NYMEX Light Sweet Crude Oil Future February 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
80.57 |
77.25 |
-3.32 |
-4.1% |
79.90 |
| High |
81.50 |
77.42 |
-4.08 |
-5.0% |
81.18 |
| Low |
76.60 |
72.73 |
-3.87 |
-5.1% |
76.79 |
| Close |
76.93 |
72.84 |
-4.09 |
-5.3% |
80.26 |
| Range |
4.90 |
4.69 |
-0.21 |
-4.3% |
4.39 |
| ATR |
3.14 |
3.25 |
0.11 |
3.5% |
0.00 |
| Volume |
338,520 |
352,434 |
13,914 |
4.1% |
813,085 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.40 |
85.31 |
75.42 |
|
| R3 |
83.71 |
80.62 |
74.13 |
|
| R2 |
79.02 |
79.02 |
73.70 |
|
| R1 |
75.93 |
75.93 |
73.27 |
75.13 |
| PP |
74.33 |
74.33 |
74.33 |
73.93 |
| S1 |
71.24 |
71.24 |
72.41 |
70.44 |
| S2 |
69.64 |
69.64 |
71.98 |
|
| S3 |
64.95 |
66.55 |
71.55 |
|
| S4 |
60.26 |
61.86 |
70.26 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.58 |
90.81 |
82.67 |
|
| R3 |
88.19 |
86.42 |
81.47 |
|
| R2 |
83.80 |
83.80 |
81.06 |
|
| R1 |
82.03 |
82.03 |
80.66 |
82.92 |
| PP |
79.41 |
79.41 |
79.41 |
79.85 |
| S1 |
77.64 |
77.64 |
79.86 |
78.53 |
| S2 |
75.02 |
75.02 |
79.46 |
|
| S3 |
70.63 |
73.25 |
79.05 |
|
| S4 |
66.24 |
68.86 |
77.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.50 |
72.73 |
8.77 |
12.0% |
3.44 |
4.7% |
1% |
False |
True |
260,887 |
| 10 |
81.50 |
72.73 |
8.77 |
12.0% |
2.98 |
4.1% |
1% |
False |
True |
245,030 |
| 20 |
81.50 |
70.31 |
11.19 |
15.4% |
3.09 |
4.2% |
23% |
False |
False |
217,727 |
| 40 |
91.19 |
70.31 |
20.88 |
28.7% |
3.37 |
4.6% |
12% |
False |
False |
158,272 |
| 60 |
91.19 |
70.31 |
20.88 |
28.7% |
3.23 |
4.4% |
12% |
False |
False |
119,703 |
| 80 |
91.19 |
70.31 |
20.88 |
28.7% |
3.27 |
4.5% |
12% |
False |
False |
96,939 |
| 100 |
92.68 |
70.31 |
22.37 |
30.7% |
3.28 |
4.5% |
11% |
False |
False |
81,757 |
| 120 |
93.09 |
70.31 |
22.78 |
31.3% |
3.30 |
4.5% |
11% |
False |
False |
70,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.35 |
|
2.618 |
89.70 |
|
1.618 |
85.01 |
|
1.000 |
82.11 |
|
0.618 |
80.32 |
|
HIGH |
77.42 |
|
0.618 |
75.63 |
|
0.500 |
75.08 |
|
0.382 |
74.52 |
|
LOW |
72.73 |
|
0.618 |
69.83 |
|
1.000 |
68.04 |
|
1.618 |
65.14 |
|
2.618 |
60.45 |
|
4.250 |
52.80 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
75.08 |
77.12 |
| PP |
74.33 |
75.69 |
| S1 |
73.59 |
74.27 |
|