NYMEX Light Sweet Crude Oil Future May 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 |
80.65 |
77.60 |
-3.05 |
-3.8% |
79.79 |
| High |
81.47 |
77.76 |
-3.71 |
-4.6% |
80.92 |
| Low |
77.06 |
73.42 |
-3.64 |
-4.7% |
76.99 |
| Close |
77.33 |
73.51 |
-3.82 |
-4.9% |
80.45 |
| Range |
4.41 |
4.34 |
-0.07 |
-1.6% |
3.93 |
| ATR |
2.74 |
2.85 |
0.11 |
4.2% |
0.00 |
| Volume |
46,370 |
51,406 |
5,036 |
10.9% |
77,519 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.92 |
85.05 |
75.90 |
|
| R3 |
83.58 |
80.71 |
74.70 |
|
| R2 |
79.24 |
79.24 |
74.31 |
|
| R1 |
76.37 |
76.37 |
73.91 |
75.64 |
| PP |
74.90 |
74.90 |
74.90 |
74.53 |
| S1 |
72.03 |
72.03 |
73.11 |
71.30 |
| S2 |
70.56 |
70.56 |
72.71 |
|
| S3 |
66.22 |
67.69 |
72.32 |
|
| S4 |
61.88 |
63.35 |
71.12 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.24 |
89.78 |
82.61 |
|
| R3 |
87.31 |
85.85 |
81.53 |
|
| R2 |
83.38 |
83.38 |
81.17 |
|
| R1 |
81.92 |
81.92 |
80.81 |
82.65 |
| PP |
79.45 |
79.45 |
79.45 |
79.82 |
| S1 |
77.99 |
77.99 |
80.09 |
78.72 |
| S2 |
75.52 |
75.52 |
79.73 |
|
| S3 |
71.59 |
74.06 |
79.37 |
|
| S4 |
67.66 |
70.13 |
78.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.47 |
73.42 |
8.05 |
11.0% |
3.18 |
4.3% |
1% |
False |
True |
30,663 |
| 10 |
81.47 |
73.42 |
8.05 |
11.0% |
2.71 |
3.7% |
1% |
False |
True |
27,621 |
| 20 |
81.47 |
71.10 |
10.37 |
14.1% |
2.70 |
3.7% |
23% |
False |
False |
31,087 |
| 40 |
87.48 |
71.10 |
16.38 |
22.3% |
2.86 |
3.9% |
15% |
False |
False |
27,650 |
| 60 |
87.48 |
71.10 |
16.38 |
22.3% |
2.74 |
3.7% |
15% |
False |
False |
22,623 |
| 80 |
87.48 |
71.10 |
16.38 |
22.3% |
2.77 |
3.8% |
15% |
False |
False |
19,377 |
| 100 |
89.37 |
71.10 |
18.27 |
24.9% |
2.74 |
3.7% |
13% |
False |
False |
17,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.21 |
|
2.618 |
89.12 |
|
1.618 |
84.78 |
|
1.000 |
82.10 |
|
0.618 |
80.44 |
|
HIGH |
77.76 |
|
0.618 |
76.10 |
|
0.500 |
75.59 |
|
0.382 |
75.08 |
|
LOW |
73.42 |
|
0.618 |
70.74 |
|
1.000 |
69.08 |
|
1.618 |
66.40 |
|
2.618 |
62.06 |
|
4.250 |
54.98 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.59 |
77.45 |
| PP |
74.90 |
76.13 |
| S1 |
74.20 |
74.82 |
|