NYMEX Light Sweet Crude Oil Future September 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 |
74.78 |
74.63 |
-0.15 |
-0.2% |
78.48 |
High |
75.94 |
77.44 |
1.50 |
2.0% |
79.32 |
Low |
74.52 |
74.48 |
-0.04 |
-0.1% |
72.89 |
Close |
75.29 |
77.26 |
1.97 |
2.6% |
74.02 |
Range |
1.42 |
2.96 |
1.54 |
108.5% |
6.43 |
ATR |
2.28 |
2.33 |
0.05 |
2.1% |
0.00 |
Volume |
23,757 |
30,259 |
6,502 |
27.4% |
72,255 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.27 |
84.23 |
78.89 |
|
R3 |
82.31 |
81.27 |
78.07 |
|
R2 |
79.35 |
79.35 |
77.80 |
|
R1 |
78.31 |
78.31 |
77.53 |
78.83 |
PP |
76.39 |
76.39 |
76.39 |
76.66 |
S1 |
75.35 |
75.35 |
76.99 |
75.87 |
S2 |
73.43 |
73.43 |
76.72 |
|
S3 |
70.47 |
72.39 |
76.45 |
|
S4 |
67.51 |
69.43 |
75.63 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.70 |
90.79 |
77.56 |
|
R3 |
88.27 |
84.36 |
75.79 |
|
R2 |
81.84 |
81.84 |
75.20 |
|
R1 |
77.93 |
77.93 |
74.61 |
76.67 |
PP |
75.41 |
75.41 |
75.41 |
74.78 |
S1 |
71.50 |
71.50 |
73.43 |
70.24 |
S2 |
68.98 |
68.98 |
72.84 |
|
S3 |
62.55 |
65.07 |
72.25 |
|
S4 |
56.12 |
58.64 |
70.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.44 |
72.89 |
4.55 |
5.9% |
2.07 |
2.7% |
96% |
True |
False |
21,035 |
10 |
79.32 |
72.89 |
6.43 |
8.3% |
2.35 |
3.0% |
68% |
False |
False |
17,938 |
20 |
79.32 |
72.74 |
6.58 |
8.5% |
2.17 |
2.8% |
69% |
False |
False |
15,413 |
40 |
81.89 |
71.10 |
10.79 |
14.0% |
2.38 |
3.1% |
57% |
False |
False |
16,741 |
60 |
83.59 |
71.10 |
12.49 |
16.2% |
2.26 |
2.9% |
49% |
False |
False |
13,628 |
80 |
83.59 |
69.56 |
14.03 |
18.2% |
2.34 |
3.0% |
55% |
False |
False |
11,853 |
100 |
85.94 |
69.56 |
16.38 |
21.2% |
2.32 |
3.0% |
47% |
False |
False |
10,605 |
120 |
86.63 |
69.56 |
17.07 |
22.1% |
2.32 |
3.0% |
45% |
False |
False |
9,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.02 |
2.618 |
85.19 |
1.618 |
82.23 |
1.000 |
80.40 |
0.618 |
79.27 |
HIGH |
77.44 |
0.618 |
76.31 |
0.500 |
75.96 |
0.382 |
75.61 |
LOW |
74.48 |
0.618 |
72.65 |
1.000 |
71.52 |
1.618 |
69.69 |
2.618 |
66.73 |
4.250 |
61.90 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
76.83 |
76.79 |
PP |
76.39 |
76.32 |
S1 |
75.96 |
75.85 |
|