NYMEX Light Sweet Crude Oil Future May 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
80.70 |
81.58 |
0.88 |
1.1% |
82.16 |
| High |
82.49 |
82.78 |
0.29 |
0.4% |
83.04 |
| Low |
80.38 |
79.52 |
-0.86 |
-1.1% |
79.52 |
| Close |
81.44 |
80.14 |
-1.30 |
-1.6% |
80.14 |
| Range |
2.11 |
3.26 |
1.15 |
54.5% |
3.52 |
| ATR |
2.48 |
2.54 |
0.06 |
2.2% |
0.00 |
| Volume |
76,577 |
86,861 |
10,284 |
13.4% |
390,759 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.59 |
88.63 |
81.93 |
|
| R3 |
87.33 |
85.37 |
81.04 |
|
| R2 |
84.07 |
84.07 |
80.74 |
|
| R1 |
82.11 |
82.11 |
80.44 |
81.46 |
| PP |
80.81 |
80.81 |
80.81 |
80.49 |
| S1 |
78.85 |
78.85 |
79.84 |
78.20 |
| S2 |
77.55 |
77.55 |
79.54 |
|
| S3 |
74.29 |
75.59 |
79.24 |
|
| S4 |
71.03 |
72.33 |
78.35 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.46 |
89.32 |
82.08 |
|
| R3 |
87.94 |
85.80 |
81.11 |
|
| R2 |
84.42 |
84.42 |
80.79 |
|
| R1 |
82.28 |
82.28 |
80.46 |
81.59 |
| PP |
80.90 |
80.90 |
80.90 |
80.56 |
| S1 |
78.76 |
78.76 |
79.82 |
78.07 |
| S2 |
77.38 |
77.38 |
79.49 |
|
| S3 |
73.86 |
75.24 |
79.17 |
|
| S4 |
70.34 |
71.72 |
78.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.04 |
79.52 |
3.52 |
4.4% |
2.23 |
2.8% |
18% |
False |
True |
78,151 |
| 10 |
83.04 |
78.52 |
4.52 |
5.6% |
2.40 |
3.0% |
36% |
False |
False |
68,283 |
| 20 |
83.04 |
73.17 |
9.87 |
12.3% |
2.60 |
3.2% |
71% |
False |
False |
54,912 |
| 40 |
83.04 |
71.10 |
11.94 |
14.9% |
2.62 |
3.3% |
76% |
False |
False |
42,108 |
| 60 |
87.48 |
71.10 |
16.38 |
20.4% |
2.73 |
3.4% |
55% |
False |
False |
35,526 |
| 80 |
87.48 |
71.10 |
16.38 |
20.4% |
2.68 |
3.3% |
55% |
False |
False |
29,553 |
| 100 |
87.48 |
71.10 |
16.38 |
20.4% |
2.72 |
3.4% |
55% |
False |
False |
25,578 |
| 120 |
89.37 |
71.10 |
18.27 |
22.8% |
2.69 |
3.4% |
49% |
False |
False |
22,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.64 |
|
2.618 |
91.31 |
|
1.618 |
88.05 |
|
1.000 |
86.04 |
|
0.618 |
84.79 |
|
HIGH |
82.78 |
|
0.618 |
81.53 |
|
0.500 |
81.15 |
|
0.382 |
80.77 |
|
LOW |
79.52 |
|
0.618 |
77.51 |
|
1.000 |
76.26 |
|
1.618 |
74.25 |
|
2.618 |
70.99 |
|
4.250 |
65.67 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
81.15 |
81.15 |
| PP |
80.81 |
80.81 |
| S1 |
80.48 |
80.48 |
|