NYMEX Light Sweet Crude Oil Future May 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 |
78.70 |
80.65 |
1.95 |
2.5% |
79.79 |
| High |
80.69 |
81.47 |
0.78 |
1.0% |
80.92 |
| Low |
77.88 |
77.06 |
-0.82 |
-1.1% |
76.99 |
| Close |
80.45 |
77.33 |
-3.12 |
-3.9% |
80.45 |
| Range |
2.81 |
4.41 |
1.60 |
56.9% |
3.93 |
| ATR |
2.61 |
2.74 |
0.13 |
4.9% |
0.00 |
| Volume |
21,792 |
46,370 |
24,578 |
112.8% |
77,519 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.85 |
89.00 |
79.76 |
|
| R3 |
87.44 |
84.59 |
78.54 |
|
| R2 |
83.03 |
83.03 |
78.14 |
|
| R1 |
80.18 |
80.18 |
77.73 |
79.40 |
| PP |
78.62 |
78.62 |
78.62 |
78.23 |
| S1 |
75.77 |
75.77 |
76.93 |
74.99 |
| S2 |
74.21 |
74.21 |
76.52 |
|
| S3 |
69.80 |
71.36 |
76.12 |
|
| S4 |
65.39 |
66.95 |
74.90 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.24 |
89.78 |
82.61 |
|
| R3 |
87.31 |
85.85 |
81.53 |
|
| R2 |
83.38 |
83.38 |
81.17 |
|
| R1 |
81.92 |
81.92 |
80.81 |
82.65 |
| PP |
79.45 |
79.45 |
79.45 |
79.82 |
| S1 |
77.99 |
77.99 |
80.09 |
78.72 |
| S2 |
75.52 |
75.52 |
79.73 |
|
| S3 |
71.59 |
74.06 |
79.37 |
|
| S4 |
67.66 |
70.13 |
78.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.47 |
76.99 |
4.48 |
5.8% |
2.64 |
3.4% |
8% |
True |
False |
24,777 |
| 10 |
81.47 |
74.04 |
7.43 |
9.6% |
2.49 |
3.2% |
44% |
True |
False |
24,445 |
| 20 |
82.41 |
71.10 |
11.31 |
14.6% |
2.74 |
3.5% |
55% |
False |
False |
30,239 |
| 40 |
87.48 |
71.10 |
16.38 |
21.2% |
2.86 |
3.7% |
38% |
False |
False |
26,817 |
| 60 |
87.48 |
71.10 |
16.38 |
21.2% |
2.73 |
3.5% |
38% |
False |
False |
22,058 |
| 80 |
87.48 |
71.10 |
16.38 |
21.2% |
2.75 |
3.6% |
38% |
False |
False |
18,898 |
| 100 |
89.37 |
71.10 |
18.27 |
23.6% |
2.71 |
3.5% |
34% |
False |
False |
16,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.21 |
|
2.618 |
93.02 |
|
1.618 |
88.61 |
|
1.000 |
85.88 |
|
0.618 |
84.20 |
|
HIGH |
81.47 |
|
0.618 |
79.79 |
|
0.500 |
79.27 |
|
0.382 |
78.74 |
|
LOW |
77.06 |
|
0.618 |
74.33 |
|
1.000 |
72.65 |
|
1.618 |
69.92 |
|
2.618 |
65.51 |
|
4.250 |
58.32 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
79.27 |
79.23 |
| PP |
78.62 |
78.60 |
| S1 |
77.98 |
77.96 |
|