NYMEX Light Sweet Crude Oil Future October 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	74.56	76.81	2.25	3.0%	77.94
High	76.98	77.99	1.01	1.3%	78.73
Low	74.56	76.58	2.02	2.7%	72.78
Close	76.89	77.64	0.75	1.0%	73.75
Range	2.42	1.41	-1.01	-41.7%	5.95
ATR	1.92	1.88	-0.04	-1.9%	0.00
Volume	8,548	7,989	-559	-6.5%	22,499

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.63	81.05	78.42
R3	80.22	79.64	78.03
R2	78.81	78.81	77.90
R1	78.23	78.23	77.77	78.52
PP	77.40	77.40	77.40	77.55
S1	76.82	76.82	77.51	77.11
S2	75.99	75.99	77.38
S3	74.58	75.41	77.25
S4	73.17	74.00	76.86

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.94	89.29	77.02
R3	86.99	83.34	75.39
R2	81.04	81.04	74.84
R1	77.39	77.39	74.30	76.24
PP	75.09	75.09	75.09	74.51
S1	71.44	71.44	73.20	70.29
S2	69.14	69.14	72.66
S3	63.19	65.49	72.11
S4	57.24	59.54	70.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.99	73.36	4.63	6.0%	1.74	2.2%	92%	True	False	7,336
10	78.73	72.78	5.95	7.7%	2.02	2.6%	82%	False	False	6,190

Crabel Price Patterns
NR	True
NR4	False
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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.98
2.618	81.68
1.618	80.27
1.000	79.40
0.618	78.86
HIGH	77.99
0.618	77.45
0.500	77.29
0.382	77.12
LOW	76.58
0.618	75.71
1.000	75.17
1.618	74.30
2.618	72.89
4.250	70.59

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	77.52	77.14
PP	77.40	76.65
S1	77.29	76.15

Download as Excel Spreadsheet

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

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