NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
73.78 |
74.91 |
1.13 |
1.5% |
79.19 |
| High |
75.45 |
76.48 |
1.03 |
1.4% |
81.12 |
| Low |
73.47 |
74.60 |
1.13 |
1.5% |
71.18 |
| Close |
75.00 |
76.18 |
1.18 |
1.6% |
71.86 |
| Range |
1.98 |
1.88 |
-0.10 |
-5.1% |
9.94 |
| ATR |
2.48 |
2.43 |
-0.04 |
-1.7% |
0.00 |
| Volume |
15,320 |
14,438 |
-882 |
-5.8% |
131,982 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.39 |
80.67 |
77.21 |
|
| R3 |
79.51 |
78.79 |
76.70 |
|
| R2 |
77.63 |
77.63 |
76.52 |
|
| R1 |
76.91 |
76.91 |
76.35 |
77.27 |
| PP |
75.75 |
75.75 |
75.75 |
75.94 |
| S1 |
75.03 |
75.03 |
76.01 |
75.39 |
| S2 |
73.87 |
73.87 |
75.84 |
|
| S3 |
71.99 |
73.15 |
75.66 |
|
| S4 |
70.11 |
71.27 |
75.15 |
|
|
| 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 |
76.48 |
71.10 |
5.38 |
7.1% |
2.16 |
2.8% |
94% |
True |
False |
21,462 |
| 10 |
81.12 |
71.10 |
10.02 |
13.2% |
2.46 |
3.2% |
51% |
False |
False |
21,246 |
| 20 |
81.12 |
71.10 |
10.02 |
13.2% |
2.48 |
3.3% |
51% |
False |
False |
18,683 |
| 40 |
83.59 |
71.10 |
12.49 |
16.4% |
2.30 |
3.0% |
41% |
False |
False |
13,245 |
| 60 |
83.59 |
69.56 |
14.03 |
18.4% |
2.38 |
3.1% |
47% |
False |
False |
10,949 |
| 80 |
85.94 |
69.56 |
16.38 |
21.5% |
2.33 |
3.1% |
40% |
False |
False |
9,678 |
| 100 |
86.63 |
69.56 |
17.07 |
22.4% |
2.35 |
3.1% |
39% |
False |
False |
8,533 |
| 120 |
91.11 |
69.56 |
21.55 |
28.3% |
2.46 |
3.2% |
31% |
False |
False |
7,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.47 |
|
2.618 |
81.40 |
|
1.618 |
79.52 |
|
1.000 |
78.36 |
|
0.618 |
77.64 |
|
HIGH |
76.48 |
|
0.618 |
75.76 |
|
0.500 |
75.54 |
|
0.382 |
75.32 |
|
LOW |
74.60 |
|
0.618 |
73.44 |
|
1.000 |
72.72 |
|
1.618 |
71.56 |
|
2.618 |
69.68 |
|
4.250 |
66.61 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
75.97 |
75.38 |
| PP |
75.75 |
74.59 |
| S1 |
75.54 |
73.79 |
|