NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
74.91 |
75.79 |
0.88 |
1.2% |
79.19 |
| High |
76.48 |
76.05 |
-0.43 |
-0.6% |
81.12 |
| Low |
74.60 |
74.33 |
-0.27 |
-0.4% |
71.18 |
| Close |
76.18 |
74.67 |
-1.51 |
-2.0% |
71.86 |
| Range |
1.88 |
1.72 |
-0.16 |
-8.5% |
9.94 |
| ATR |
2.43 |
2.39 |
-0.04 |
-1.7% |
0.00 |
| Volume |
14,438 |
11,027 |
-3,411 |
-23.6% |
131,982 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.18 |
79.14 |
75.62 |
|
| R3 |
78.46 |
77.42 |
75.14 |
|
| R2 |
76.74 |
76.74 |
74.99 |
|
| R1 |
75.70 |
75.70 |
74.83 |
75.36 |
| PP |
75.02 |
75.02 |
75.02 |
74.85 |
| S1 |
73.98 |
73.98 |
74.51 |
73.64 |
| S2 |
73.30 |
73.30 |
74.35 |
|
| S3 |
71.58 |
72.26 |
74.20 |
|
| S4 |
69.86 |
70.54 |
73.72 |
|
|
| 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 |
7.2% |
2.01 |
2.7% |
66% |
False |
False |
16,982 |
| 10 |
81.12 |
71.10 |
10.02 |
13.4% |
2.46 |
3.3% |
36% |
False |
False |
20,870 |
| 20 |
81.12 |
71.10 |
10.02 |
13.4% |
2.45 |
3.3% |
36% |
False |
False |
18,676 |
| 40 |
83.59 |
71.10 |
12.49 |
16.7% |
2.30 |
3.1% |
29% |
False |
False |
13,288 |
| 60 |
83.59 |
69.56 |
14.03 |
18.8% |
2.37 |
3.2% |
36% |
False |
False |
11,033 |
| 80 |
85.66 |
69.56 |
16.10 |
21.6% |
2.33 |
3.1% |
32% |
False |
False |
9,760 |
| 100 |
86.63 |
69.56 |
17.07 |
22.9% |
2.35 |
3.1% |
30% |
False |
False |
8,606 |
| 120 |
91.11 |
69.56 |
21.55 |
28.9% |
2.45 |
3.3% |
24% |
False |
False |
7,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.36 |
|
2.618 |
80.55 |
|
1.618 |
78.83 |
|
1.000 |
77.77 |
|
0.618 |
77.11 |
|
HIGH |
76.05 |
|
0.618 |
75.39 |
|
0.500 |
75.19 |
|
0.382 |
74.99 |
|
LOW |
74.33 |
|
0.618 |
73.27 |
|
1.000 |
72.61 |
|
1.618 |
71.55 |
|
2.618 |
69.83 |
|
4.250 |
67.02 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
75.19 |
74.98 |
| PP |
75.02 |
74.87 |
| S1 |
74.84 |
74.77 |
|