NYMEX Light Sweet Crude Oil Future May 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 75.52 75.44 -0.08 -0.1% 80.65
High 76.52 78.30 1.78 2.3% 81.47
Low 74.68 74.96 0.28 0.4% 73.17
Close 75.77 78.04 2.27 3.0% 74.44
Range 1.84 3.34 1.50 81.5% 8.30
ATR 2.71 2.76 0.04 1.7% 0.00
Volume 50,178 59,485 9,307 18.5% 166,767
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 87.12 85.92 79.88
R3 83.78 82.58 78.96
R2 80.44 80.44 78.65
R1 79.24 79.24 78.35 79.84
PP 77.10 77.10 77.10 77.40
S1 75.90 75.90 77.73 76.50
S2 73.76 73.76 77.43
S3 70.42 72.56 77.12
S4 67.08 69.22 76.20
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 101.26 96.15 79.01
R3 92.96 87.85 76.72
R2 84.66 84.66 75.96
R1 79.55 79.55 75.20 77.96
PP 76.36 76.36 76.36 75.56
S1 71.25 71.25 73.68 69.66
S2 68.06 68.06 72.92
S3 59.76 62.95 72.16
S4 51.46 54.65 69.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.30 73.17 5.13 6.6% 2.52 3.2% 95% True False 43,946
10 81.47 73.17 8.30 10.6% 2.85 3.6% 59% False False 37,304
20 81.47 73.17 8.30 10.6% 2.56 3.3% 59% False False 31,065
40 85.05 71.10 13.95 17.9% 2.85 3.7% 50% False False 30,830
60 87.48 71.10 16.38 21.0% 2.71 3.5% 42% False False 25,296
80 87.48 71.10 16.38 21.0% 2.76 3.5% 42% False False 21,534
100 89.37 71.10 18.27 23.4% 2.73 3.5% 38% False False 19,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.50
2.618 87.04
1.618 83.70
1.000 81.64
0.618 80.36
HIGH 78.30
0.618 77.02
0.500 76.63
0.382 76.24
LOW 74.96
0.618 72.90
1.000 71.62
1.618 69.56
2.618 66.22
4.250 60.77
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 77.57 77.45
PP 77.10 76.85
S1 76.63 76.26

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

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