NYMEX Light Sweet Crude Oil Future July 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 |
80.25 |
77.27 |
-2.98 |
-3.7% |
79.45 |
High |
80.73 |
77.45 |
-3.28 |
-4.1% |
80.12 |
Low |
76.79 |
73.42 |
-3.37 |
-4.4% |
76.53 |
Close |
76.99 |
73.48 |
-3.51 |
-4.6% |
79.83 |
Range |
3.94 |
4.03 |
0.09 |
2.3% |
3.59 |
ATR |
2.50 |
2.61 |
0.11 |
4.4% |
0.00 |
Volume |
25,350 |
29,869 |
4,519 |
17.8% |
39,419 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.87 |
84.21 |
75.70 |
|
R3 |
82.84 |
80.18 |
74.59 |
|
R2 |
78.81 |
78.81 |
74.22 |
|
R1 |
76.15 |
76.15 |
73.85 |
75.47 |
PP |
74.78 |
74.78 |
74.78 |
74.44 |
S1 |
72.12 |
72.12 |
73.11 |
71.44 |
S2 |
70.75 |
70.75 |
72.74 |
|
S3 |
66.72 |
68.09 |
72.37 |
|
S4 |
62.69 |
64.06 |
71.26 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.60 |
88.30 |
81.80 |
|
R3 |
86.01 |
84.71 |
80.82 |
|
R2 |
82.42 |
82.42 |
80.49 |
|
R1 |
81.12 |
81.12 |
80.16 |
81.77 |
PP |
78.83 |
78.83 |
78.83 |
79.15 |
S1 |
77.53 |
77.53 |
79.50 |
78.18 |
S2 |
75.24 |
75.24 |
79.17 |
|
S3 |
71.65 |
73.94 |
78.84 |
|
S4 |
68.06 |
70.35 |
77.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.73 |
73.42 |
7.31 |
9.9% |
2.92 |
4.0% |
1% |
False |
True |
16,837 |
10 |
80.73 |
73.42 |
7.31 |
9.9% |
2.52 |
3.4% |
1% |
False |
True |
15,028 |
20 |
80.73 |
71.24 |
9.49 |
12.9% |
2.48 |
3.4% |
24% |
False |
False |
15,746 |
40 |
85.34 |
71.24 |
14.10 |
19.2% |
2.60 |
3.5% |
16% |
False |
False |
13,569 |
60 |
85.34 |
71.24 |
14.10 |
19.2% |
2.44 |
3.3% |
16% |
False |
False |
11,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.58 |
2.618 |
88.00 |
1.618 |
83.97 |
1.000 |
81.48 |
0.618 |
79.94 |
HIGH |
77.45 |
0.618 |
75.91 |
0.500 |
75.44 |
0.382 |
74.96 |
LOW |
73.42 |
0.618 |
70.93 |
1.000 |
69.39 |
1.618 |
66.90 |
2.618 |
62.87 |
4.250 |
56.29 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
75.44 |
77.08 |
PP |
74.78 |
75.88 |
S1 |
74.13 |
74.68 |
|