NYMEX Light Sweet Crude Oil Future July 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	77.27	73.90	-3.37	-4.4%	79.45
High	77.45	75.28	-2.17	-2.8%	80.12
Low	73.42	73.28	-0.14	-0.2%	76.53
Close	73.48	74.25	0.77	1.0%	79.83
Range	4.03	2.00	-2.03	-50.4%	3.59
ATR	2.61	2.56	-0.04	-1.7%	0.00
Volume	29,869	24,358	-5,511	-18.5%	39,419

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.27	79.26	75.35
R3	78.27	77.26	74.80
R2	76.27	76.27	74.62
R1	75.26	75.26	74.43	75.77
PP	74.27	74.27	74.27	74.52
S1	73.26	73.26	74.07	73.77
S2	72.27	72.27	73.88
S3	70.27	71.26	73.70
S4	68.27	69.26	73.15

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	89.60	88.30	81.80
R3	86.01	84.71	80.82
R2	82.42	82.42	80.49
R1	81.12	81.12	80.16	81.77
PP	78.83	78.83	78.83	79.15
S1	77.53	77.53	79.50	78.18
S2	75.24	75.24	79.17
S3	71.65	73.94	78.84
S4	68.06	70.35	77.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.73	73.28	7.45	10.0%	2.86	3.9%	13%	False	True	20,530
10	80.73	73.28	7.45	10.0%	2.51	3.4%	13%	False	True	15,517
20	80.73	71.24	9.49	12.8%	2.39	3.2%	32%	False	False	15,717
40	84.60	71.24	13.36	18.0%	2.59	3.5%	23%	False	False	13,927
60	85.34	71.24	14.10	19.0%	2.43	3.3%	21%	False	False	11,436

Crabel Price Patterns
NR	True
NR4	True
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	0.45
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.78
2.618	80.52
1.618	78.52
1.000	77.28
0.618	76.52
HIGH	75.28
0.618	74.52
0.500	74.28
0.382	74.04
LOW	73.28
0.618	72.04
1.000	71.28
1.618	70.04
2.618	68.04
4.250	64.78

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	74.28	77.01
PP	74.27	76.09
S1	74.26	75.17

Download as Excel Spreadsheet

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

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