NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
75.52 |
75.44 |
-0.08 |
-0.1% |
80.65 |
| High |
76.52 |
78.30 |
1.78 |
2.3% |
81.47 |
| Low |
74.68 |
74.96 |
0.28 |
0.4% |
73.17 |
| Close |
75.77 |
78.04 |
2.27 |
3.0% |
74.44 |
| Range |
1.84 |
3.34 |
1.50 |
81.5% |
8.30 |
| ATR |
2.71 |
2.76 |
0.04 |
1.7% |
0.00 |
| Volume |
50,178 |
59,485 |
9,307 |
18.5% |
166,767 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.12 |
85.92 |
79.88 |
|
| R3 |
83.78 |
82.58 |
78.96 |
|
| R2 |
80.44 |
80.44 |
78.65 |
|
| R1 |
79.24 |
79.24 |
78.35 |
79.84 |
| PP |
77.10 |
77.10 |
77.10 |
77.40 |
| S1 |
75.90 |
75.90 |
77.73 |
76.50 |
| S2 |
73.76 |
73.76 |
77.43 |
|
| S3 |
70.42 |
72.56 |
77.12 |
|
| S4 |
67.08 |
69.22 |
76.20 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.26 |
96.15 |
79.01 |
|
| R3 |
92.96 |
87.85 |
76.72 |
|
| R2 |
84.66 |
84.66 |
75.96 |
|
| R1 |
79.55 |
79.55 |
75.20 |
77.96 |
| PP |
76.36 |
76.36 |
76.36 |
75.56 |
| S1 |
71.25 |
71.25 |
73.68 |
69.66 |
| S2 |
68.06 |
68.06 |
72.92 |
|
| S3 |
59.76 |
62.95 |
72.16 |
|
| S4 |
51.46 |
54.65 |
69.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.30 |
73.17 |
5.13 |
6.6% |
2.52 |
3.2% |
95% |
True |
False |
43,946 |
| 10 |
81.47 |
73.17 |
8.30 |
10.6% |
2.85 |
3.6% |
59% |
False |
False |
37,304 |
| 20 |
81.47 |
73.17 |
8.30 |
10.6% |
2.56 |
3.3% |
59% |
False |
False |
31,065 |
| 40 |
85.05 |
71.10 |
13.95 |
17.9% |
2.85 |
3.7% |
50% |
False |
False |
30,830 |
| 60 |
87.48 |
71.10 |
16.38 |
21.0% |
2.71 |
3.5% |
42% |
False |
False |
25,296 |
| 80 |
87.48 |
71.10 |
16.38 |
21.0% |
2.76 |
3.5% |
42% |
False |
False |
21,534 |
| 100 |
89.37 |
71.10 |
18.27 |
23.4% |
2.73 |
3.5% |
38% |
False |
False |
19,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.50 |
|
2.618 |
87.04 |
|
1.618 |
83.70 |
|
1.000 |
81.64 |
|
0.618 |
80.36 |
|
HIGH |
78.30 |
|
0.618 |
77.02 |
|
0.500 |
76.63 |
|
0.382 |
76.24 |
|
LOW |
74.96 |
|
0.618 |
72.90 |
|
1.000 |
71.62 |
|
1.618 |
69.56 |
|
2.618 |
66.22 |
|
4.250 |
60.77 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
77.57 |
77.45 |
| PP |
77.10 |
76.85 |
| S1 |
76.63 |
76.26 |
|