NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
77.21 |
78.48 |
1.27 |
1.6% |
78.35 |
| High |
79.06 |
79.32 |
0.26 |
0.3% |
79.11 |
| Low |
76.53 |
76.01 |
-0.52 |
-0.7% |
75.86 |
| Close |
78.85 |
76.24 |
-2.61 |
-3.3% |
78.85 |
| Range |
2.53 |
3.31 |
0.78 |
30.8% |
3.25 |
| ATR |
2.24 |
2.32 |
0.08 |
3.4% |
0.00 |
| Volume |
15,218 |
18,611 |
3,393 |
22.3% |
41,939 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.12 |
84.99 |
78.06 |
|
| R3 |
83.81 |
81.68 |
77.15 |
|
| R2 |
80.50 |
80.50 |
76.85 |
|
| R1 |
78.37 |
78.37 |
76.54 |
77.78 |
| PP |
77.19 |
77.19 |
77.19 |
76.90 |
| S1 |
75.06 |
75.06 |
75.94 |
74.47 |
| S2 |
73.88 |
73.88 |
75.63 |
|
| S3 |
70.57 |
71.75 |
75.33 |
|
| S4 |
67.26 |
68.44 |
74.42 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.69 |
86.52 |
80.64 |
|
| R3 |
84.44 |
83.27 |
79.74 |
|
| R2 |
81.19 |
81.19 |
79.45 |
|
| R1 |
80.02 |
80.02 |
79.15 |
80.61 |
| PP |
77.94 |
77.94 |
77.94 |
78.23 |
| S1 |
76.77 |
76.77 |
78.55 |
77.36 |
| S2 |
74.69 |
74.69 |
78.25 |
|
| S3 |
71.44 |
73.52 |
77.96 |
|
| S4 |
68.19 |
70.27 |
77.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.32 |
75.86 |
3.46 |
4.5% |
2.19 |
2.9% |
11% |
True |
False |
12,110 |
| 10 |
79.32 |
73.03 |
6.29 |
8.3% |
2.14 |
2.8% |
51% |
True |
False |
12,621 |
| 20 |
81.12 |
71.10 |
10.02 |
13.1% |
2.34 |
3.1% |
51% |
False |
False |
16,679 |
| 40 |
83.59 |
71.10 |
12.49 |
16.4% |
2.41 |
3.2% |
41% |
False |
False |
15,046 |
| 60 |
83.59 |
71.10 |
12.49 |
16.4% |
2.29 |
3.0% |
41% |
False |
False |
12,101 |
| 80 |
83.59 |
69.56 |
14.03 |
18.4% |
2.34 |
3.1% |
48% |
False |
False |
10,646 |
| 100 |
85.94 |
69.56 |
16.38 |
21.5% |
2.31 |
3.0% |
41% |
False |
False |
9,541 |
| 120 |
86.63 |
69.56 |
17.07 |
22.4% |
2.33 |
3.1% |
39% |
False |
False |
8,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.39 |
|
2.618 |
87.99 |
|
1.618 |
84.68 |
|
1.000 |
82.63 |
|
0.618 |
81.37 |
|
HIGH |
79.32 |
|
0.618 |
78.06 |
|
0.500 |
77.67 |
|
0.382 |
77.27 |
|
LOW |
76.01 |
|
0.618 |
73.96 |
|
1.000 |
72.70 |
|
1.618 |
70.65 |
|
2.618 |
67.34 |
|
4.250 |
61.94 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.67 |
77.59 |
| PP |
77.19 |
77.14 |
| S1 |
76.72 |
76.69 |
|