NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
72.55 |
73.78 |
1.23 |
1.7% |
79.19 |
| High |
73.83 |
75.45 |
1.62 |
2.2% |
81.12 |
| Low |
71.10 |
73.47 |
2.37 |
3.3% |
71.18 |
| Close |
73.47 |
75.00 |
1.53 |
2.1% |
71.86 |
| Range |
2.73 |
1.98 |
-0.75 |
-27.5% |
9.94 |
| ATR |
2.52 |
2.48 |
-0.04 |
-1.5% |
0.00 |
| Volume |
22,261 |
15,320 |
-6,941 |
-31.2% |
131,982 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.58 |
79.77 |
76.09 |
|
| R3 |
78.60 |
77.79 |
75.54 |
|
| R2 |
76.62 |
76.62 |
75.36 |
|
| R1 |
75.81 |
75.81 |
75.18 |
76.22 |
| PP |
74.64 |
74.64 |
74.64 |
74.84 |
| S1 |
73.83 |
73.83 |
74.82 |
74.24 |
| S2 |
72.66 |
72.66 |
74.64 |
|
| S3 |
70.68 |
71.85 |
74.46 |
|
| S4 |
68.70 |
69.87 |
73.91 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.54 |
98.14 |
77.33 |
|
| R3 |
94.60 |
88.20 |
74.59 |
|
| R2 |
84.66 |
84.66 |
73.68 |
|
| R1 |
78.26 |
78.26 |
72.77 |
76.49 |
| PP |
74.72 |
74.72 |
74.72 |
73.84 |
| S1 |
68.32 |
68.32 |
70.95 |
66.55 |
| S2 |
64.78 |
64.78 |
70.04 |
|
| S3 |
54.84 |
58.38 |
69.13 |
|
| S4 |
44.90 |
48.44 |
66.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.45 |
71.10 |
4.35 |
5.8% |
2.31 |
3.1% |
90% |
True |
False |
23,488 |
| 10 |
81.12 |
71.10 |
10.02 |
13.4% |
2.52 |
3.4% |
39% |
False |
False |
21,261 |
| 20 |
81.89 |
71.10 |
10.79 |
14.4% |
2.55 |
3.4% |
36% |
False |
False |
18,436 |
| 40 |
83.59 |
71.10 |
12.49 |
16.7% |
2.32 |
3.1% |
31% |
False |
False |
13,051 |
| 60 |
83.59 |
69.56 |
14.03 |
18.7% |
2.38 |
3.2% |
39% |
False |
False |
10,829 |
| 80 |
85.94 |
69.56 |
16.38 |
21.8% |
2.35 |
3.1% |
33% |
False |
False |
9,550 |
| 100 |
86.63 |
69.56 |
17.07 |
22.8% |
2.36 |
3.1% |
32% |
False |
False |
8,418 |
| 120 |
91.11 |
69.56 |
21.55 |
28.7% |
2.48 |
3.3% |
25% |
False |
False |
7,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.87 |
|
2.618 |
80.63 |
|
1.618 |
78.65 |
|
1.000 |
77.43 |
|
0.618 |
76.67 |
|
HIGH |
75.45 |
|
0.618 |
74.69 |
|
0.500 |
74.46 |
|
0.382 |
74.23 |
|
LOW |
73.47 |
|
0.618 |
72.25 |
|
1.000 |
71.49 |
|
1.618 |
70.27 |
|
2.618 |
68.29 |
|
4.250 |
65.06 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
74.82 |
74.43 |
| PP |
74.64 |
73.85 |
| S1 |
74.46 |
73.28 |
|