NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
74.63 |
77.40 |
2.77 |
3.7% |
78.48 |
| High |
77.44 |
78.53 |
1.09 |
1.4% |
79.32 |
| Low |
74.48 |
76.77 |
2.29 |
3.1% |
72.89 |
| Close |
77.26 |
78.05 |
0.79 |
1.0% |
74.02 |
| Range |
2.96 |
1.76 |
-1.20 |
-40.5% |
6.43 |
| ATR |
2.33 |
2.29 |
-0.04 |
-1.7% |
0.00 |
| Volume |
30,259 |
26,424 |
-3,835 |
-12.7% |
72,255 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.06 |
82.32 |
79.02 |
|
| R3 |
81.30 |
80.56 |
78.53 |
|
| R2 |
79.54 |
79.54 |
78.37 |
|
| R1 |
78.80 |
78.80 |
78.21 |
79.17 |
| PP |
77.78 |
77.78 |
77.78 |
77.97 |
| S1 |
77.04 |
77.04 |
77.89 |
77.41 |
| S2 |
76.02 |
76.02 |
77.73 |
|
| S3 |
74.26 |
75.28 |
77.57 |
|
| S4 |
72.50 |
73.52 |
77.08 |
|
|
| 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 |
78.53 |
73.55 |
4.98 |
6.4% |
2.04 |
2.6% |
90% |
True |
False |
23,141 |
| 10 |
79.32 |
72.89 |
6.43 |
8.2% |
2.32 |
3.0% |
80% |
False |
False |
19,839 |
| 20 |
79.32 |
72.74 |
6.58 |
8.4% |
2.15 |
2.8% |
81% |
False |
False |
15,968 |
| 40 |
81.89 |
71.10 |
10.79 |
13.8% |
2.35 |
3.0% |
64% |
False |
False |
17,202 |
| 60 |
83.59 |
71.10 |
12.49 |
16.0% |
2.26 |
2.9% |
56% |
False |
False |
14,023 |
| 80 |
83.59 |
69.56 |
14.03 |
18.0% |
2.33 |
3.0% |
61% |
False |
False |
12,114 |
| 100 |
85.94 |
69.56 |
16.38 |
21.0% |
2.31 |
3.0% |
52% |
False |
False |
10,833 |
| 120 |
86.63 |
69.56 |
17.07 |
21.9% |
2.33 |
3.0% |
50% |
False |
False |
9,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.01 |
|
2.618 |
83.14 |
|
1.618 |
81.38 |
|
1.000 |
80.29 |
|
0.618 |
79.62 |
|
HIGH |
78.53 |
|
0.618 |
77.86 |
|
0.500 |
77.65 |
|
0.382 |
77.44 |
|
LOW |
76.77 |
|
0.618 |
75.68 |
|
1.000 |
75.01 |
|
1.618 |
73.92 |
|
2.618 |
72.16 |
|
4.250 |
69.29 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.92 |
77.54 |
| PP |
77.78 |
77.02 |
| S1 |
77.65 |
76.51 |
|