NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
67.87 |
68.41 |
0.54 |
0.8% |
66.26 |
| High |
68.11 |
68.58 |
0.47 |
0.7% |
67.41 |
| Low |
67.49 |
67.09 |
-0.40 |
-0.6% |
64.29 |
| Close |
67.87 |
68.35 |
0.48 |
0.7% |
65.84 |
| Range |
0.62 |
1.49 |
0.87 |
140.3% |
3.12 |
| ATR |
1.29 |
1.30 |
0.01 |
1.1% |
0.00 |
| Volume |
283 |
78 |
-205 |
-72.4% |
2,771 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.48 |
71.90 |
69.17 |
|
| R3 |
70.99 |
70.41 |
68.76 |
|
| R2 |
69.50 |
69.50 |
68.62 |
|
| R1 |
68.92 |
68.92 |
68.49 |
68.47 |
| PP |
68.01 |
68.01 |
68.01 |
67.78 |
| S1 |
67.43 |
67.43 |
68.21 |
66.98 |
| S2 |
66.52 |
66.52 |
68.08 |
|
| S3 |
65.03 |
65.94 |
67.94 |
|
| S4 |
63.54 |
64.45 |
67.53 |
|
|
| 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 |
68.58 |
65.79 |
2.79 |
4.1% |
0.70 |
1.0% |
92% |
True |
False |
259 |
| 10 |
68.58 |
64.29 |
4.29 |
6.3% |
0.80 |
1.2% |
95% |
True |
False |
451 |
| 20 |
68.58 |
61.09 |
7.49 |
11.0% |
0.76 |
1.1% |
97% |
True |
False |
582 |
| 40 |
68.58 |
58.69 |
9.89 |
14.5% |
1.08 |
1.6% |
98% |
True |
False |
439 |
| 60 |
69.05 |
58.69 |
10.36 |
15.2% |
0.90 |
1.3% |
93% |
False |
False |
395 |
| 80 |
69.05 |
58.69 |
10.36 |
15.2% |
0.75 |
1.1% |
93% |
False |
False |
418 |
| 100 |
69.05 |
55.62 |
13.43 |
19.6% |
0.68 |
1.0% |
95% |
False |
False |
365 |
| 120 |
69.05 |
55.62 |
13.43 |
19.6% |
0.66 |
1.0% |
95% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.91 |
|
2.618 |
72.48 |
|
1.618 |
70.99 |
|
1.000 |
70.07 |
|
0.618 |
69.50 |
|
HIGH |
68.58 |
|
0.618 |
68.01 |
|
0.500 |
67.84 |
|
0.382 |
67.66 |
|
LOW |
67.09 |
|
0.618 |
66.17 |
|
1.000 |
65.60 |
|
1.618 |
64.68 |
|
2.618 |
63.19 |
|
4.250 |
60.76 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
68.18 |
68.18 |
| PP |
68.01 |
68.01 |
| S1 |
67.84 |
67.84 |
|