NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	75.69	75.49	-0.20	-0.3%	80.52
High	76.55	78.31	1.76	2.3%	81.18
Low	74.78	75.02	0.24	0.3%	73.25
Close	75.83	78.03	2.20	2.9%	74.50
Range	1.77	3.29	1.52	85.9%	7.93
ATR	2.66	2.71	0.04	1.7%	0.00
Volume	87,087	113,509	26,422	30.3%	287,090

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.99	85.80	79.84
R3	83.70	82.51	78.93
R2	80.41	80.41	78.63
R1	79.22	79.22	78.33	79.82
PP	77.12	77.12	77.12	77.42
S1	75.93	75.93	77.73	76.53
S2	73.83	73.83	77.43
S3	70.54	72.64	77.13
S4	67.25	69.35	76.22

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	100.10	95.23	78.86
R3	92.17	87.30	76.68
R2	84.24	84.24	75.95
R1	79.37	79.37	75.23	77.84
PP	76.31	76.31	76.31	75.55
S1	71.44	71.44	73.77	69.91
S2	68.38	68.38	73.05
S3	60.45	63.51	72.32
S4	52.52	55.58	70.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.31	73.25	5.06	6.5%	2.46	3.1%	94%	True	False	78,082
10	81.18	73.25	7.93	10.2%	2.79	3.6%	60%	False	False	66,257
20	81.18	73.25	7.93	10.2%	2.52	3.2%	60%	False	False	56,914
40	84.17	71.24	12.93	16.6%	2.80	3.6%	53%	False	False	59,567
60	86.40	71.24	15.16	19.4%	2.70	3.5%	45%	False	False	52,723
80	86.40	71.02	15.38	19.7%	2.79	3.6%	46%	False	False	49,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	92.29
2.618	86.92
1.618	83.63
1.000	81.60
0.618	80.34
HIGH	78.31
0.618	77.05
0.500	76.67
0.382	76.28
LOW	75.02
0.618	72.99
1.000	71.73
1.618	69.70
2.618	66.41
4.250	61.04

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	77.58	77.46
PP	77.12	76.89
S1	76.67	76.32

Download as Excel Spreadsheet

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

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