMEX Light Sweet Crude Oil Future March 2023
Trading Metrics calculated at close of trading on 04-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
80.66 |
77.41 |
-3.25 |
-4.0% |
79.99 |
High |
81.62 |
77.62 |
-4.00 |
-4.9% |
81.21 |
Low |
76.81 |
73.01 |
-3.80 |
-4.9% |
76.94 |
Close |
77.12 |
73.10 |
-4.02 |
-5.2% |
80.45 |
Range |
4.81 |
4.61 |
-0.20 |
-4.2% |
4.27 |
ATR |
3.03 |
3.14 |
0.11 |
3.7% |
0.00 |
Volume |
139,843 |
149,774 |
9,931 |
7.1% |
256,500 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.41 |
85.36 |
75.64 |
|
R3 |
83.80 |
80.75 |
74.37 |
|
R2 |
79.19 |
79.19 |
73.95 |
|
R1 |
76.14 |
76.14 |
73.52 |
75.36 |
PP |
74.58 |
74.58 |
74.58 |
74.19 |
S1 |
71.53 |
71.53 |
72.68 |
70.75 |
S2 |
69.97 |
69.97 |
72.25 |
|
S3 |
65.36 |
66.92 |
71.83 |
|
S4 |
60.75 |
62.31 |
70.56 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.34 |
90.67 |
82.80 |
|
R3 |
88.07 |
86.40 |
81.62 |
|
R2 |
83.80 |
83.80 |
81.23 |
|
R1 |
82.13 |
82.13 |
80.84 |
82.97 |
PP |
79.53 |
79.53 |
79.53 |
79.95 |
S1 |
77.86 |
77.86 |
80.06 |
78.70 |
S2 |
75.26 |
75.26 |
79.67 |
|
S3 |
70.99 |
73.59 |
79.28 |
|
S4 |
66.72 |
69.32 |
78.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.62 |
73.01 |
8.61 |
11.8% |
3.40 |
4.7% |
1% |
False |
True |
95,685 |
10 |
81.62 |
73.01 |
8.61 |
11.8% |
2.92 |
4.0% |
1% |
False |
True |
82,595 |
20 |
81.62 |
70.56 |
11.06 |
15.1% |
2.99 |
4.1% |
23% |
False |
False |
94,292 |
40 |
89.89 |
70.56 |
19.33 |
26.4% |
3.22 |
4.4% |
13% |
False |
False |
83,010 |
60 |
89.89 |
70.56 |
19.33 |
26.4% |
3.09 |
4.2% |
13% |
False |
False |
67,916 |
80 |
89.89 |
70.56 |
19.33 |
26.4% |
3.13 |
4.3% |
13% |
False |
False |
60,104 |
100 |
91.44 |
70.56 |
20.88 |
28.6% |
3.14 |
4.3% |
12% |
False |
False |
53,050 |
120 |
91.86 |
70.56 |
21.30 |
29.1% |
3.16 |
4.3% |
12% |
False |
False |
47,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.21 |
2.618 |
89.69 |
1.618 |
85.08 |
1.000 |
82.23 |
0.618 |
80.47 |
HIGH |
77.62 |
0.618 |
75.86 |
0.500 |
75.32 |
0.382 |
74.77 |
LOW |
73.01 |
0.618 |
70.16 |
1.000 |
68.40 |
1.618 |
65.55 |
2.618 |
60.94 |
4.250 |
53.42 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
75.32 |
77.32 |
PP |
74.58 |
75.91 |
S1 |
73.84 |
74.51 |
|