NYMEX Light Sweet Crude Oil Future June 2023


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 77.25 74.00 -3.25 -4.2% 79.40
High 77.76 75.44 -2.32 -3.0% 80.60
Low 73.48 73.25 -0.23 -0.3% 76.80
Close 73.56 74.34 0.78 1.1% 80.20
Range 4.28 2.19 -2.09 -48.8% 3.80
ATR 2.81 2.76 -0.04 -1.6% 0.00
Volume 88,886 61,112 -27,774 -31.2% 160,391
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 80.91 79.82 75.54
R3 78.72 77.63 74.94
R2 76.53 76.53 74.74
R1 75.44 75.44 74.54 75.99
PP 74.34 74.34 74.34 74.62
S1 73.25 73.25 74.14 73.80
S2 72.15 72.15 73.94
S3 69.96 71.06 73.74
S4 67.77 68.87 73.14
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 90.60 89.20 82.29
R3 86.80 85.40 81.25
R2 83.00 83.00 80.90
R1 81.60 81.60 80.55 82.30
PP 79.20 79.20 79.20 79.55
S1 77.80 77.80 79.85 78.50
S2 75.40 75.40 79.50
S3 71.60 74.00 79.16
S4 67.80 70.20 78.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.18 73.25 7.93 10.7% 3.08 4.1% 14% False True 59,842
10 81.18 73.25 7.93 10.7% 2.67 3.6% 14% False True 52,047
20 81.18 71.24 9.94 13.4% 2.56 3.4% 31% False False 55,993
40 85.54 71.24 14.30 19.2% 2.83 3.8% 22% False False 55,830
60 86.40 71.24 15.16 20.4% 2.73 3.7% 20% False False 49,702
80 86.40 71.02 15.38 20.7% 2.81 3.8% 22% False False 46,845
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.75
2.618 81.17
1.618 78.98
1.000 77.63
0.618 76.79
HIGH 75.44
0.618 74.60
0.500 74.35
0.382 74.09
LOW 73.25
0.618 71.90
1.000 71.06
1.618 69.71
2.618 67.52
4.250 63.94
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 74.35 77.22
PP 74.34 76.26
S1 74.34 75.30

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

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