NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
67.05 |
67.95 |
0.90 |
1.3% |
66.26 |
| High |
67.11 |
68.01 |
0.90 |
1.3% |
67.41 |
| Low |
65.79 |
67.95 |
2.16 |
3.3% |
64.29 |
| Close |
67.05 |
67.95 |
0.90 |
1.3% |
65.84 |
| Range |
1.32 |
0.06 |
-1.26 |
-95.5% |
3.12 |
| ATR |
1.37 |
1.34 |
-0.03 |
-2.1% |
0.00 |
| Volume |
332 |
396 |
64 |
19.3% |
2,771 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.15 |
68.11 |
67.98 |
|
| R3 |
68.09 |
68.05 |
67.97 |
|
| R2 |
68.03 |
68.03 |
67.96 |
|
| R1 |
67.99 |
67.99 |
67.96 |
67.98 |
| PP |
67.97 |
67.97 |
67.97 |
67.97 |
| S1 |
67.93 |
67.93 |
67.94 |
67.92 |
| S2 |
67.91 |
67.91 |
67.94 |
|
| S3 |
67.85 |
67.87 |
67.93 |
|
| S4 |
67.79 |
67.81 |
67.92 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.21 |
73.64 |
67.56 |
|
| R3 |
72.09 |
70.52 |
66.70 |
|
| R2 |
68.97 |
68.97 |
66.41 |
|
| R1 |
67.40 |
67.40 |
66.13 |
66.63 |
| PP |
65.85 |
65.85 |
65.85 |
65.46 |
| S1 |
64.28 |
64.28 |
65.55 |
63.51 |
| S2 |
62.73 |
62.73 |
65.27 |
|
| S3 |
59.61 |
61.16 |
64.98 |
|
| S4 |
56.49 |
58.04 |
64.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.01 |
65.79 |
2.22 |
3.3% |
0.61 |
0.9% |
97% |
True |
False |
281 |
| 10 |
68.01 |
63.59 |
4.42 |
6.5% |
0.64 |
0.9% |
99% |
True |
False |
487 |
| 20 |
68.01 |
61.09 |
6.92 |
10.2% |
0.71 |
1.0% |
99% |
True |
False |
594 |
| 40 |
69.05 |
58.69 |
10.36 |
15.2% |
1.02 |
1.5% |
89% |
False |
False |
436 |
| 60 |
69.05 |
58.69 |
10.36 |
15.2% |
0.87 |
1.3% |
89% |
False |
False |
420 |
| 80 |
69.05 |
58.69 |
10.36 |
15.2% |
0.73 |
1.1% |
89% |
False |
False |
419 |
| 100 |
69.05 |
55.62 |
13.43 |
19.8% |
0.67 |
1.0% |
92% |
False |
False |
362 |
| 120 |
69.05 |
55.62 |
13.43 |
19.8% |
0.66 |
1.0% |
92% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.27 |
|
2.618 |
68.17 |
|
1.618 |
68.11 |
|
1.000 |
68.07 |
|
0.618 |
68.05 |
|
HIGH |
68.01 |
|
0.618 |
67.99 |
|
0.500 |
67.98 |
|
0.382 |
67.97 |
|
LOW |
67.95 |
|
0.618 |
67.91 |
|
1.000 |
67.89 |
|
1.618 |
67.85 |
|
2.618 |
67.79 |
|
4.250 |
67.70 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
67.98 |
67.60 |
| PP |
67.97 |
67.25 |
| S1 |
67.96 |
66.90 |
|