NYMEX Light Sweet Crude Oil Future February 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	77.25	73.25	-4.00	-5.2%	79.90
High	77.42	74.92	-2.50	-3.2%	81.18
Low	72.73	72.46	-0.27	-0.4%	76.79
Close	72.84	73.67	0.83	1.1%	80.26
Range	4.69	2.46	-2.23	-47.5%	4.39
ATR	3.25	3.19	-0.06	-1.7%	0.00
Volume	352,434	300,731	-51,703	-14.7%	813,085

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.06	79.83	75.02
R3	78.60	77.37	74.35
R2	76.14	76.14	74.12
R1	74.91	74.91	73.90	75.53
PP	73.68	73.68	73.68	73.99
S1	72.45	72.45	73.44	73.07
S2	71.22	71.22	73.22
S3	68.76	69.99	72.99
S4	66.30	67.53	72.32

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	72.46	9.04	12.3%	3.41	4.6%	13%	False	True	279,490
10	81.50	72.46	9.04	12.3%	2.97	4.0%	13%	False	True	249,624
20	81.50	70.31	11.19	15.2%	2.99	4.1%	30%	False	False	226,730
40	89.84	70.31	19.53	26.5%	3.35	4.5%	17%	False	False	164,253
60	91.19	70.31	20.88	28.3%	3.23	4.4%	16%	False	False	124,387
80	91.19	70.31	20.88	28.3%	3.26	4.4%	16%	False	False	100,396
100	92.68	70.31	22.37	30.4%	3.28	4.5%	15%	False	False	84,638
120	93.09	70.31	22.78	30.9%	3.29	4.5%	15%	False	False	72,910

Crabel Price Patterns
NR	True
NR4	True
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	0.55
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.38
2.618	81.36
1.618	78.90
1.000	77.38
0.618	76.44
HIGH	74.92
0.618	73.98
0.500	73.69
0.382	73.40
LOW	72.46
0.618	70.94
1.000	70.00
1.618	68.48
2.618	66.02
4.250	62.01

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	73.69	76.98
PP	73.68	75.88
S1	73.68	74.77

Download as Excel Spreadsheet

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

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