NYMEX Light Sweet Crude Oil Future June 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 75.69 75.49 -0.20 -0.3% 80.52
High 76.55 78.31 1.76 2.3% 81.18
Low 74.78 75.02 0.24 0.3% 73.25
Close 75.83 78.03 2.20 2.9% 74.50
Range 1.77 3.29 1.52 85.9% 7.93
ATR 2.66 2.71 0.04 1.7% 0.00
Volume 87,087 113,509 26,422 30.3% 287,090
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 86.99 85.80 79.84
R3 83.70 82.51 78.93
R2 80.41 80.41 78.63
R1 79.22 79.22 78.33 79.82
PP 77.12 77.12 77.12 77.42
S1 75.93 75.93 77.73 76.53
S2 73.83 73.83 77.43
S3 70.54 72.64 77.13
S4 67.25 69.35 76.22
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 100.10 95.23 78.86
R3 92.17 87.30 76.68
R2 84.24 84.24 75.95
R1 79.37 79.37 75.23 77.84
PP 76.31 76.31 76.31 75.55
S1 71.44 71.44 73.77 69.91
S2 68.38 68.38 73.05
S3 60.45 63.51 72.32
S4 52.52 55.58 70.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.31 73.25 5.06 6.5% 2.46 3.1% 94% True False 78,082
10 81.18 73.25 7.93 10.2% 2.79 3.6% 60% False False 66,257
20 81.18 73.25 7.93 10.2% 2.52 3.2% 60% False False 56,914
40 84.17 71.24 12.93 16.6% 2.80 3.6% 53% False False 59,567
60 86.40 71.24 15.16 19.4% 2.70 3.5% 45% False False 52,723
80 86.40 71.02 15.38 19.7% 2.79 3.6% 46% False False 49,086
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 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.29
2.618 86.92
1.618 83.63
1.000 81.60
0.618 80.34
HIGH 78.31
0.618 77.05
0.500 76.67
0.382 76.28
LOW 75.02
0.618 72.99
1.000 71.73
1.618 69.70
2.618 66.41
4.250 61.04
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 77.58 77.46
PP 77.12 76.89
S1 76.67 76.32

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

View Archives - Comment on this page... - Back to Index of Symbols