NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
81.27 |
82.16 |
0.89 |
1.1% |
80.63 |
| High |
82.24 |
83.04 |
0.80 |
1.0% |
82.85 |
| Low |
80.33 |
81.45 |
1.12 |
1.4% |
78.85 |
| Close |
82.00 |
82.13 |
0.13 |
0.2% |
82.00 |
| Range |
1.91 |
1.59 |
-0.32 |
-16.8% |
4.00 |
| ATR |
2.66 |
2.58 |
-0.08 |
-2.9% |
0.00 |
| Volume |
61,778 |
80,575 |
18,797 |
30.4% |
238,210 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.98 |
86.14 |
83.00 |
|
| R3 |
85.39 |
84.55 |
82.57 |
|
| R2 |
83.80 |
83.80 |
82.42 |
|
| R1 |
82.96 |
82.96 |
82.28 |
82.59 |
| PP |
82.21 |
82.21 |
82.21 |
82.02 |
| S1 |
81.37 |
81.37 |
81.98 |
81.00 |
| S2 |
80.62 |
80.62 |
81.84 |
|
| S3 |
79.03 |
79.78 |
81.69 |
|
| S4 |
77.44 |
78.19 |
81.26 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.23 |
91.62 |
84.20 |
|
| R3 |
89.23 |
87.62 |
83.10 |
|
| R2 |
85.23 |
85.23 |
82.73 |
|
| R1 |
83.62 |
83.62 |
82.37 |
84.43 |
| PP |
81.23 |
81.23 |
81.23 |
81.64 |
| S1 |
79.62 |
79.62 |
81.63 |
80.43 |
| S2 |
77.23 |
77.23 |
81.27 |
|
| S3 |
73.23 |
75.62 |
80.90 |
|
| S4 |
69.23 |
71.62 |
79.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.04 |
78.85 |
4.19 |
5.1% |
2.47 |
3.0% |
78% |
True |
False |
63,757 |
| 10 |
83.04 |
74.22 |
8.82 |
10.7% |
2.46 |
3.0% |
90% |
True |
False |
58,109 |
| 20 |
83.04 |
73.17 |
9.87 |
12.0% |
2.57 |
3.1% |
91% |
True |
False |
43,450 |
| 40 |
83.04 |
71.10 |
11.94 |
14.5% |
2.71 |
3.3% |
92% |
True |
False |
36,720 |
| 60 |
87.48 |
71.10 |
16.38 |
19.9% |
2.71 |
3.3% |
67% |
False |
False |
31,056 |
| 80 |
87.48 |
71.10 |
16.38 |
19.9% |
2.69 |
3.3% |
67% |
False |
False |
26,254 |
| 100 |
89.16 |
71.10 |
18.06 |
22.0% |
2.73 |
3.3% |
61% |
False |
False |
22,833 |
| 120 |
89.37 |
71.10 |
18.27 |
22.2% |
2.72 |
3.3% |
60% |
False |
False |
20,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.80 |
|
2.618 |
87.20 |
|
1.618 |
85.61 |
|
1.000 |
84.63 |
|
0.618 |
84.02 |
|
HIGH |
83.04 |
|
0.618 |
82.43 |
|
0.500 |
82.25 |
|
0.382 |
82.06 |
|
LOW |
81.45 |
|
0.618 |
80.47 |
|
1.000 |
79.86 |
|
1.618 |
78.88 |
|
2.618 |
77.29 |
|
4.250 |
74.69 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
82.25 |
81.74 |
| PP |
82.21 |
81.34 |
| S1 |
82.17 |
80.95 |
|