NYMEX Light Sweet Crude Oil Future September 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 |
78.48 |
76.61 |
-1.87 |
-2.4% |
78.35 |
| High |
79.32 |
76.70 |
-2.62 |
-3.3% |
79.11 |
| Low |
76.01 |
73.01 |
-3.00 |
-3.9% |
75.86 |
| Close |
76.24 |
73.09 |
-3.15 |
-4.1% |
78.85 |
| Range |
3.31 |
3.69 |
0.38 |
11.5% |
3.25 |
| ATR |
2.32 |
2.41 |
0.10 |
4.2% |
0.00 |
| Volume |
18,611 |
23,738 |
5,127 |
27.5% |
41,939 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.34 |
82.90 |
75.12 |
|
| R3 |
81.65 |
79.21 |
74.10 |
|
| R2 |
77.96 |
77.96 |
73.77 |
|
| R1 |
75.52 |
75.52 |
73.43 |
74.90 |
| PP |
74.27 |
74.27 |
74.27 |
73.95 |
| S1 |
71.83 |
71.83 |
72.75 |
71.21 |
| S2 |
70.58 |
70.58 |
72.41 |
|
| S3 |
66.89 |
68.14 |
72.08 |
|
| S4 |
63.20 |
64.45 |
71.06 |
|
|
| 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 |
73.01 |
6.31 |
8.6% |
2.62 |
3.6% |
1% |
False |
True |
14,842 |
| 10 |
79.32 |
73.01 |
6.31 |
8.6% |
2.33 |
3.2% |
1% |
False |
True |
13,821 |
| 20 |
79.32 |
71.10 |
8.22 |
11.2% |
2.31 |
3.2% |
24% |
False |
False |
16,521 |
| 40 |
83.59 |
71.10 |
12.49 |
17.1% |
2.41 |
3.3% |
16% |
False |
False |
15,223 |
| 60 |
83.59 |
71.10 |
12.49 |
17.1% |
2.30 |
3.1% |
16% |
False |
False |
12,379 |
| 80 |
83.59 |
69.56 |
14.03 |
19.2% |
2.36 |
3.2% |
25% |
False |
False |
10,861 |
| 100 |
85.94 |
69.56 |
16.38 |
22.4% |
2.33 |
3.2% |
22% |
False |
False |
9,725 |
| 120 |
86.63 |
69.56 |
17.07 |
23.4% |
2.33 |
3.2% |
21% |
False |
False |
8,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.38 |
|
2.618 |
86.36 |
|
1.618 |
82.67 |
|
1.000 |
80.39 |
|
0.618 |
78.98 |
|
HIGH |
76.70 |
|
0.618 |
75.29 |
|
0.500 |
74.86 |
|
0.382 |
74.42 |
|
LOW |
73.01 |
|
0.618 |
70.73 |
|
1.000 |
69.32 |
|
1.618 |
67.04 |
|
2.618 |
63.35 |
|
4.250 |
57.33 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
74.86 |
76.17 |
| PP |
74.27 |
75.14 |
| S1 |
73.68 |
74.12 |
|