NYMEX Light Sweet Crude Oil Future March 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
78.75 |
80.66 |
1.91 |
2.4% |
79.99 |
| High |
80.81 |
81.62 |
0.81 |
1.0% |
81.21 |
| Low |
77.85 |
76.81 |
-1.04 |
-1.3% |
76.94 |
| Close |
80.45 |
77.12 |
-3.33 |
-4.1% |
80.45 |
| Range |
2.96 |
4.81 |
1.85 |
62.5% |
4.27 |
| ATR |
2.89 |
3.03 |
0.14 |
4.7% |
0.00 |
| Volume |
72,808 |
139,843 |
67,035 |
92.1% |
256,500 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.95 |
89.84 |
79.77 |
|
| R3 |
88.14 |
85.03 |
78.44 |
|
| R2 |
83.33 |
83.33 |
78.00 |
|
| R1 |
80.22 |
80.22 |
77.56 |
79.37 |
| PP |
78.52 |
78.52 |
78.52 |
78.09 |
| S1 |
75.41 |
75.41 |
76.68 |
74.56 |
| S2 |
73.71 |
73.71 |
76.24 |
|
| S3 |
68.90 |
70.60 |
75.80 |
|
| S4 |
64.09 |
65.79 |
74.47 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.34 |
90.67 |
82.80 |
|
| R3 |
88.07 |
86.40 |
81.62 |
|
| R2 |
83.80 |
83.80 |
81.23 |
|
| R1 |
82.13 |
82.13 |
80.84 |
82.97 |
| PP |
79.53 |
79.53 |
79.53 |
79.95 |
| S1 |
77.86 |
77.86 |
80.06 |
78.70 |
| S2 |
75.26 |
75.26 |
79.67 |
|
| S3 |
70.99 |
73.59 |
79.28 |
|
| S4 |
66.72 |
69.32 |
78.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.62 |
76.81 |
4.81 |
6.2% |
2.87 |
3.7% |
6% |
True |
True |
79,268 |
| 10 |
81.62 |
74.10 |
7.52 |
9.8% |
2.71 |
3.5% |
40% |
True |
False |
75,162 |
| 20 |
82.71 |
70.56 |
12.15 |
15.8% |
3.04 |
3.9% |
54% |
False |
False |
91,257 |
| 40 |
89.89 |
70.56 |
19.33 |
25.1% |
3.22 |
4.2% |
34% |
False |
False |
80,533 |
| 60 |
89.89 |
70.56 |
19.33 |
25.1% |
3.08 |
4.0% |
34% |
False |
False |
66,260 |
| 80 |
89.89 |
70.56 |
19.33 |
25.1% |
3.12 |
4.0% |
34% |
False |
False |
58,634 |
| 100 |
91.44 |
70.56 |
20.88 |
27.1% |
3.12 |
4.0% |
31% |
False |
False |
51,853 |
| 120 |
91.86 |
70.56 |
21.30 |
27.6% |
3.16 |
4.1% |
31% |
False |
False |
46,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.06 |
|
2.618 |
94.21 |
|
1.618 |
89.40 |
|
1.000 |
86.43 |
|
0.618 |
84.59 |
|
HIGH |
81.62 |
|
0.618 |
79.78 |
|
0.500 |
79.22 |
|
0.382 |
78.65 |
|
LOW |
76.81 |
|
0.618 |
73.84 |
|
1.000 |
72.00 |
|
1.618 |
69.03 |
|
2.618 |
64.22 |
|
4.250 |
56.37 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.22 |
79.22 |
| PP |
78.52 |
78.52 |
| S1 |
77.82 |
77.82 |
|