NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	80.52	77.25	-3.27	-4.1%	79.40
High	81.18	77.76	-3.42	-4.2%	80.60
Low	76.97	73.48	-3.49	-4.5%	76.80
Close	77.23	73.56	-3.67	-4.8%	80.20
Range	4.21	4.28	0.07	1.7%	3.80
ATR	2.69	2.81	0.11	4.2%	0.00
Volume	75,814	88,886	13,072	17.2%	160,391

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.77	84.95	75.91
R3	83.49	80.67	74.74
R2	79.21	79.21	74.34
R1	76.39	76.39	73.95	75.66
PP	74.93	74.93	74.93	74.57
S1	72.11	72.11	73.17	71.38
S2	70.65	70.65	72.78
S3	66.37	67.83	72.38
S4	62.09	63.55	71.21

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	73.48	7.70	10.5%	3.11	4.2%	1%	False	True	54,431
10	81.18	73.48	7.70	10.5%	2.67	3.6%	1%	False	True	50,647
20	81.18	71.24	9.94	13.5%	2.66	3.6%	23%	False	False	56,747
40	86.40	71.24	15.16	20.6%	2.84	3.9%	15%	False	False	55,342
60	86.40	71.24	15.16	20.6%	2.75	3.7%	15%	False	False	49,128
80	86.40	71.02	15.38	20.9%	2.82	3.8%	17%	False	False	46,434

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	95.95
2.618	88.97
1.618	84.69
1.000	82.04
0.618	80.41
HIGH	77.76
0.618	76.13
0.500	75.62
0.382	75.11
LOW	73.48
0.618	70.83
1.000	69.20
1.618	66.55
2.618	62.27
4.250	55.29

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	75.62	77.33
PP	74.93	76.07
S1	74.25	74.82

Download as Excel Spreadsheet

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

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