NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
79.31 |
77.16 |
-2.15 |
-2.7% |
80.70 |
| High |
79.43 |
78.47 |
-0.96 |
-1.2% |
81.75 |
| Low |
76.97 |
76.07 |
-0.90 |
-1.2% |
78.27 |
| Close |
77.17 |
78.26 |
1.09 |
1.4% |
78.79 |
| Range |
2.46 |
2.40 |
-0.06 |
-2.4% |
3.48 |
| ATR |
2.21 |
2.22 |
0.01 |
0.6% |
0.00 |
| Volume |
15,352 |
22,762 |
7,410 |
48.3% |
118,748 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.80 |
83.93 |
79.58 |
|
| R3 |
82.40 |
81.53 |
78.92 |
|
| R2 |
80.00 |
80.00 |
78.70 |
|
| R1 |
79.13 |
79.13 |
78.48 |
79.57 |
| PP |
77.60 |
77.60 |
77.60 |
77.82 |
| S1 |
76.73 |
76.73 |
78.04 |
77.17 |
| S2 |
75.20 |
75.20 |
77.82 |
|
| S3 |
72.80 |
74.33 |
77.60 |
|
| S4 |
70.40 |
71.93 |
76.94 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.04 |
87.90 |
80.70 |
|
| R3 |
86.56 |
84.42 |
79.75 |
|
| R2 |
83.08 |
83.08 |
79.43 |
|
| R1 |
80.94 |
80.94 |
79.11 |
80.27 |
| PP |
79.60 |
79.60 |
79.60 |
79.27 |
| S1 |
77.46 |
77.46 |
78.47 |
76.79 |
| S2 |
76.12 |
76.12 |
78.15 |
|
| S3 |
72.64 |
73.98 |
77.83 |
|
| S4 |
69.16 |
70.50 |
76.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.24 |
76.07 |
5.17 |
6.6% |
2.24 |
2.9% |
42% |
False |
True |
19,767 |
| 10 |
81.75 |
76.07 |
5.68 |
7.3% |
2.17 |
2.8% |
39% |
False |
True |
25,803 |
| 20 |
81.75 |
72.89 |
8.86 |
11.3% |
2.24 |
2.9% |
61% |
False |
False |
25,215 |
| 40 |
81.75 |
71.10 |
10.65 |
13.6% |
2.25 |
2.9% |
67% |
False |
False |
20,824 |
| 60 |
83.59 |
71.10 |
12.49 |
16.0% |
2.32 |
3.0% |
57% |
False |
False |
18,222 |
| 80 |
83.59 |
71.10 |
12.49 |
16.0% |
2.26 |
2.9% |
57% |
False |
False |
15,204 |
| 100 |
83.59 |
69.56 |
14.03 |
17.9% |
2.29 |
2.9% |
62% |
False |
False |
13,417 |
| 120 |
85.94 |
69.56 |
16.38 |
20.9% |
2.29 |
2.9% |
53% |
False |
False |
12,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.67 |
|
2.618 |
84.75 |
|
1.618 |
82.35 |
|
1.000 |
80.87 |
|
0.618 |
79.95 |
|
HIGH |
78.47 |
|
0.618 |
77.55 |
|
0.500 |
77.27 |
|
0.382 |
76.99 |
|
LOW |
76.07 |
|
0.618 |
74.59 |
|
1.000 |
73.67 |
|
1.618 |
72.19 |
|
2.618 |
69.79 |
|
4.250 |
65.87 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.93 |
78.66 |
| PP |
77.60 |
78.52 |
| S1 |
77.27 |
78.39 |
|