NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	75.44	78.23	2.79	3.7%	80.65
High	78.30	79.62	1.32	1.7%	81.47
Low	74.96	77.64	2.68	3.6%	73.17
Close	78.04	79.00	0.96	1.2%	74.44
Range	3.34	1.98	-1.36	-40.7%	8.30
ATR	2.76	2.70	-0.06	-2.0%	0.00
Volume	59,485	57,707	-1,778	-3.0%	166,767

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.69	83.83	80.09
R3	82.71	81.85	79.54
R2	80.73	80.73	79.36
R1	79.87	79.87	79.18	80.30
PP	78.75	78.75	78.75	78.97
S1	77.89	77.89	78.82	78.32
S2	76.77	76.77	78.64
S3	74.79	75.91	78.46
S4	72.81	73.93	77.91

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	79.62	73.93	5.69	7.2%	2.46	3.1%	89%	True	False	47,895
10	81.47	73.17	8.30	10.5%	2.80	3.5%	70%	False	False	41,540
20	81.47	73.17	8.30	10.5%	2.54	3.2%	70%	False	False	32,494
40	84.74	71.10	13.64	17.3%	2.82	3.6%	58%	False	False	31,373
60	87.48	71.10	16.38	20.7%	2.71	3.4%	48%	False	False	26,108
80	87.48	71.10	16.38	20.7%	2.74	3.5%	48%	False	False	22,165
100	89.37	71.10	18.27	23.1%	2.73	3.5%	43%	False	False	19,540
120	89.84	71.10	18.74	23.7%	2.74	3.5%	42%	False	False	17,288

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	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.04
2.618	84.80
1.618	82.82
1.000	81.60
0.618	80.84
HIGH	79.62
0.618	78.86
0.500	78.63
0.382	78.40
LOW	77.64
0.618	76.42
1.000	75.66
1.618	74.44
2.618	72.46
4.250	69.23

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	78.88	78.38
PP	78.75	77.77
S1	78.63	77.15

Download as Excel Spreadsheet

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

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