NYMEX Light Sweet Crude Oil Future June 2023

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	75.49	78.25	2.76	3.7%	80.52
High	78.31	79.54	1.23	1.6%	81.18
Low	75.02	77.57	2.55	3.4%	73.25
Close	78.03	78.95	0.92	1.2%	74.50
Range	3.29	1.97	-1.32	-40.1%	7.93
ATR	2.71	2.65	-0.05	-1.9%	0.00
Volume	113,509	94,036	-19,473	-17.2%	287,090

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.60	83.74	80.03
R3	82.63	81.77	79.49
R2	80.66	80.66	79.31
R1	79.80	79.80	79.13	80.23
PP	78.69	78.69	78.69	78.90
S1	77.83	77.83	78.77	78.26
S2	76.72	76.72	78.59
S3	74.75	75.86	78.41
S4	72.78	73.89	77.87

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	79.54	73.97	5.57	7.1%	2.41	3.1%	89%	True	False	84,667
10	81.18	73.25	7.93	10.0%	2.75	3.5%	72%	False	False	72,254
20	81.18	73.25	7.93	10.0%	2.50	3.2%	72%	False	False	58,977
40	84.05	71.24	12.81	16.2%	2.76	3.5%	60%	False	False	60,657
60	86.40	71.24	15.16	19.2%	2.70	3.4%	51%	False	False	53,895
80	86.40	71.02	15.38	19.5%	2.78	3.5%	52%	False	False	49,916
100	88.65	71.02	17.63	22.3%	2.82	3.6%	45%	False	False	47,190

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

Fibonacci Retracements and Extensions
4.250	87.91
2.618	84.70
1.618	82.73
1.000	81.51
0.618	80.76
HIGH	79.54
0.618	78.79
0.500	78.56
0.382	78.32
LOW	77.57
0.618	76.35
1.000	75.60
1.618	74.38
2.618	72.41
4.250	69.20

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	78.82	78.35
PP	78.69	77.76
S1	78.56	77.16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols