NYMEX Light Sweet Crude Oil Future August 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	77.61	77.70	0.09	0.1%	78.98
High	77.78	79.60	1.82	2.3%	79.60
Low	76.19	76.97	0.78	1.0%	76.19
Close	77.45	79.36	1.91	2.5%	79.36
Range	1.59	2.63	1.04	65.4%	3.41
ATR	2.19	2.23	0.03	1.4%	0.00
Volume	4,472	8,752	4,280	95.7%	24,224

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	86.53	85.58	80.81
R3	83.90	82.95	80.08
R2	81.27	81.27	79.84
R1	80.32	80.32	79.60	80.80
PP	78.64	78.64	78.64	78.88
S1	77.69	77.69	79.12	78.17
S2	76.01	76.01	78.88
S3	73.38	75.06	78.64
S4	70.75	72.43	77.91

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	88.61	87.40	81.24
R3	85.20	83.99	80.30
R2	81.79	81.79	79.99
R1	80.58	80.58	79.67	81.19
PP	78.38	78.38	78.38	78.69
S1	77.17	77.17	79.05	77.78
S2	74.97	74.97	78.73
S3	71.56	73.76	78.42
S4	68.15	70.35	77.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.60	76.15	3.45	4.3%	2.02	2.5%	93%	True	False	5,774
10	79.60	73.03	6.57	8.3%	2.05	2.6%	96%	True	False	6,147
20	81.48	71.26	10.22	12.9%	2.26	2.9%	79%	False	False	8,068
40	84.35	71.26	13.09	16.5%	2.25	2.8%	62%	False	False	7,063

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	90.78
2.618	86.49
1.618	83.86
1.000	82.23
0.618	81.23
HIGH	79.60
0.618	78.60
0.500	78.29
0.382	77.97
LOW	76.97
0.618	75.34
1.000	74.34
1.618	72.71
2.618	70.08
4.250	65.79

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	79.00	78.87
PP	78.64	78.38
S1	78.29	77.90

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