NYMEX Light Sweet Crude Oil Future April 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
77.94 |
80.00 |
2.06 |
2.6% |
74.56 |
| High |
80.00 |
81.14 |
1.14 |
1.4% |
80.00 |
| Low |
77.68 |
79.34 |
1.66 |
2.1% |
74.08 |
| Close |
79.62 |
79.68 |
0.06 |
0.1% |
79.62 |
| Range |
2.32 |
1.80 |
-0.52 |
-22.4% |
5.92 |
| ATR |
2.88 |
2.80 |
-0.08 |
-2.7% |
0.00 |
| Volume |
37,704 |
39,586 |
1,882 |
5.0% |
195,238 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.45 |
84.37 |
80.67 |
|
| R3 |
83.65 |
82.57 |
80.18 |
|
| R2 |
81.85 |
81.85 |
80.01 |
|
| R1 |
80.77 |
80.77 |
79.85 |
80.41 |
| PP |
80.05 |
80.05 |
80.05 |
79.88 |
| S1 |
78.97 |
78.97 |
79.52 |
78.61 |
| S2 |
78.25 |
78.25 |
79.35 |
|
| S3 |
76.45 |
77.17 |
79.19 |
|
| S4 |
74.65 |
75.37 |
78.69 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.66 |
93.56 |
82.88 |
|
| R3 |
89.74 |
87.64 |
81.25 |
|
| R2 |
83.82 |
83.82 |
80.71 |
|
| R1 |
81.72 |
81.72 |
80.16 |
82.77 |
| PP |
77.90 |
77.90 |
77.90 |
78.43 |
| S1 |
75.80 |
75.80 |
79.08 |
76.85 |
| S2 |
71.98 |
71.98 |
78.53 |
|
| S3 |
66.06 |
69.88 |
77.99 |
|
| S4 |
60.14 |
63.96 |
76.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.14 |
74.42 |
6.72 |
8.4% |
2.35 |
2.9% |
78% |
True |
False |
40,881 |
| 10 |
81.14 |
73.52 |
7.62 |
9.6% |
2.43 |
3.0% |
81% |
True |
False |
39,022 |
| 20 |
82.90 |
70.86 |
12.04 |
15.1% |
2.82 |
3.5% |
73% |
False |
False |
40,516 |
| 40 |
88.65 |
70.86 |
17.79 |
22.3% |
2.95 |
3.7% |
50% |
False |
False |
35,271 |
| 60 |
88.65 |
70.86 |
17.79 |
22.3% |
2.86 |
3.6% |
50% |
False |
False |
29,298 |
| 80 |
88.65 |
70.86 |
17.79 |
22.3% |
2.91 |
3.7% |
50% |
False |
False |
25,451 |
| 100 |
90.33 |
70.86 |
19.47 |
24.4% |
2.89 |
3.6% |
45% |
False |
False |
22,001 |
| 120 |
90.76 |
70.86 |
19.90 |
25.0% |
2.91 |
3.6% |
44% |
False |
False |
19,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.79 |
|
2.618 |
85.85 |
|
1.618 |
84.05 |
|
1.000 |
82.94 |
|
0.618 |
82.25 |
|
HIGH |
81.14 |
|
0.618 |
80.45 |
|
0.500 |
80.24 |
|
0.382 |
80.03 |
|
LOW |
79.34 |
|
0.618 |
78.23 |
|
1.000 |
77.54 |
|
1.618 |
76.43 |
|
2.618 |
74.63 |
|
4.250 |
71.69 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
80.24 |
79.46 |
| PP |
80.05 |
79.23 |
| S1 |
79.87 |
79.01 |
|