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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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