NYMEX Light Sweet Crude Oil Future June 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 78.46 80.52 2.06 2.6% 79.40
High 80.50 81.18 0.68 0.8% 80.60
Low 77.66 76.97 -0.69 -0.9% 76.80
Close 80.20 77.23 -2.97 -3.7% 80.20
Range 2.84 4.21 1.37 48.2% 3.80
ATR 2.58 2.69 0.12 4.5% 0.00
Volume 41,679 75,814 34,135 81.9% 160,391
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 91.09 88.37 79.55
R3 86.88 84.16 78.39
R2 82.67 82.67 78.00
R1 79.95 79.95 77.62 79.21
PP 78.46 78.46 78.46 78.09
S1 75.74 75.74 76.84 75.00
S2 74.25 74.25 76.46
S3 70.04 71.53 76.07
S4 65.83 67.32 74.91
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 90.60 89.20 82.29
R3 86.80 85.40 81.25
R2 83.00 83.00 80.90
R1 81.60 81.60 80.55 82.30
PP 79.20 79.20 79.20 79.55
S1 77.80 77.80 79.85 78.50
S2 75.40 75.40 79.50
S3 71.60 74.00 79.16
S4 67.80 70.20 78.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.18 76.80 4.38 5.7% 2.60 3.4% 10% True False 47,241
10 81.18 73.82 7.36 9.5% 2.45 3.2% 46% True False 45,508
20 82.20 71.24 10.96 14.2% 2.69 3.5% 55% False False 55,633
40 86.40 71.24 15.16 19.6% 2.84 3.7% 40% False False 54,777
60 86.40 71.24 15.16 19.6% 2.74 3.5% 40% False False 48,432
80 86.40 71.02 15.38 19.9% 2.82 3.6% 40% False False 45,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 99.07
2.618 92.20
1.618 87.99
1.000 85.39
0.618 83.78
HIGH 81.18
0.618 79.57
0.500 79.08
0.382 78.58
LOW 76.97
0.618 74.37
1.000 72.76
1.618 70.16
2.618 65.95
4.250 59.08
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 79.08 78.99
PP 78.46 78.40
S1 77.85 77.82

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

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