NYMEX Light Sweet Crude Oil Future September 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 |
76.61 |
73.56 |
-3.05 |
-4.0% |
78.35 |
High |
76.70 |
74.80 |
-1.90 |
-2.5% |
79.11 |
Low |
73.01 |
72.89 |
-0.12 |
-0.2% |
75.86 |
Close |
73.09 |
73.83 |
0.74 |
1.0% |
78.85 |
Range |
3.69 |
1.91 |
-1.78 |
-48.2% |
3.25 |
ATR |
2.41 |
2.38 |
-0.04 |
-1.5% |
0.00 |
Volume |
23,738 |
15,890 |
-7,848 |
-33.1% |
41,939 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.57 |
78.61 |
74.88 |
|
R3 |
77.66 |
76.70 |
74.36 |
|
R2 |
75.75 |
75.75 |
74.18 |
|
R1 |
74.79 |
74.79 |
74.01 |
75.27 |
PP |
73.84 |
73.84 |
73.84 |
74.08 |
S1 |
72.88 |
72.88 |
73.65 |
73.36 |
S2 |
71.93 |
71.93 |
73.48 |
|
S3 |
70.02 |
70.97 |
73.30 |
|
S4 |
68.11 |
69.06 |
72.78 |
|
|
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 |
72.89 |
6.43 |
8.7% |
2.60 |
3.5% |
15% |
False |
True |
16,537 |
10 |
79.32 |
72.89 |
6.43 |
8.7% |
2.33 |
3.1% |
15% |
False |
True |
13,859 |
20 |
79.32 |
71.10 |
8.22 |
11.1% |
2.22 |
3.0% |
33% |
False |
False |
16,054 |
40 |
82.83 |
71.10 |
11.73 |
15.9% |
2.40 |
3.3% |
23% |
False |
False |
15,449 |
60 |
83.59 |
71.10 |
12.49 |
16.9% |
2.29 |
3.1% |
22% |
False |
False |
12,563 |
80 |
83.59 |
69.56 |
14.03 |
19.0% |
2.35 |
3.2% |
30% |
False |
False |
11,003 |
100 |
85.94 |
69.56 |
16.38 |
22.2% |
2.33 |
3.2% |
26% |
False |
False |
9,857 |
120 |
86.63 |
69.56 |
17.07 |
23.1% |
2.33 |
3.2% |
25% |
False |
False |
8,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.92 |
2.618 |
79.80 |
1.618 |
77.89 |
1.000 |
76.71 |
0.618 |
75.98 |
HIGH |
74.80 |
0.618 |
74.07 |
0.500 |
73.85 |
0.382 |
73.62 |
LOW |
72.89 |
0.618 |
71.71 |
1.000 |
70.98 |
1.618 |
69.80 |
2.618 |
67.89 |
4.250 |
64.77 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
73.85 |
76.11 |
PP |
73.84 |
75.35 |
S1 |
73.84 |
74.59 |
|