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

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	0.59
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols